학술논문

An Interactive Threshold-Setting Procedure for Improved Multivariate Anomaly Detection in Time Series
Document Type
Periodical
Source
IEEE Access Access, IEEE. 11:93898-93907 2023
Subject
Aerospace
Bioengineering
Communication, Networking and Broadcast Technologies
Components, Circuits, Devices and Systems
Computing and Processing
Engineered Materials, Dielectrics and Plasmas
Engineering Profession
Fields, Waves and Electromagnetics
General Topics for Engineers
Geoscience
Nuclear Engineering
Photonics and Electrooptics
Power, Energy and Industry Applications
Robotics and Control Systems
Signal Processing and Analysis
Transportation
Anomaly detection
Time series analysis
Data models
Training data
Electronic mail
Time-domain analysis
Deep learning
Multivariate regression
anomaly scoring
deep learning
multivariate time series (MVTS)
Language
ISSN
2169-3536
Abstract
Anomaly detection in multivariate time series is valuable for many applications. In this context, unsupervised and semi-supervised deep learning methods that estimate how normal a new observation is have shown promising results on benchmark datasets. These methods are dependent on a threshold that determines which points should be regarded as anomalous and not be anomalous. However, finding the optimal threshold is not easy since no information about the ground truth is known in advance, which implies that there are limitations to automatic threshold-setting methods available today. An alternative is to utilize the expertise of users that can interact in a threshold-setting procedure, but for this to be practically feasible, the method needs to be both accurate and efficient in relation to the state-of-the-art automatic methods. Therefore, this study develops an interactive threshold-setting schema and examines to what extent it can outperform the current state-of-the-art automatic threshold-setting methods. The result of the study strongly indicates that the suggested method with little effort can provide higher accuracy than the automatic threshold-setting methods on a general basis.