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Detecting Anomalies in Time-Series Data using Unsupervised Learning and Analysis on Infrequent Signatures

  • Bian, Xingchao (Department of Software, College of Computing, Sungkyunkwan University)
  • Received : 2020.11.26
  • Accepted : 2020.12.19
  • Published : 2020.12.31

Abstract

We propose a framework called Stacked Gated Recurrent Unit - Infrequent Residual Analysis (SG-IRA) that detects anomalies in time-series data that can be trained on streams of raw sensor data without any pre-labeled dataset. To enable such unsupervised learning, SG-IRA includes an estimation model that uses a stacked Gated Recurrent Unit (GRU) structure and an analysis method that detects anomalies based on the difference between the estimated value and the actual measurement (residual). SG-IRA's residual analysis method dynamically adapts the detection threshold from the population using frequency analysis, unlike the baseline model that relies on a constant threshold. In this paper, SG-IRA is evaluated using the industrial control systems (ICS) datasets. SG-IRA improves the detection performance (F1 score) by 5.9% compared to the baseline model.

Keywords

References

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