Sequential VAE-LSTM for Anomaly Detection on Time Series

In order to support stable web-based applications and services, anomalies on the IT performance status have to be detected timely. Moreover, the performance trend across the time series should be predicted. In this paper, we propose SeqVL (Sequential VAE-LSTM), a neural network model based on both VAE (Variational Auto-Encoder) and LSTM (Long Short-Term Memory). This work is the first attempt to integrate unsupervised anomaly detection and trend prediction under one framework. Moreover, this model performs considerably better on detection and prediction than VAE and LSTM work alone. On unsupervised anomaly detection, SeqVL achieves competitive experimental results compared with other state-of-the-art methods on public datasets. On trend prediction, SeqVL outperforms several classic time series prediction models in the experiments of the public dataset.