Much of the worlds data is streaming, time-series data, where anomalies give significant information in critical situations. Yet detecting anomalies in streaming data is a difficult task, requiring detectors to process data in real-time, and learn while simultaneously making predictions. We present a novel anomaly detection technique based on an on-line sequence memory algorithm called Hierarchical Temporal Memory (HTM). We show results from a live application that detects anomalies in financial metrics in real-time. We also test the algorithm on NAB, a published benchmark for real-time anomaly detection, where our algorithm achieves best-in-class results.
There have been a number of model-based approaches applied to specific domains. These tend to be extremely specific to the domain they are modeling. Examples include anomaly detection in aircraft engine measurements @cite_1 , cloud datacenter temperatures @cite_4 , and ATM fraud detection @cite_2 . While these approaches may have success in a specific domain, they are not suitable for general purpose applications.
@cite_1 @cite_4 @cite_2
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This paper presents a model-based anomaly detection architecture designed for analyzing streaming transient aircraft engine measurement data. The technique calculates and monitors residuals between sensed engine outputs and model predicted outputs for anomaly detection purposes. Pivotal to the performance of this technique is the ability to construct a model that accurately reflects the nominal operating performance of the engine. The dynamic model applied in the architecture is a piecewise linear design comprising steady-state trim points and dynamic state space matrices. A simple curve-fitting technique for updating the model trim point information based on steady-state information extracted from available nominal engine measurement data is presented. Results from the application of the model-based approach for processing actual engine test data are shown. These include both nominal fault-free test case data and seeded fault test case data. The results indicate that the updates applied to improve the model trim point information also improve anomaly detection performance. Recommendations for follow-on enhancements to the technique are also presented and discussed.© 2014 ASME Model-based anomaly detection in technical systems is an important application field of artificial intelligence. We consider discrete event systems, which is a system class to which a wide range of relevant technical systems belong and for which no comprehensive model-based anomaly detection approach exists so far. The original contributions of this paper are threefold: First, we identify the types of anomalies that occur in discrete event systems and we propose a tailored behavior model that captures all anomaly types, called probabilistic deterministic timed-transition automata (PDTTA). Second, we present a new algorithm to learn a PDTTA from sample observations of a system. Third, we describe an approach to detect anomalies based on a learned PDTTA. An empirical evaluation in a practical application, namely ATM fraud detection, shows promising results. High-dimensional problem domains pose significant challenges for anomaly detection. The presence of irrelevant features can conceal the presence of anomalies. This problem, known as the 'curse of dimensionality', is an obstacle for many anomaly detection techniques. Building a robust anomaly detection model for use in high-dimensional spaces requires the combination of an unsupervised feature extractor and an anomaly detector. While one-class support vector machines are effective at producing decision surfaces from well-behaved feature vectors, they can be inefficient at modelling the variation in large, high-dimensional datasets. Architectures such as deep belief networks (DBNs) are a promising technique for learning robust features. We present a hybrid model where an unsupervised DBN is trained to extract generic underlying features, and a one-class SVM is trained from the features learned by the DBN. Since a linear kernel can be substituted for nonlinear ones in our hybrid model without loss of accuracy, our model is scalable and computationally efficient. The experimental results show that our proposed model yields comparable anomaly detection performance with a deep autoencoder, while reducing its training and testing time by a factor of 3 and 1000, respectively. HighlightsWe use a combination of a one-class SVM and deep learning.In our model linear kernels can be used rather than nonlinear ones.Our model delivers a comparable accuracy with a deep autoencoder.Our model executes 3times faster in training and 1000 faster than a deep autoencoder. Object detection typically assumes that training and test data are drawn from an identical distribution, which, however, does not always hold in practice. Such a distribution mismatch will lead to a significant performance drop. In this work, we aim to improve the cross-domain robustness of object detection. We tackle the domain shift on two levels: 1) the image-level shift, such as image style, illumination, etc, and 2) the instance-level shift, such as object appearance, size, etc. We build our approach based on the recent state-of-the-art Faster R-CNN model, and design two domain adaptation components, on image level and instance level, to reduce the domain discrepancy. The two domain adaptation components are based on H-divergence theory, and are implemented by learning a domain classifier in adversarial training manner. The domain classifiers on different levels are further reinforced with a consistency regularization to learn a domain-invariant region proposal network (RPN) in the Faster R-CNN model. We evaluate our newly proposed approach using multiple datasets including Cityscapes, KITTI, SIM10K, etc. The results demonstrate the effectiveness of our proposed approach for robust object detection in various domain shift scenarios.