Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured by sensors leading to time-series which are inherently unpredictable. For instance, manual controls and or unmonitored environmental conditions or load may lead to inherently unpredictable time-series. Detecting anomalies in such scenarios becomes challenging using standard approaches based on mathematical models that rely on stationarity, or prediction models that utilize prediction errors to detect anomalies. We propose a Long Short Term Memory Networks based Encoder-Decoder scheme for Anomaly Detection (EncDec-AD) that learns to reconstruct 'normal' time-series behavior, and thereafter uses reconstruction error to detect anomalies. We experiment with three publicly available quasi predictable time-series datasets: power demand, space shuttle, and ECG, and two real-world engine datasets with both predictive and unpredictable behavior. We show that EncDec-AD is robust and can detect anomalies from predictable, unpredictable, periodic, aperiodic, and quasi-periodic time-series. Further, we show that EncDec-AD is able to detect anomalies from short time-series (length as small as 30) as well as long time-series (length as large as 500).
Time-series prediction models have been shown to be effective for anomaly detection by using the prediction error or a function of prediction error as a measure of the severity of anomaly @cite_8 @cite_13 @cite_17 . Recently, deep LSTMs have been used as prediction models in LSTM-AD @cite_16 @cite_18 @cite_10 where a prediction model learnt over the normal time-series using LSTM networks is used to predict future points, and likelihood of prediction error is used as a measure of anomaly. EncDec-AD learns a representation from the entire sequence which is then used to reconstruct the sequence, and is therefore different from prediction based anomaly detection models. Non-temporal reconstruction models such as denoising autoencoders for anomaly detection @cite_15 and Deep Belief Nets @cite_5 have been proposed. For time-series data, LSTM based encoder-decoder is a natural extension to such models.
@cite_18 @cite_8 @cite_10 @cite_5 @cite_15 @cite_16 @cite_13 @cite_17
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Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured by sensors leading to time-series which are inherently unpredictable. For instance, manual controls and or unmonitored environmental conditions or load may lead to inherently unpredictable time-series. Detecting anomalies in such scenarios becomes challenging using standard approaches based on mathematical models that rely on stationarity, or prediction models that utilize prediction errors to detect anomalies. We propose a Long Short Term Memory Networks based Encoder-Decoder scheme for Anomaly Detection (EncDec-AD) that learns to reconstruct 'normal' time-series behavior, and thereafter uses reconstruction error to detect anomalies. We experiment with three publicly available quasi predictable time-series datasets: power demand, space shuttle, and ECG, and two real-world engine datasets with both predictive and unpredictable behavior. We show that EncDec-AD is robust and can detect anomalies from predictable, unpredictable, periodic, aperiodic, and quasi-periodic time-series. Further, we show that EncDec-AD is able to detect anomalies from short time-series (length as small as 30) as well as long time-series (length as large as 500). Automating the detection of anomalous events within long video sequences is challenging due to the ambiguity of how such events are defined. We approach the problem by learning generative models that can identify anomalies in videos using limited supervision. We propose end-to-end trainable composite Convolutional Long Short-Term Memory (Conv-LSTM) networks that are able to predict the evolution of a video sequence from a small number of input frames. Regularity scores are derived from the reconstruction errors of a set of predictions with abnormal video sequences yielding lower regularity scores as they diverge further from the actual sequence over time. The models utilize a composite structure and examine the effects of conditioning in learning more meaningful representations. The best model is chosen based on the reconstruction and prediction accuracy. The Conv-LSTM models are evaluated both qualitatively and quantitatively, demonstrating competitive results on anomaly detection datasets. Conv-LSTM units are shown to be an effective tool for modeling and predicting video sequences. We propose a new architecture for the learning of predictive spatio-temporal motion models from data alone. Our approach, dubbed the Dropout Autoencoder LSTM (DAELSTM), is capable of synthesizing natural looking motion sequences over long-time horizons1 without catastrophic drift or motion degradation. The model consists of two components, a 3-layer recurrent neural network to model temporal aspects and a novel autoencoder that is trained to implicitly recover the spatial structure of the human skeleton via randomly removing information about joints during training. This Dropout Autoencoder (DAE) is then used to filter each predicted pose by a 3-layer LSTM network, reducing accumulation of correlated error and hence drift over time. Furthermore to alleviate insufficiency of commonly used quality metric, we propose a new evaluation protocol using action classifiers to assess the quality of synthetic motion sequences. The proposed protocol can be used to assess quality of generated sequences of arbitrary length. Finally, we evaluate our proposed method on two of the largest motion-capture datasets available and show that our model outperforms the state-of-the-art techniques on a variety of actions, including cyclic and acyclic motion, and that it can produce natural looking sequences over longer time horizons than previous methods. 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.