Time series analysis is a key technology for medical diagnosis,weather forecasting and financial prediction systems.However,missing data frequently occur during data recording,posing a great challenge to data mining t...Time series analysis is a key technology for medical diagnosis,weather forecasting and financial prediction systems.However,missing data frequently occur during data recording,posing a great challenge to data mining tasks.In this study,we propose a novel time series data representation-based denoising autoencoder(DAE)for the reconstruction of missing values.Two data representation methods,namely,recurrence plot(RP)and Gramian angular field(GAF),are used to transform the raw time series to a 2D matrix for establishing the temporal correlations between different time intervals and extracting the structural patterns from the time series.Then an improved DAE is proposed to reconstruct the missing values from the 2D representation of time series.A comprehensive comparison is conducted amongst the different representations on standard datasets.Results show that the 2D representations have a lower reconstruction error than the raw time series,and the RP representation provides the best outcome.This work provides useful insights into the better reconstruction of missing values in time series analysis to considerably improve the reliability of timevarying system.展开更多
时间序列异常检测是工业界中一个重要的研究领域。当前的时间序列异常检测方法侧重于面向完整的时间序列数据进行异常检测,而没有考虑到包含工业场景中网络异常、传感器损坏等所导致的缺失值的时间序列异常检测任务。文中针对工业场景...时间序列异常检测是工业界中一个重要的研究领域。当前的时间序列异常检测方法侧重于面向完整的时间序列数据进行异常检测,而没有考虑到包含工业场景中网络异常、传感器损坏等所导致的缺失值的时间序列异常检测任务。文中针对工业场景中更加常见的含缺失值的时间序列异常检测任务,提出了一种基于注意力重新表征的时间序列异常检测算法MMAD(Missing Multivariate Time Series Anomaly Detection)。具体来说,MMAD首先将包含缺失值的时间序列数据通过时间位置编码对时间序列中不同时间戳的空间关联进行建模,然后通过掩码注意力表征模块学习不同时间戳之间数据的关联关系并将其表征为一个高维的嵌入式编码矩阵,从而将包含缺失值的多元时间序列表示为不含缺失值的高维表征,最后引入条件标准化流对该表征进行重建,以重建概率作为异常评分,重建概率越小代表样本越异常。在3个经典时间序列数据集上进行实验,结果表明,相比其他基线方法,MMAD性能平均提升了11%,验证了MMAD在缺失值场景下进行多元时间序列异常检测的有效性。展开更多
文摘Time series analysis is a key technology for medical diagnosis,weather forecasting and financial prediction systems.However,missing data frequently occur during data recording,posing a great challenge to data mining tasks.In this study,we propose a novel time series data representation-based denoising autoencoder(DAE)for the reconstruction of missing values.Two data representation methods,namely,recurrence plot(RP)and Gramian angular field(GAF),are used to transform the raw time series to a 2D matrix for establishing the temporal correlations between different time intervals and extracting the structural patterns from the time series.Then an improved DAE is proposed to reconstruct the missing values from the 2D representation of time series.A comprehensive comparison is conducted amongst the different representations on standard datasets.Results show that the 2D representations have a lower reconstruction error than the raw time series,and the RP representation provides the best outcome.This work provides useful insights into the better reconstruction of missing values in time series analysis to considerably improve the reliability of timevarying system.
文摘时间序列异常检测是工业界中一个重要的研究领域。当前的时间序列异常检测方法侧重于面向完整的时间序列数据进行异常检测,而没有考虑到包含工业场景中网络异常、传感器损坏等所导致的缺失值的时间序列异常检测任务。文中针对工业场景中更加常见的含缺失值的时间序列异常检测任务,提出了一种基于注意力重新表征的时间序列异常检测算法MMAD(Missing Multivariate Time Series Anomaly Detection)。具体来说,MMAD首先将包含缺失值的时间序列数据通过时间位置编码对时间序列中不同时间戳的空间关联进行建模,然后通过掩码注意力表征模块学习不同时间戳之间数据的关联关系并将其表征为一个高维的嵌入式编码矩阵,从而将包含缺失值的多元时间序列表示为不含缺失值的高维表征,最后引入条件标准化流对该表征进行重建,以重建概率作为异常评分,重建概率越小代表样本越异常。在3个经典时间序列数据集上进行实验,结果表明,相比其他基线方法,MMAD性能平均提升了11%,验证了MMAD在缺失值场景下进行多元时间序列异常检测的有效性。
