Darban, Zahra Zamanzadeh
GenIAS: Generator for Instantiating Anomalies in time Series
Darban, Zahra Zamanzadeh, Wang, Qizhou, Webb, Geoffrey I., Pan, Shirui, Aggarwal, Charu C., Salehi, Mahsa
A recent and promising approach for building time series anomaly detection (TSAD) models is to inject synthetic samples of anomalies within real data sets. The existing injection mechanisms have significant limitations - most of them rely on ad hoc, hand-crafted strategies which fail to capture the natural diversity of anomalous patterns, or are restricted to univariate time series settings. To address these challenges, we design a generative model for TSAD using a variational autoencoder, which is referred to as a Generator for Instantiating Anomalies in Time Series (GenIAS). GenIAS is designed to produce diverse and realistic synthetic anomalies for TSAD tasks. By employing a novel learned perturbation mechanism in the latent space and injecting the perturbed patterns in different segments of time series, GenIAS can generate anomalies with greater diversity and varying scales. Further, guided by a new triplet loss function, which uses a min-max margin and a new variance-scaling approach to further enforce the learning of compact normal patterns, GenIAS ensures that anomalies are distinct from normal samples while remaining realistic. The approach is effective for both univariate and multivariate time series. We demonstrate the diversity and realism of the generated anomalies. Our extensive experiments demonstrate that GenIAS - when integrated into a TSAD task - consistently outperforms seventeen traditional and deep anomaly detection models, thereby highlighting the potential of generative models for time series anomaly generation.
MTP: A Dataset for Multi-Modal Turning Points in Casual Conversations
Ho, Gia-Bao Dinh, Tan, Chang Wei, Darban, Zahra Zamanzadeh, Salehi, Mahsa, Haffari, Gholamreza, Buntine, Wray
Detecting critical moments, such as emotional outbursts or changes in decisions during conversations, is crucial for understanding shifts in human behavior and their consequences. Our work introduces a novel problem setting focusing on these moments as turning points (TPs), accompanied by a meticulously curated, high-consensus, human-annotated multi-modal dataset. We provide precise timestamps, descriptions, and visual-textual evidence high-lighting changes in emotions, behaviors, perspectives, and decisions at these turning points. We also propose a framework, TPMaven, utilizing state-of-the-art vision-language models to construct a narrative from the videos and large language models to classify and detect turning points in our multi-modal dataset. Evaluation results show that TPMaven achieves an F1-score of 0.88 in classification and 0.61 in detection, with additional explanations aligning with human expectations.
DACAD: Domain Adaptation Contrastive Learning for Anomaly Detection in Multivariate Time Series
Darban, Zahra Zamanzadeh, Yang, Yiyuan, Webb, Geoffrey I., Aggarwal, Charu C., Wen, Qingsong, Salehi, Mahsa
In time series anomaly detection (TSAD), the scarcity of labeled data poses a challenge to the development of accurate models. Unsupervised domain adaptation (UDA) offers a solution by leveraging labeled data from a related domain to detect anomalies in an unlabeled target domain. However, existing UDA methods assume consistent anomalous classes across domains. To address this limitation, we propose a novel Domain Adaptation Contrastive learning model for Anomaly Detection in multivariate time series (DACAD), combining UDA with contrastive learning. DACAD utilizes an anomaly injection mechanism that enhances generalization across unseen anomalous classes, improving adaptability and robustness. Additionally, our model employs supervised contrastive loss for the source domain and self-supervised contrastive triplet loss for the target domain, ensuring comprehensive feature representation learning and domain-invariant feature extraction. Finally, an effective Centre-based Entropy Classifier (CEC) accurately learns normal boundaries in the source domain. Extensive evaluations on multiple real-world datasets and a synthetic dataset highlight DACAD's superior performance in transferring knowledge across domains and mitigating the challenge of limited labeled data in TSAD.
CARLA: Self-supervised Contrastive Representation Learning for Time Series Anomaly Detection
Darban, Zahra Zamanzadeh, Webb, Geoffrey I., Pan, Shirui, Aggarwal, Charu C., Salehi, Mahsa
One main challenge in time series anomaly detection (TAD) is the lack of labelled data in many real-life scenarios. Most of the existing anomaly detection methods focus on learning the normal behaviour of unlabelled time series in an unsupervised manner. The normal boundary is often defined tightly, resulting in slight deviations being classified as anomalies, consequently leading to a high false positive rate and a limited ability to generalise normal patterns. To address this, we introduce a novel end-to-end self-supervised ContrAstive Representation Learning approach for time series Anomaly detection (CARLA). While existing contrastive learning methods assume that augmented time series windows are positive samples and temporally distant windows are negative samples, we argue that these assumptions are limited as augmentation of time series can transform them to negative samples, and a temporally distant window can represent a positive sample. Our contrastive approach leverages existing generic knowledge about time series anomalies and injects various types of anomalies as negative samples. Therefore, CARLA not only learns normal behaviour but also learns deviations indicating anomalies. It creates similar representations for temporally closed windows and distinct ones for anomalies. Additionally, it leverages the information about representations' neighbours through a self-supervised approach to classify windows based on their nearest/furthest neighbours to further enhance the performance of anomaly detection. In extensive tests on seven major real-world time series anomaly detection datasets, CARLA shows superior performance over state-of-the-art self-supervised and unsupervised TAD methods. Our research shows the potential of contrastive representation learning to advance time series anomaly detection.
Deep Learning for Time Series Anomaly Detection: A Survey
Darban, Zahra Zamanzadeh, Webb, Geoffrey I., Pan, Shirui, Aggarwal, Charu C., Salehi, Mahsa
Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system defects, or heart fluttering, and is therefore of particular interest. The large size and complex patterns of time series have led researchers to develop specialised deep learning models for detecting anomalous patterns. This survey focuses on providing structured and comprehensive state-of-the-art time series anomaly detection models through the use of deep learning. It providing a taxonomy based on the factors that divide anomaly detection models into different categories. Aside from describing the basic anomaly detection technique for each category, the advantages and limitations are also discussed. Furthermore, this study includes examples of deep anomaly detection in time series across various application domains in recent years. It finally summarises open issues in research and challenges faced while adopting deep anomaly detection models.
GHRS: Graph-based Hybrid Recommendation System with Application to Movie Recommendation
Darban, Zahra Zamanzadeh, Valipour, Mohammad Hadi
Research about recommender systems emerges over the last decade and comprises valuable services to increase different companies' revenue. Several approaches exist in handling paper recommender systems. While most existing recommender systems rely either on a content-based approach or a collaborative approach, there are hybrid approaches that can improve recommendation accuracy using a combination of both approaches. Even though many algorithms are proposed using such methods, it is still necessary for further improvement. In this paper, we propose a recommender system method using a graph-based model associated with the similarity of users' ratings, in combination with users' demographic and location information. By utilizing the advantages of Autoencoder feature extraction, we extract new features based on all combined attributes. Using the new set of features for clustering users, our proposed approach (GHRS) has gained a significant improvement, which dominates other methods' performance in the cold-start problem. The experimental results on the MovieLens dataset show that the proposed algorithm outperforms many existing recommendation algorithms on recommendation accuracy.