用自适应颗粒球模型捕捉时间序列正常模式,提升异常检测精度与效率。
Finding Time Series Anomalies using Granular-ball Vector Data Description
- 通过密度引导的分层分割生成自适应颗粒球原型,替代固定聚类。
- 在多个数据集上达到优于传统方法的异常检测准确率,尤其在复杂动态场景中表现优异。
- 适合处理高维、非线性时间序列数据,适用于工业监控等实时场景。
动态非线性时间序列中的正常行为建模对异常检测极具挑战。传统方法如近邻和聚类依赖预设的可靠邻居或簇数量,常在复杂时序场景中失效。为此,我们提出基于自适应表示粒状球向量数据描述(GVDD)的单类网络GBOC。GVDD通过密度引导的层次分裂过程将潜在空间划分为紧凑的高密度区域,以粒状球表示,剔除噪声结构。每个粒状球作为局部正常行为的原型,介于个体实例与聚类之间,保持样本集的局部拓扑结构。训练时,GBOC通过将样本对齐最近粒状球中心来增强表示紧凑性;推理时,基于到最近粒状球的距离计算异常分数。聚焦高密度高质量区域并显著减少原型数量,使GBOC在异常检测中兼具鲁棒性与高效性。大量实验验证了该方法的有效性和优越性,展现出应对时间序列异常检测挑战的能力。
原文摘要 · Abstract (English)
Modeling normal behavior in dynamic, nonlinear time series data is challenging for effective anomaly detection. Traditional methods, such as nearest neighbor and clustering approaches, often depend on rigid assumptions, such as a predefined number of reliable neighbors or clusters, which frequently break down in complex temporal scenarios. To address these limitations, we introduce the Granular-ball One-Class Network (GBOC), a novel approach based on a data-adaptive representation called Granular-ball Vector Data Description (GVDD). GVDD partitions the latent space into compact, high-density regions represented by granular-balls, which are generated through a density-guided hierarchical splitting process and refined by removing noisy structures. Each granular-ball serves as a prototype for local normal behavior, naturally positioning itself between individual instances and clusters while preserving the local topological structure of the sample set. During training, GBOC improves the compactness of representations by aligning samples with their nearest granular-ball centers. During inference, anomaly scores are computed based on the distance to the nearest granular-ball. By focusing on dense, high-quality regions and significantly reducing the number of prototypes, GBOC delivers both robustness and efficiency in anomaly detection. Extensive experiments validate the effectiveness and superiority of the proposed method, highlighting its ability to handle the challenges of time series anomaly detection.
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