arXiv:2601.01403cs.LGcs.AI2026-01被引 1

用动态图结构和模型集成,实时检测工业数据流中的异常

A Graph-based Framework for Online Time Series Anomaly Detection Using Model Ensemble

  • 构建动态模型池与图结构,通过社区检测选择最优模型组合
  • 在7个异构数据集上比现有方法最高提升24%准确率
  • 可自动识别概念漂移,适合复杂多变的工业实时数据场景

随着工业系统中流式数据量持续增长,在线异常检测变得至关重要。多样且快速演变的数据模式给在线异常检测带来显著挑战,许多现有方法仅适用于离线场景或难以有效处理异构流数据。本文提出一种无监督的图基在线时间序列异常检测框架GDME,通过持续修剪表现不佳的模型并引入新模型来维护动态模型池。利用动态图结构表示模型间关系,结合图上的社区检测算法选取合适的模型子集进行集成。该图结构还可通过监测结构变化来检测概念漂移,使框架能够适应演化中的流数据。在七个异构时间序列数据集上的实验表明,GDME优于现有在线异常检测方法,性能提升最高达24%。此外,其集成策略在检测性能上优于单个模型及平均集成,同时具备良好的计算效率。

原文摘要 · Abstract (English)

With the increasing volume of streaming data in industrial systems, online anomaly detection has become a critical task. The diverse and rapidly evolving data patterns pose significant challenges for online anomaly detection. Many existing anomaly detection methods are designed for offline settings or have difficulty in handling heterogeneous streaming data effectively. This paper proposes GDME, an unsupervised graph-based framework for online time series anomaly detection using model ensemble. GDME maintains a dynamic model pool that is continuously updated by pruning underperforming models and introducing new ones. It utilizes a dynamic graph structure to represent relationships among models and employs community detection on the graph to select an appropriate subset for ensemble. The graph structure is also used to detect concept drift by monitoring structural changes, allowing the framework to adapt to evolving streaming data. Experiments on seven heterogeneous time series demonstrate that GDME outperforms existing online anomaly detection methods, achieving improvements of up to 24%. In addition, its ensemble strategy provides superior detection performance compared with both individual models and average ensembles, with competitive computational efficiency.

异常检测时间序列在线学习图模型

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