Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a time series segmentation approach based on convolutional neural networks (CNN) for anomaly detection. Moreover, we propose a transfer learning framework that pretrains a model on a large-scale synthetic univariate time series data set and then fine-tunes its weights on small-scale, univariate or multivariate data sets with previously unseen classes of anomalies. For the multivariate case, we introduce a novel network architecture. The approach was tested on multiple synthetic and real data sets successfully.
Our transfer learning work follows the success of deep transfer learning in image and natural language processing. The design of synthetic pre-training data was in part inspired by @cite_18 . Our fine-tuning strategies incorporated some techniques presented in the Fast.AI courses https: www.fast.ai .
@cite_18
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In human learning, it is common to use multiple sources of information jointly. However, most existing feature learning approaches learn from only a single task. In this paper, we propose a novel multi-task deep network to learn generalizable high-level visual representations. Since multitask learning requires annotations for multiple properties of the same training instance, we look to synthetic images to train our network. To overcome the domain difference between real and synthetic data, we employ an unsupervised feature space domain adaptation method based on adversarial learning. Given an input synthetic RGB image, our network simultaneously predicts its surface normal, depth, and instance contour, while also minimizing the feature space domain differences between real and synthetic data. Through extensive experiments, we demonstrate that our network learns more transferable representations compared to single-task baselines. Our learned representation produces state-of-the-art transfer learning results on PASCAL VOC 2007 classification and 2012 detection.