Contrastive Time-Series Anomaly Detection
IEEE Transactions on Knowledge and Data Engineering(2023)
摘要
In addition to its success in representation learning, contrastive learning is effective in image anomaly detection. Although contrastive learning depends significantly on data augmentation methods, time-series data augmentation for time-series anomaly detection is not investigated sufficiently. Additionally, although time-series data share a temporal context, the existing contrastive loss contrasts temporally related samples, in which deteriorated anomaly detection performance is observed on time-series data. Herein, we propose contrastive multivariate time-series anomaly detection (CTAD), a multivariate time-series anomaly detection framework that addresses these challenges by incorporating a one-class learning scheme into the contrastive loss based on meticulously designed time-series data augmentations. Specifically, we propose seven types of general time-series data augmentations to be applied variable- and point- wise, and provide guidance on data augmentation methods for contrastive time-series anomaly detection. The superiority of the one-class contrastive loss and the appropriate selection of time-series data augmentation allow CTAD to achieve outstanding performance in multiple datasets, even using a simple long short-term memory network. Furthermore, CTAD is robust to noise as it trains a noise-invariant network. This enables up to 47× faster and 20× more memory-efficient anomaly detection performance compared with existing methods while affording robustness, which are essential considerations in real-world applications.
更多查看译文
关键词
Anomaly detection,contrastive learning,multivariate time-series,one-class classification
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要