Developing an Unsupervised Real-Time Anomaly Detection Scheme for Time Series With Multi-Seasonality Article Swipe
YOU?
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· 2020
· Open Access
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· DOI: https://doi.org/10.1109/tkde.2020.3035685
On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources and the variety of demands make this task more challenging than ever. Firstly, the rapid increase in unlabeled data means supervised learning is becoming less suitable in many cases. Secondly, a large portion of time series data have complex seasonality features. Thirdly, on-line anomaly detection needs to be fast and reliable. In light of this, we have developed a prediction-driven, unsupervised anomaly detection scheme, which adopts a backbone model combining the decomposition and the inference of time series data. Further, we propose a novel metric, Local Trend Inconsistency (LTI), and an efficient detection algorithm that computes LTI in a real-time manner and scores each data point robustly in terms of its probability of being anomalous. We have conducted extensive experimentation to evaluate our algorithm with several datasets from both public repositories and production environments. The experimental results show that our scheme outperforms existing representative anomaly detection algorithms in terms of the commonly used metric, Area Under Curve (AUC), while achieving the desired efficiency. \n
Related Topics
- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.1109/tkde.2020.3035685
- OA Status
- green
- Cited By
- 62
- References
- 66
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W3095970110
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W3095970110Canonical identifier for this work in OpenAlex
- DOI
-
https://doi.org/10.1109/tkde.2020.3035685Digital Object Identifier
- Title
-
Developing an Unsupervised Real-Time Anomaly Detection Scheme for Time Series With Multi-SeasonalityWork title
- Type
-
articleOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2020Year of publication
- Publication date
-
2020-11-03Full publication date if available
- Authors
-
Wentai Wu, Ligang He, Weiwei Lin, Yi Su, Yuhua Cui, Carsten Maple, Stephen A. JarvisList of authors in order
- Landing page
-
https://doi.org/10.1109/tkde.2020.3035685Publisher landing page
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://arxiv.org/pdf/1908.01146Direct OA link when available
- Concepts
-
Computer science, Time series, Anomaly detection, Series (stratigraphy), Seasonality, Scheme (mathematics), Anomaly (physics), Data mining, Artificial intelligence, Machine learning, Mathematics, Biology, Condensed matter physics, Physics, Paleontology, Mathematical analysisTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
62Total citation count in OpenAlex
- Citations by year (recent)
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2025: 15, 2024: 19, 2023: 12, 2022: 8, 2021: 8Per-year citation counts (last 5 years)
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66Number of works referenced by this work
- Related works (count)
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10Other works algorithmically related by OpenAlex
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