Towards Experienced Anomaly Detector Through Reinforcement Learning

AAAI Conferences

This abstract proposes a time series anomaly detector which 1) makes no assumption about the underlying mechanism of anomaly patterns, 2) refrains from the cumbersome work of threshold setting for good anomaly detection performance under specific scenarios, and 3) keeps evolving with the growth of anomaly detection experience. Essentially, the anomaly detector is powered by the Recurrent Neural Network (RNN) and adopts the Reinforcement Learning (RL) method to achieve the self-learning process. Our initial experiments demonstrate promising results of using the detector in network time series anomaly detection problems.

Statistical Anomaly Detection for Train Fleets

AI Magazine

We have developed a method for statistical anomaly detection which has been deployed in a tool for condition monitoring of train fleets. The tool is currently used by several railway operators over the world to inspect and visualize the occurrence of event messages generated on the trains. The anomaly detection component helps the operators to quickly find significant deviations from normal behavior and to detect early indications for possible problems. The savings in maintenance costs comes mainly from avoiding costly breakdowns, and have been estimated to several million Euros per year for the tool. In the long run, it is expected that maintenance costs can be reduced with between 5 and 10 % by using the tool.

A note about finding anomalies – Towards Data Science


This article is inspired by the research done during studies in the university. Goal of this article is to act as a note and reminder that finding anomalies is not a trivial task (currently). Anomaly detection refers to the task of finding observations that do not conform to the normal, expected behaviour. These observations can be named as anomalies, outliers, novelty, exceptions, surprises in different application domains. The most popular terms that occur most often in literature are anomalies and outliers.

Anomaly Detection Techniques in Focus: Multivariate and Univariate Anodot


In our previous post, we explained what time series data is and provided some details as to how the Anodot time series anomaly detection system is able to spot anomalies in time series data. We also discussed the importance of choosing a model for a metric's normal behavior which included any and all seasonal patterns in the metric, and the specific algorithm which Anodot uses to find seasonal patterns. At the end of that post we said it's possible to get a sense of the bigger picture from a lot of individual anomalies. Conciseness is a requirement of any large-scale anomaly detection system because monitoring millions of metrics is guaranteed to generate a flood of reported anomalies, even if there are zero false positives. Achieving conciseness in this context is analogous to distilling the many individual symptoms into a single diagnosis, in much the same way that a mechanic might diagnose a car problem by observing the pitch, volume, and duration of all the sounds it makes, in addition to watching all the dials and indicator lights on the dashboard.

Time Series Anomaly Detection Algorithms – Stats and Bots


At Statsbot, we're constantly reviewing the landscape of anomaly detection approaches and refinishing our models based on this research. This article is an overview of the most popular anomaly detection algorithms for time series and their pros and cons. This post is dedicated to non-experienced readers who just want to get a sense of the current state of anomaly detection techniques. Not wanting to scare you with mathematical models, we hid all the math under referral links. Anomaly detection problem for time series is usually formulated as finding outlier data points relative to some standard or usual signal.