Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and noisy. This paper presents a novel unsupervised deep learning architecture for multivariate time series anomaly detection, called Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN). It extends recent advancements in GANs with adoption of convolutional-LSTM layers and an attention mechanism to produce state-of-the-art performance. We conduct extensive experiments to demonstrate the strength of our architecture in adjusting for complex seasonality patterns and handling severe levels of training data contamination. We also propose a novel anomaly score assignment and causal inference framework. We compare RSM-GAN with existing classical and deep-learning based anomaly detection models, and the results show that our architecture is associated with the lowest false positive rate and improves precision by 30% and 16% in real-world and synthetic data, respectively. Furthermore, we report the superiority of RSM-GAN regarding accurate root cause identification and NAB scores in all data settings.
Unsupervised anomaly detection aims to identify anomalous samples from highly complex and unstructured data, which is pervasive in both fundamental research and industrial applications. However, most existing methods neglect the complex correlation among data samples, which is important for capturing normal patterns from which the abnormal ones deviate. In this paper, we propose a method of Correlation aware unsupervised Anomaly detection via Deep Gaussian Mixture Model (CADGMM), which captures the complex correlation among data points for high-quality low-dimensional representation learning. More specifically, the relations among data samples are correlated firstly in forms of a graph structure, in which, the node denotes the sample and the edge denotes the correlation between two samples from the feature space. Then, a dual-encoder that consists of a graph encoder and a feature encoder, is employed to encode both the feature and correlation information of samples into the low-dimensional latent space jointly, followed by a decoder for data reconstruction. Finally, a separate estimation network as a Gaussian Mixture Model is utilized to estimate the density of the learned latent vector, and the anomalies can be detected by measuring the energy of the samples. Extensive experiments on real-world datasets demonstrate the effectiveness of the proposed method.
Surface mount technology (SMT) is a process for producing printed circuit boards. Solder paste printer (SPP), package mounter, and solder reflow oven are used for SMT. The board on which the solder paste is deposited from the SPP is monitored by solder paste inspector (SPI). If SPP malfunctions due to the printer defects, the SPP produces defective products, and then abnormal patterns are detected by SPI. In this paper, we propose a convolutional recurrent reconstructive network (CRRN), which decomposes the anomaly patterns generated by the printer defects, from SPI data. CRRN learns only normal data and detects anomaly pattern through reconstruction error. CRRN consists of a spatial encoder (S-Encoder), a spatiotemporal encoder and decoder (ST-Encoder-Decoder), and a spatial decoder (S-Decoder). The ST-Encoder-Decoder consists of multiple convolutional spatiotemporal memories (CSTMs) with ST-Attention mechanism. CSTM is developed to extract spatiotemporal patterns efficiently. Additionally, a spatiotemporal attention (ST-Attention) mechanism is designed to facilitate transmitting information from the ST-Encoder to the ST-Decoder, which can solve the long-term dependency problem. We demonstrate the proposed CRRN outperforms the other conventional models in anomaly detection. Moreover, we show the discriminative power of the anomaly map decomposed by the proposed CRRN through the printer defect classification.
Much of the research in this direction has aimed at identifying connectivity based biomarkers, restricting the analysis to so-called "static" functional connectivity measures that quantify the average degree of synchrony between brain regions. For e.g., machine learning based strategies have been used with static connectivity measures to parcellate the brain into functional networks, and extract individual-level predictions about cognitive state or clinical condition . In recent years, there has been a surge in the study of the temporal dynamics of rsfMRI data, offering a complementary perspective on the functional connectome and how it is altered in disease, development, and aging . However, to our knowledge, there has been a dearth of machine learning applications to dynamic rsfMRI analysis. Thanks to large-scale datasets, modern machine learning methods have fueled significant progress in computer vision. Compared to natural vision applications, however, medical imaging poses a unique set of challenges. Data, particularly labeled data, are often scarce in medical imaging applications. This makes data-hungry methods such as supervised CNNs possibly less useful. One potential approach to tackle the limited sample size issue is to exploit unsupervised arXiv:1908.06168v1
The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor data can be continuously monitored for intrusion events through anomaly detection. However, conventional threshold-based anomaly detection methods are inadequate due to the dynamic complexities of these systems, while supervised machine learning methods are unable to exploit the large amounts of data due to the lack of labeled data. On the other hand, current unsupervised machine learning approaches have not fully exploited the spatial-temporal correlation and other dependencies amongst the multiple variables (sensors/actuators) in the system for detecting anomalies. In this work, we propose an unsupervised multivariate anomaly detection method based on Generative Adversarial Networks (GANs). Instead of treating each data stream independently, our proposed MAD-GAN framework considers the entire variable set concurrently to capture the latent interactions amongst the variables. We also fully exploit both the generator and discriminator produced by the GAN, using a novel anomaly score called DR-score to detect anomalies by discrimination and reconstruction. We have tested our proposed MAD-GAN using two recent datasets collected from real-world CPS: the Secure Water Treatment (SWaT) and the Water Distribution (WADI) datasets. Our experimental results showed that the proposed MAD-GAN is effective in reporting anomalies caused by various cyber-intrusions compared in these complex real-world systems.