Businesses are naturally interested in detecting anomalies in their internal processes, because these can be indicators for fraud and inefficiencies. Within the domain of business intelligence, classic anomaly detection is not very frequently researched. In this paper, we propose a method, using autoencoders, for detecting and analyzing anomalies occurring in the execution of a business process. Our method does not rely on any prior knowledge about the process and can be trained on a noisy dataset already containing the anomalies. We demonstrate its effectiveness by evaluating it on 700 different datasets and testing its performance against three state-of-the-art anomaly detection methods. This paper is an extension of our previous work from 2016 ( in Unsupervised anomaly detection in noisy business process event logs using denoising autoencoders. In: International conference on discovery science, Springer, pp 442---456, 2016). Compared to the original publication we have further refined the approach in terms of performance and conducted an elaborate evaluation on more sophisticated datasets including real-life event logs from the Business Process Intelligence Challenges of 2012 and 2017. In our experiments our approach reached an @math F1 score of 0.87, whereas the best unaltered state-of-the-art approach reached an @math F1 score of 0.72. Furthermore, our approach can be used to analyze the detected anomalies in terms of which event within one execution of the process causes the anomaly.
Probabilistic approaches try to estimate the probability distribution of the normal class, and thus can detect anomalies as they were sampled from a different distribution. In speech recognition @cite_40 , hidden Markov models (HMMs) @cite_41 @cite_16 are a popular choice for modeling sequential data. HMMs can also be used for anomaly detection as shown in @cite_23 and @cite_35 , where they are used successfully for system intrusion detection. However, as Chandola pointed out in @cite_11 , the performance of such HMMs strongly depends on the fact that the raw data can be sufficiently modeled by a Markov process.
@cite_35 @cite_41 @cite_40 @cite_23 @cite_16 @cite_11
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Hidden Markov models (HMMs) are a powerful probabilistic tool for modeling sequential data, and have been applied with success to many text-related tasks, such as part-of-speech tagging, text segmentation and information extraction. In these cases, the observations are usually modeled as multinomial distributions over a discrete vocabulary, and the HMM parameters are set to maximize the likelihood of the observations. This paper presents a new Markovian sequence model, closely related to HMMs, that allows observations to be represented as arbitrary overlapping features (such as word, capitalization, formatting, part-of-speech), and defines the conditional probability of state sequences given observation sequences. It does this by using the maximum entropy framework to fit a set of exponential models that represent the probability of a state given an observation and the previous state. We present positive experimental results on the segmentation of FAQ’s. Hidden Markov modeling (HMM) techniques have been used successfully for connected speech recognition in the last several years. In the traditional HMM algorithms, the probability of duration of a state decreases exponentially with time which is not appropriate for representing the temporal structure of speech. Non-parametric modeling of duration using semi-Markov chains does accomplish the task with a large increase in the computational complexity. Applying a postprocessing state duration penalty after Viterbi decoding adds very little computation but does not affect the forward recognition path. The authors present a way of modeling state durations in HMM using time-dependent state transitions. This inhomogeneous HMM (IHMM) does increase the computation by a small amount but reduces recognition error rates by 14-25 . Also, a suboptimal implementation of this scheme that requires no more computation than the traditional HMM is presented which also has reduced errors by 14-22 on a variety of databases. > Hidden Markov models (HMMs) have proven to be one of the most widely used tools for learning probabilistic models of time series data. In an HMM, information about the past is conveyed through a single discrete variable—the hidden state. We discuss a generalization of HMMs in which this state is factored into multiple state variables and is therefore represented in a distributed manner. We describe an exact algorithm for inferring the posterior probabilities of the hidden state variables given the observations, and relate it to the forward–backward algorithm for HMMs and to algorithms for more general graphical models. Due to the combinatorial nature of the hidden state representation, this exact algorithm is intractable. As in other intractable systems, approximate inference can be carried out using Gibbs sampling or variational methods. Within the variational framework, we present a structured approximation in which the the state variables are decoupled, yielding a tractable algorithm for learning the parameters of the model. Empirical comparisons suggest that these approximations are efficient and provide accurate alternatives to the exact methods. Finally, we use the structured approximation to model Bach‘s chorales and show that factorial HMMs can capture statistical structure in this data set which an unconstrained HMM cannot. In hybrid hidden Markov model artificial neural networks (HMM ANN) automatic speech recognition (ASR) system, the phoneme class conditional probabilities are estimated by first extracting acoustic features from the speech signal based on prior knowledge such as, speech perception or and speech production knowledge, and, then modeling the acoustic features with an ANN. Recent advances in machine learning techniques, more specifically in the field of image processing and text processing, have shown that such divide and conquer strategy (i.e., separating feature extraction and modeling steps) may not be necessary. Motivated from these studies, in the framework of convolutional neural networks (CNNs), this paper investigates a novel approach, where the input to the ANN is raw speech signal and the output is phoneme class conditional probability estimates. On TIMIT phoneme recognition task, we study different ANN architectures to show the benefit of CNNs and compare the proposed approach against conventional approach where, spectral-based feature MFCC is extracted and modeled by a multilayer perceptron. Our studies show that the proposed approach can yield comparable or better phoneme recognition performance when compared to the conventional approach. It indicates that CNNs can learn features relevant for phoneme classification automatically from the raw speech signal.