Title
DeepAD: A Generic Framework Based on Deep Learning for Time Series Anomaly Detection.
Abstract
This paper presents a generic anomaly detection approach for time-series data. Existing anomaly detection approaches have several drawbacks such as a large number of false positives, parameters tuning difficulties, the need for a labeled dataset for training, use-case restrictions, or difficulty of use. We propose DeepAD, an anomaly detection framework that leverages a plethora of time-series forecasting models in order to detect anomalies more accurately, irrespective of the underlying complex patterns to be learnt. Our solution does not rely on the labels of the anomalous class for training the model, nor for optimizing the threshold based on highest detection given the labels in the training data. We compare our framework against EGADS framework on real and synthetic data with varying time-series characteristics. Results show significant improvements on average of 25% and up to 40-50% in F-1-score, precision, and recall on the Yahoo Webscope Benchmark.
Year
DOI
Venue
2018
10.1007/978-3-319-93034-3_46
ADVANCES IN KNOWLEDGE DISCOVERY AND DATA MINING, PAKDD 2018, PT I
Field
DocType
Volume
Training set,Data mining,Anomaly detection,Computer science,Synthetic data,Artificial intelligence,Deep learning,Recall,Machine learning,False positive paradox
Conference
10937
ISSN
Citations 
PageRank 
0302-9743
5
0.55
References 
Authors
7
3
Name
Order
Citations
PageRank
Teodora Sandra Buda1267.50
Bora Caglayan211512.28
Haytham Assem3216.00