论文标题
时间序列数据集的生成异常检测
Generative Anomaly Detection for Time Series Datasets
论文作者
论文摘要
在智能交通系统中,交通拥堵异常检测至关重要。运输机构的目标有两个方面:监视感兴趣领域的一般交通状况,并在异常拥堵状态下找到道路细分市场。建模拥塞模式可以实现这些目标,以实现全市道路的目标,相当于学习多元时间序列(MTS)的分布。但是,现有作品要么无法扩展,要么无法同时捕获MTS中的时空信息。为此,我们提出了一个由数据驱动的生成方法组成的原则性和全面的框架,该方法可以执行可拖动的密度估计来检测流量异常。我们的方法在特征空间中的第一群段段,然后使用条件归一化流以在无监督的设置下在群集级别识别异常的时间快照。然后,我们通过在异常群集上使用内核密度估计器来识别段级别的异常情况。关于合成数据集的广泛实验表明,我们的方法在召回和F1分数方面显着优于几种最新的拥塞异常检测和诊断方法。我们还使用生成模型来采样标记的数据,该数据可以在监督的环境中训练分类器,从而减轻缺乏在稀疏设置中检测标记的数据的缺乏标记的数据。
Traffic congestion anomaly detection is of paramount importance in intelligent traffic systems. The goals of transportation agencies are two-fold: to monitor the general traffic conditions in the area of interest and to locate road segments under abnormal congestion states. Modeling congestion patterns can achieve these goals for citywide roadways, which amounts to learning the distribution of multivariate time series (MTS). However, existing works are either not scalable or unable to capture the spatial-temporal information in MTS simultaneously. To this end, we propose a principled and comprehensive framework consisting of a data-driven generative approach that can perform tractable density estimation for detecting traffic anomalies. Our approach first clusters segments in the feature space and then uses conditional normalizing flow to identify anomalous temporal snapshots at the cluster level in an unsupervised setting. Then, we identify anomalies at the segment level by using a kernel density estimator on the anomalous cluster. Extensive experiments on synthetic datasets show that our approach significantly outperforms several state-of-the-art congestion anomaly detection and diagnosis methods in terms of Recall and F1-Score. We also use the generative model to sample labeled data, which can train classifiers in a supervised setting, alleviating the lack of labeled data for anomaly detection in sparse settings.