Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised anomaly detection algorithms have been developed, few of them can jointly address these challenges. In this paper, we propose a Multi-Scale Convolutional Recurrent Encoder-Decoder (MSCRED), to perform anomaly detection and diagnosis in multivariate time series data. Specifically, MSCRED first constructs multi-scale (resolution) signature matrices to characterize multiple levels of the system statuses in different time steps. Subsequently, given the signature matrices, a convolutional encoder is employed to encode the inter-sensor (time series) correlations and an attention based Convolutional Long-Short Term Memory (ConvLSTM) network is developed to capture the temporal patterns. Finally, based upon the feature maps which encode the inter-sensor correlations and temporal information, a convolutional decoder is used to reconstruct the input signature matrices and the residual signature matrices are further utilized to detect and diagnose anomalies. Extensive empirical studies based on a synthetic dataset and a real power plant dataset demonstrate that MSCRED can outperform state-of-the-art baseline methods.
In addition, our model design is inspired by fully convolutional neural networks @cite_30 , convolutional LSTM networks @cite_22 , and attention technique @cite_6 @cite_33 . This paper is also related to other time series applications such as clustering classification @cite_25 @cite_1 @cite_11 , segmentation @cite_17 @cite_19 , and so on.
@cite_30 @cite_33 @cite_22 @cite_1 @cite_17 @cite_6 @cite_19 @cite_25 @cite_11
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Neural network models with attention mechanism have shown their efficiencies on various tasks. However, there is little research work on attention mechanism for text classification and existing attention model for text classification lacks of cognitive intuition and mathematical explanation. In this paper, we propose a new architecture of neural network based on the attention model for text classification. In particular, we show that the convolutional neural network (CNN) is a reasonable model for extracting attentions from text sequences in mathematics. We then propose a novel attention model base on CNN and introduce a new network architecture which combines recurrent neural network with our CNN-based attention model. Experimental results on five datasets show that our proposed models can accurately capture the salient parts of sentences to improve the performance of text classification. Abstract Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN) and Attention LSTM-FCN (ALSTM-FCN), into a multivariate time series classification model by augmenting the fully convolutional block with a squeeze-and-excitation block to further improve accuracy. Our proposed models outperform most state-of-the-art models while requiring minimum preprocessing. The proposed models work efficiently on various complex multivariate time series classification tasks such as activity recognition or action recognition. Furthermore, the proposed models are highly efficient at test time and small enough to deploy on memory constrained systems. We aim to model the top-down attention of a convolutional neural network (CNN) classifier for generating task-specific attention maps. Inspired by a top-down human visual attention model, we propose a new backpropagation scheme, called Excitation Backprop, to pass along top-down signals downwards in the network hierarchy via a probabilistic Winner-Take-All process. Furthermore, we introduce the concept of contrastive attention to make the top-down attention maps more discriminative. We show a theoretic connection between the proposed contrastive attention formulation and the Class Activation Map computation. Efficient implementation of Excitation Backprop for common neural network layers is also presented. In experiments, we visualize the evidence of a model’s classification decision by computing the proposed top-down attention maps. For quantitative evaluation, we report the accuracy of our method in weakly supervised localization tasks on the MS COCO, PASCAL VOC07 and ImageNet datasets. The usefulness of our method is further validated in the text-to-region association task. On the Flickr30k Entities dataset, we achieve promising performance in phrase localization by leveraging the top-down attention of a CNN model that has been trained on weakly labeled web images. Finally, we demonstrate applications of our method in model interpretation and data annotation assistance for facial expression analysis and medical imaging tasks. We aim to model the top-down attention of a convolutional neural network (CNN) classifier for generating task-specific attention maps. Inspired by a top-down human visual attention model, we propose a new backpropagation scheme, called Excitation Backprop, to pass along top-down signals downwards in the network hierarchy via a probabilistic Winner-Take-All process. Furthermore, we introduce the concept of contrastive attention to make the top-down attention maps more discriminative. We show a theoretic connection between the proposed contrastive attention formulation and the Class Activation Map computation. Efficient implementation of Excitation Backprop for common neural network layers is also presented. In experiments, we visualize the evidence of a model’s classification decision by computing the proposed top-down attention maps. For quantitative evaluation, we report the accuracy of our method in weakly supervised localization tasks on the MS COCO, PASCAL VOC07 and ImageNet datasets. The usefulness of our method is further validated in the text-to-region association task. On the Flickr30k Entities dataset, we achieve promising performance in phrase localization by leveraging the top-down attention of a CNN model that has been trained on weakly labeled web images. Finally, we demonstrate applications of our method in model interpretation and data annotation assistance for facial expression analysis and medical imaging tasks.