Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection
Mengmeng Zhao, Haipeng Peng, Lixiang Li, Yeqing Ren
Abstract
Time series anomaly detection is very important to ensure the security of industrial control systems (ICSs). Many algorithms have performed well in anomaly detection. However, the performance of most of these algorithms decreases sharply with the increase in feature dimension. This paper proposes an anomaly detection scheme based on Graph Attention Network (GAT) and Informer. GAT learns sequential characteristics effectively, and Informer performs excellently in long time series prediction. In addition, long-time forecasting loss and short-time forecasting loss are used to detect multivariate time series anomalies. Short-time forecasting is used to predict the next time value, and long-time forecasting is employed to assist the short-time prediction. We conduct a large number of experiments on industrial control system datasets SWaT and WADI. Compared with most advanced methods, we achieve competitive results, especially on higher-dimensional datasets. Moreover, the proposed method can accurately locate anomalies and realize interpretability.