基于张量分解的无监督异常检测,兼顾时空连续性与稀疏性。
Robust Spatiotemporally Contiguous Anomaly Detection Using Tensor Decomposition
- 将异常检测建模为鲁棒低秩加稀疏张量分解,引入时空图上的总变差约束
- 在合成与真实数据上实现高精度异常定位,对连续异常敏感且不依赖标注
- 适合视频监控、交通流量等需捕捉时空连续异常的场景
时空数据中的异常检测在视频监控、医学影像和城市交通监测等领域面临挑战。现有方法多关注点异常,难以处理时空依赖关系。虽然已有张量方法能捕捉多维依赖,但多为有监督且未考虑异常本身的结构特性,且缺乏统计置信度。本文提出一种无监督张量异常检测方法,同时建模异常的稀疏性与时空平滑性。将异常检测问题表述为带正则化的鲁棒低秩+稀疏张量分解,利用空间与时间图的总变差量化异常的时空平滑性。提取异常特征后,构建考虑局部时空依赖的统计异常评分框架。在合成与真实数据上进行评估,结果表明该方法能有效识别连续异常并提供可信评分。
原文摘要 · Abstract (English)
Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications, including video surveillance, medical imaging data, and urban traffic monitoring. Existing anomaly detection methods focus mainly on point anomalies and cannot deal with temporal and spatial dependencies that arise in spatio-temporal data. Tensor-based anomaly detection methods have been proposed to address this problem. Although existing methods can capture dependencies across different modes, they are primarily supervised and do not account for the specific structure of anomalies. Moreover, these methods focus mainly on extracting anomalous features without providing any statistical confidence. In this paper, we introduce an unsupervised tensor-based anomaly detection method that simultaneously considers the sparse and spatiotemporally smooth nature of anomalies. The anomaly detection problem is formulated as a regularized robust low-rank + sparse tensor decomposition where the total variation of the tensor with respect to the underlying spatial and temporal graphs quantifies the spatiotemporal smoothness of the anomalies. Once the anomalous features are extracted, we introduce a statistical anomaly scoring framework that accounts for local spatio-temporal dependencies. The proposed framework is evaluated on both synthetic and real data.
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