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. This paper addresses an application of anomaly detection from subsequences of time series (STS) to autonomous robots’ behaviors. An important aspect of mining sequential data is selecting the temporal parameters, such as the subsequence length and the degree of smoothing. For example in the task at hand, the patterns of the robot’s velocity, which is one of its fundamental features, vary significantly subject to the interval for measuring the displacement. Selecting the time scale and resolution is difficult in unsupervised settings, and is often more critical than the choice of the method. In this paper, we propose an ensemble framework for aggregating anomaly detection from different perspectives, i.e., settings of user-defined, temporal parameters. In the proposed framework, each behavior is labeled whether it is an anomaly in multiple settings. The set of labels are used as meta-features of the respective behaviors. Cluster analysis in a meta-feature space partitions anomalous behaviors pertained to a specific range of parameters. The framework also includes a scalable implementation of the instance-based anomaly detection. We evaluate the proposed framework by ROC analysis, in comparison to conventional ensemble methods for anomaly detection. Time series data mining has received much greater interest along with the increase in temporal data sets from different domains such as medicine, finance, multimedia, etc. Representations are important to reduce dimensionality and generate useful similarity measures. High-level representations such as Fourier transforms, wavelets, piecewise polynomial models, etc., were considered previously. Recently, autoregressive kernels were introduced to reflect the similarity of the time series. We introduce a novel approach to model the dependency structure in time series that generalizes the concept of autoregression to local autopatterns. Our approach generates a pattern-based representation along with a similarity measure called learned pattern similarity (LPS). A tree-based ensemble-learning strategy that is fast and insensitive to parameter settings is the basis for the approach. Then, a robust similarity measure based on the learned patterns is presented. This unsupervised approach to represent and measure the similarity between time series generally applies to a number of data mining tasks (e.g., clustering, anomaly detection, classification). Furthermore, an embedded learning of the representation avoids pre-defined features and an extraction step which is common in some feature-based approaches. The method generalizes in a straightforward manner to multivariate time series. The effectiveness of LPS is evaluated on time series classification problems from various domains. We compare LPS to eleven well-known similarity measures. Our experimental results show that LPS provides fast and competitive results on benchmark datasets from several domains. Furthermore, LPS provides a research direction and template approach that breaks from the linear dependency models to potentially foster other promising nonlinear approaches. Despite significant accuracy improvement in convolutional neural networks (CNN) based object detectors, they often require prohibitive runtimes to process an image for real-time applications. State-of-the-art models often use very deep networks with a large number of floating point operations. Efforts such as model compression learn compact models with fewer number of parameters, but with much reduced accuracy. In this work, we propose a new framework to learn compact and fast object detection networks with improved accuracy using knowledge distillation [20] and hint learning [34]. Although knowledge distillation has demonstrated excellent improvements for simpler classification setups, the complexity of detection poses new challenges in the form of regression, region proposals and less voluminous labels. We address this through several innovations such as a weighted cross-entropy loss to address class imbalance, a teacher bounded loss to handle the regression component and adaptation layers to better learn from intermediate teacher distributions. We conduct comprehensive empirical evaluation with different distillation configurations over multiple datasets including PASCAL, KITTI, ILSVRC and MS-COCO. Our results show consistent improvement in accuracy-speed trade-offs for modern multi-class detection models. Design of a transferable time series anomaly detection method.Novel deep neural network structure facilitates learning short and long-term pattern interdependencies.Detection of anomalies in the Seismic Electrical Signal for predicting earthquake activity.Detection of road anomalies using smartphone data, facilitating crowdsourcing applications. The quest for more efficient real-time detection of anomalies in time series data is critically important in numerous applications and systems ranging from intelligent transportation, structural health monitoring, heart disease, and earthquake prediction. Although the range of application is wide, anomaly detection algorithms are usually domain specific and build on experts knowledge. Here a new signal processing algorithm inspired by the deep learning paradigm is presented that combines wavelets, neural networks, and Hilbert transform. The algorithm performs robustly and is transferable. The proposed neural network structure facilitates learning short and long-term pattern interdependencies; a task usually hard to accomplish using standard neural network training algorithms. The paper provides guidelines for selecting the neural network's buffer size, training algorithm, and anomaly detection features. The algorithm learns the system's normal behavior and does not require the existence of anomalous data for assessing its statistical significance. This is an essential attribute in applications that require customization. Anomalies are detected by analysing hierarchically the instantaneous frequency and amplitude of the residual signal using probabilistic Receiver Operating Characteristics. The method is shown to be able to automatically detect anomalies in the Seismic Electrical Signal that could be used to predict earthquake activity. Furthermore, the method can be used in combination with crowdsourcing of smartphone data to locate road defects such as potholes and bumps for intervention and repair.