DCT-GAN: Dilated Convolutional Transformer-Based GAN for Time Series Anomaly Detection
Yifan Li, Xiaoyan Peng, Jia Zhang, Zhiyong Li, Ming Wen
Abstract
Time series anomaly detection (TSAD) is an essential problem faced in several fields, e.g., fault detection, fraud detection, and intrusion detection, etc. Although TSAD is a crucial problem in anomaly detection, few solutions in anomaly detection are suitable for it at present. Recently, some researchers use GAN-based methods such as TAnoGAN and TadGAN to solve TSAD problem. However, problems such as model collapse, low generalization capability and poor accuracy still exist. In this article, we proposed a Dilated Convolutional Transformer-based GAN (DCT-GAN) to enhance accuracy and improve generalization capability of the model. Specifically, DCT-GAN utilize several generators and a single discriminator to alleviate the mode collapse problem. Each generator consists of a dilated convolutional neural network and a Transformer block to obtain fine-grained and coarse-grained information of the time series, which is a useful component to improve generalization capability. We also use weight-based mechanism to balance these generators. Experiments verify the effectiveness of our method and each part of DCT-GAN.