• Title/Summary/Keyword: Multivariate time series data anomaly detection

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A Survey on Unsupervised Anomaly Detection for Multivariate Time Series (다변량 시계열 이상 탐지 과업에서 비지도 학습 모델의 성능 비교)

  • Juwan Lim;Jaekoo Lee
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.33 no.1
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    • pp.1-12
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    • 2023
  • It is very time-intensive to obtain data with labels on anomaly detection tasks for multivariate time series. Therefore, several studies have been conducted on unsupervised learning that does not require any labels. However, a well-done integrative survey has not been conducted on in-depth discussion of learning architecture and property for multivariate time series anomaly detection. This study aims to explore the characteristic of well-known architectures in anomaly detection of multivariate time series. Additionally, architecture was categorized by using top-down and bottom-up approaches. In order toconsider real-world anomaly detection situation, we trained models with dataset such as power grids or Cyber Physical Systems that contains realistic anomalies. From experimental results, we compared and analyzed the comprehensive performance of each architecture. Quantitative performance were measured using precision, recall, and F1 scores.

Anomaly Detection In Real Power Plant Vibration Data by MSCRED Base Model Improved By Subset Sampling Validation (Subset 샘플링 검증 기법을 활용한 MSCRED 모델 기반 발전소 진동 데이터의 이상 진단)

  • Hong, Su-Woong;Kwon, Jang-Woo
    • Journal of Convergence for Information Technology
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    • v.12 no.1
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    • pp.31-38
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    • 2022
  • This paper applies an expert independent unsupervised neural network learning-based multivariate time series data analysis model, MSCRED(Multi-Scale Convolutional Recurrent Encoder-Decoder), and to overcome the limitation, because the MCRED is based on Auto-encoder model, that train data must not to be contaminated, by using learning data sampling technique, called Subset Sampling Validation. By using the vibration data of power plant equipment that has been labeled, the classification performance of MSCRED is evaluated with the Anomaly Score in many cases, 1) the abnormal data is mixed with the training data 2) when the abnormal data is removed from the training data in case 1. Through this, this paper presents an expert-independent anomaly diagnosis framework that is strong against error data, and presents a concise and accurate solution in various fields of multivariate time series data.

Pattern Extraction of Manufacturing Time Series Data Using Matrix Profile (매트릭스 프로파일을 이용한 제조 시계열 데이터 패턴 추출)

  • Kim, Tae-hyun;Jin, Kyo-hong
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2022.10a
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    • pp.210-212
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    • 2022
  • In the manufacturing industry, various sensors are attached to monitor the status of production facility. In many cases, the data obtained through these sensors is time series data. In order to determine whether the status of the production facility is abnormal, the process of extracting patterns from time series data must be preceded. Also various methods for extracting patterns from time series data are studied. In this paper, we use matrix profile algorithm to extract patterns from the collected multivariate time series data. Through this, the pattern of multi sensor data currently being collected from the CNC machine is extracted.

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Data abnormal detection using bidirectional long-short neural network combined with artificial experience

  • Yang, Kang;Jiang, Huachen;Ding, Youliang;Wang, Manya;Wan, Chunfeng
    • Smart Structures and Systems
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    • v.29 no.1
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    • pp.117-127
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    • 2022
  • Data anomalies seriously threaten the reliability of the bridge structural health monitoring system and may trigger system misjudgment. To overcome the above problem, an efficient and accurate data anomaly detection method is desiderated. Traditional anomaly detection methods extract various abnormal features as the key indicators to identify data anomalies. Then set thresholds artificially for various features to identify specific anomalies, which is the artificial experience method. However, limited by the poor generalization ability among sensors, this method often leads to high labor costs. Another approach to anomaly detection is a data-driven approach based on machine learning methods. Among these, the bidirectional long-short memory neural network (BiLSTM), as an effective classification method, excels at finding complex relationships in multivariate time series data. However, training unprocessed original signals often leads to low computation efficiency and poor convergence, for lacking appropriate feature selection. Therefore, this article combines the advantages of the two methods by proposing a deep learning method with manual experience statistical features fed into it. Experimental comparative studies illustrate that the BiLSTM model with appropriate feature input has an accuracy rate of over 87-94%. Meanwhile, this paper provides basic principles of data cleaning and discusses the typical features of various anomalies. Furthermore, the optimization strategies of the feature space selection based on artificial experience are also highlighted.

Anomaly Detection System in Mechanical Facility Equipment: Using Long Short-Term Memory Variational Autoencoder (LSTM-VAE를 활용한 기계시설물 장치의 이상 탐지 시스템)

  • Seo, Jaehong;Park, Junsung;Yoo, Joonwoo;Park, Heejun
    • Journal of Korean Society for Quality Management
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    • v.49 no.4
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    • pp.581-594
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    • 2021
  • Purpose: The purpose of this study is to compare machine learning models for anomaly detection of mechanical facility equipment and suggest an anomaly detection system for mechanical facility equipment in subway stations. It helps to predict failures and plan the maintenance of facility. Ultimately it aims to improve the quality of facility equipment. Methods: The data collected from Daejeon Metropolitan Rapid Transit Corporation was used in this experiment. The experiment was performed using Python, Scikit-learn, tensorflow 2.0 for preprocessing and machine learning. Also it was conducted in two failure states of the equipment. We compared and analyzed five unsupervised machine learning models focused on model Long Short-Term Memory Variational Autoencoder(LSTM-VAE). Results: In both experiments, change in vibration and current data was observed when there is a defect. When the rotating body failure was happened, the magnitude of vibration has increased but current has decreased. In situation of axis alignment failure, both of vibration and current have increased. In addition, model LSTM-VAE showed superior accuracy than the other four base-line models. Conclusion: According to the results, model LSTM-VAE showed outstanding performance with more than 97% of accuracy in the experiments. Thus, the quality of mechanical facility equipment will be improved if the proposed anomaly detection system is established with this model used.