• Title/Summary/Keyword: Time-series Anomaly Detection

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Anomaly Detection of Big Time Series Data Using Machine Learning (머신러닝 기법을 활용한 대용량 시계열 데이터 이상 시점탐지 방법론 : 발전기 부품신호 사례 중심)

  • Kwon, Sehyug
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.2
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    • pp.33-38
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    • 2020
  • Anomaly detection of Machine Learning such as PCA anomaly detection and CNN image classification has been focused on cross-sectional data. In this paper, two approaches has been suggested to apply ML techniques for identifying the failure time of big time series data. PCA anomaly detection to identify time rows as normal or abnormal was suggested by converting subjects identification problem to time domain. CNN image classification was suggested to identify the failure time by re-structuring of time series data, which computed the correlation matrix of one minute data and converted to tiff image format. Also, LASSO, one of feature selection methods, was applied to select the most affecting variables which could identify the failure status. For the empirical study, time series data was collected in seconds from a power generator of 214 components for 25 minutes including 20 minutes before the failure time. The failure time was predicted and detected 9 minutes 17 seconds before the failure time by PCA anomaly detection, but was not detected by the combination of LASSO and PCA because the target variable was binary variable which was assigned on the base of the failure time. CNN image classification with the train data of 10 normal status image and 5 failure status images detected just one minute before.

A Pre-processing Process Using TadGAN-based Time-series Anomaly Detection (TadGAN 기반 시계열 이상 탐지를 활용한 전처리 프로세스 연구)

  • Lee, Seung Hoon;Kim, Yong Soo
    • Journal of Korean Society for Quality Management
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    • v.50 no.3
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    • pp.459-471
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    • 2022
  • Purpose: The purpose of this study was to increase prediction accuracy for an anomaly interval identified using an artificial intelligence-based time series anomaly detection technique by establishing a pre-processing process. Methods: Significant variables were extracted by applying feature selection techniques, and anomalies were derived using the TadGAN time series anomaly detection algorithm. After applying machine learning and deep learning methodologies using normal section data (excluding anomaly sections), the explanatory power of the anomaly sections was demonstrated through performance comparison. Results: The results of the machine learning methodology, the performance was the best when SHAP and TadGAN were applied, and the results in the deep learning, the performance was excellent when Chi-square Test and TadGAN were applied. Comparing each performance with the papers applied with a Conventional methodology using the same data, it can be seen that the performance of the MLR was significantly improved to 15%, Random Forest to 24%, XGBoost to 30%, Lasso Regression to 73%, LSTM to 17% and GRU to 19%. Conclusion: Based on the proposed process, when detecting unsupervised learning anomalies of data that are not actually labeled in various fields such as cyber security, financial sector, behavior pattern field, SNS. It is expected to prove the accuracy and explanation of the anomaly detection section and improve the performance of the model.

Irregularly-Sampled Time Series Correction Method for Anomaly Detection in Manufacturing Facility (생산 설비의 이상탐지를 위한 불규칙 샘플링 시계열 데이터 보정 기법)

  • Shin, Kang-hyeon;Jin, Kyo-hong
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2021.10a
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    • pp.85-88
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    • 2021
  • There are many irregularly-sampled time series in the manufacturing data which are collected from manufacturing facilities by short intervals. Those time series often have large variance. In this paper, we propose irregularly-sampled time series correction method based on simple moving average. This method corrects time intervals between neighboring values in time series regularly and reduces the variance of the values at the same time. We examine that this method improves performance of anomaly detection in manufacturing facility.

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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.

An Anomaly Detection Algorithm for Cathode Voltage of Aluminum Electrolytic Cell

  • Cao, Danyang;Ma, Yanhong;Duan, Lina
    • Journal of Information Processing Systems
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    • v.15 no.6
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    • pp.1392-1405
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    • 2019
  • The cathode voltage of aluminum electrolytic cell is relatively stable under normal conditions and fluctuates greatly when it has an anomaly. In order to detect the abnormal range of cathode voltage, an anomaly detection algorithm based on sliding window was proposed. The algorithm combines the time series segmentation linear representation method and the k-nearest neighbor local anomaly detection algorithm, which is more efficient than the direct detection of the original sequence. The algorithm first segments the cathode voltage time series, then calculates the length, the slope, and the mean of each line segment pattern, and maps them into a set of spatial objects. And then the local anomaly detection algorithm is used to detect abnormal patterns according to the local anomaly factor and the pattern length. The experimental results showed that the algorithm can effectively detect the abnormal range of cathode voltage.

A Study on Traffic Anomaly Detection Scheme Based Time Series Model (시계열 모델 기반 트래픽 이상 징후 탐지 기법에 관한 연구)

  • Cho, Kang-Hong;Lee, Do-Hoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.5B
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    • pp.304-309
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    • 2008
  • This paper propose the traffic anomaly detection scheme based time series model. We apply ARIMA prediction model to this scheme and transform the value of the abnormal symptom into the probability value to maximize the traffic anomaly symptom detection. For this, we have evaluated the abnormal detection performance for the proposed model using total traffic and web traffic included the attack traffic. We will expect to have an great effect if this scheme is included in some network based intrusion detection system.

MLOps workflow language and platform for time series data anomaly detection

  • Sohn, Jung-Mo;Kim, Su-Min
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.19-27
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    • 2022
  • In this study, we propose a language and platform to describe and manage the MLOps(Machine Learning Operations) workflow for time series data anomaly detection. Time series data is collected in many fields, such as IoT sensors, system performance indicators, and user access. In addition, it is used in many applications such as system monitoring and anomaly detection. In order to perform prediction and anomaly detection of time series data, the MLOps platform that can quickly and flexibly apply the analyzed model to the production environment is required. Thus, we developed Python-based AI/ML Modeling Language (AMML) to easily configure and execute MLOps workflows. Python is widely used in data analysis. The proposed MLOps platform can extract and preprocess time series data from various data sources (R-DB, NoSql DB, Log File, etc.) using AMML and predict it through a deep learning model. To verify the applicability of AMML, the workflow for generating a transformer oil temperature prediction deep learning model was configured with AMML and it was confirmed that the training was performed normally.

CutPaste-Based Anomaly Detection Model using Multi Scale Feature Extraction in Time Series Streaming Data

  • Jeon, Byeong-Uk;Chung, Kyungyong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.8
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    • pp.2787-2800
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    • 2022
  • The aging society increases emergency situations of the elderly living alone and a variety of social crimes. In order to prevent them, techniques to detect emergency situations through voice are actively researched. This study proposes CutPaste-based anomaly detection model using multi-scale feature extraction in time series streaming data. In the proposed method, an audio file is converted into a spectrogram. In this way, it is possible to use an algorithm for image data, such as CNN. After that, mutli-scale feature extraction is applied. Three images drawn from Adaptive Pooling layer that has different-sized kernels are merged. In consideration of various types of anomaly, including point anomaly, contextual anomaly, and collective anomaly, the limitations of a conventional anomaly model are improved. Finally, CutPaste-based anomaly detection is conducted. Since the model is trained through self-supervised learning, it is possible to detect a diversity of emergency situations as anomaly without labeling. Therefore, the proposed model overcomes the limitations of a conventional model that classifies only labelled emergency situations. Also, the proposed model is evaluated to have better performance than a conventional anomaly detection model.

Efficient Time-Series Similarity Measurement and Ranking Based on Anomaly Detection (이상탐지 기반의 효율적인 시계열 유사도 측정 및 순위화)

  • Ji-Hyun Choi;Hyun Ahn
    • Journal of Internet Computing and Services
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    • v.25 no.2
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    • pp.39-47
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    • 2024
  • Time series analysis is widely employed by many organizations to solve business problems, as it extracts various information and insights from chronologically ordered data. Among its applications, measuring time series similarity is a step to identify time series with similar patterns, which is very important in time series analysis applications such as time series search and clustering. In this study, we propose an efficient method for measuring time series similarity that focuses on anomalies rather than the entire series. In this regard, we validate the proposed method by measuring and analyzing the rank correlation between the similarity measure for the set of subsets extracted by anomaly detection and the similarity measure for the whole time series. Experimental results, especially with stock time series data and an anomaly proportion of 10%, demonstrate a Spearman's rank correlation coefficient of up to 0.9. In conclusion, the proposed method can significantly reduce computation cost of measuring time series similarity, while providing reliable time series search and clustering results.

Efficient Anomaly Detection Through Confidence Interval Estimation Based on Time Series Analysis

  • Kim, Yeong-Ju;Jeong, Min-A
    • International journal of advanced smart convergence
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    • v.4 no.2
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    • pp.46-53
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    • 2015
  • This paper suggests a method of real time confidence interval estimation to detect abnormal states of sensor data. For real time confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, were compared, and the moving average method with less errors was applied. When the sensor data passes the bounds of the confidence interval estimation, the administrator is notified through alarms. As the suggested method is for real time anomaly detection in a ship, an Android terminal was adopted for better communication between the wireless sensor network and users. For safe navigation, an administrator can make decisions promptly and accurately upon emergency situation in a ship by referring to the anomaly detection information through real time confidence interval estimation.