A Novel Deep Learning Approach for Anomaly Detection of Time Series Data
Zhiwei Ji, Jiaheng Gong, Jiarui Feng
Abstract
Anomalies in time series, also called “discord,” are the abnormal subsequences. The occurrence of anomalies in time series may indicate that some faults or disease will occur soon. Therefore, development of novel computational approaches for anomaly detection (discord search) in time series is of great significance for state monitoring and early warning of real-time system. Previous studies show that many algorithms were successfully developed and were used for anomaly classification, e.g., health monitoring, traffic detection, and intrusion detection. However, the anomaly detection of time series was not well studied. In this paper, we proposed a long short-term memory- (LSTM-) based anomaly detection method (LSTMAD) for discord search from univariate time series data. LSTMAD learns the structural features from normal (nonanomalous) training data and then performs anomaly detection via a statistical strategy based on the prediction error for observed data. In our experimental evaluation using public ECG datasets and real-world datasets, LSTMAD detects anomalies more accurately than other existing approaches in comparison.