SARAD: Spatial Association-Aware Anomaly Detection and Diagnosis for Multivariate Time Series

Zhihao Dai, Ligang He, Shuanghua Yang, Matthew Leeke

Keywords: multivariate time series, anomaly detection, anomaly diagnosis, spatial associations

TL;DR: An approach that leverages spatial information to improve the detection and diagnosis of time series anomalies.

Abstract: Anomaly detection in time series data is fundamental to the design, deployment, and evaluation of industrial control systems. Temporal modeling has been the natural focus of anomaly detection approaches for time series data. However, the focus on temporal modeling can obscure or dilute the spatial information that can be used to capture complex interactions in multivariate time series. In this paper, we propose SARAD, an approach that leverages spatial information beyond data autoencoding errors to improve the detection and diagnosis of anomalies. SARAD trains a Transformer to learn the spatial associations, the pairwise inter-feature relationships which ubiquitously characterize such feedback-controlled systems. As new associations form and old ones dissolve, SARAD applies subseries division to capture their changes over time. Anomalies exhibit association descending patterns, a key phenomenon we exclusively observe and attribute to the disruptive nature of anomalies detaching anomalous features from others. To exploit the phenomenon and yet dismiss non-anomalous descent, SARAD performs anomaly detection via autoencoding in the association space. We present experimental results to demonstrate that SARAD achieves state-of-the-art performance, providing robust anomaly detection and a nuanced understanding of anomalous events.

Primary Area: Machine learning for other sciences and fields

Flagged For Ethics Review: true

Submission Number: 19129