Title
Outlier Detection for Multidimensional Time Series Using Deep Neural Networks
Abstract
Due to the continued digitization of industrial and societal processes, including the deployment of networked sensors, we are witnessing a rapid proliferation of time-ordered observations, known as time series. For example, the behavior of drivers can be captured by GPS or accelerometer as a time series of speeds, directions, and accelerations. We propose a framework for outlier detection in time series that, for example, can be used for identifying dangerous driving behavior and hazardous road locations. Specifically, we first propose a method that generates statistical features to enrich the feature space of raw time series. Next, we utilize an autoencoder to reconstruct the enriched time series. The autoencoder performs dimensionality reduction to capture, using a small feature space, the most representative features of the enriched time series. As a result, the reconstructed time series only capture representative features, whereas outliers often have non-representative features. Therefore, deviations of the enriched time series from the reconstructed time series can be taken as indicators of outliers. We propose and study autoencoders based on convolutional neural networks and long-short term memory neural networks. In addition, we show that embedding of contextual information into the framework has the potential to further improve the accuracy of identifying outliers. We report on empirical studies with multiple time series data sets, which offers insight into the design properties of the proposed framework, indicating that it is effective at detecting outliers.
Year
DOI
Venue
2018
10.1109/MDM.2018.00029
2018 19th IEEE International Conference on Mobile Data Management (MDM)
Keywords
Field
DocType
Time Series,Deep Neural Networks,Outlier Detection
Anomaly detection,Time series,Feature vector,Dimensionality reduction,Autoencoder,Pattern recognition,Computer science,Convolutional neural network,Outlier,Artificial intelligence,Artificial neural network,Distributed computing
Conference
ISBN
Citations 
PageRank 
978-1-5386-4134-7
7
0.48
References 
Authors
30
3
Name
Order
Citations
PageRank
Tung Kieu1263.25
Bin Yang270634.93
Christian S. Jensen3106511129.45