Unsupervised Anomaly Detection in Multivariate Spatio-Temporal Data Using Deep Learning: Early Detection of COVID-19 Outbreak in Italy

Multivariate time-series data with a contextual spatial attribute have extensive use for finding anomalous patterns in a wide variety of application domains such as earth science, hurricane tracking, fraud, and disease outbreak detection. In most settings, spatial context is often expressed in terms of ZIP code or region coordinates such as latitude and longitude. However, traditional anomaly detection techniques cannot handle more than one contextual attribute in a unified way. In this paper, a new hybrid approach based on deep learning is proposed to solve the anomaly detection problem in multivariate spatio-temporal dataset. It works under the assumption that no prior knowledge about the dataset and anomalies are available. The architecture of the proposed hybrid framework is based on an autoencoder scheme, and it is more efficient in extracting features from the spatio-temporal multivariate datasets compared to the traditional spatio-temporal anomaly detection techniques. We conducted extensive experiments using buoy data of 2005 from National Data Buoy Center and Hurricane Katrina as ground truth. Experiments demonstrate that the proposed model achieves more than 10% improvement in accuracy over the methods used in the comparison where our model jointly processes the spatial and temporal dimensions of the contextual data to extract features for anomaly detection.

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FuseAD: Unsupervised Anomaly Detection in Streaming Sensors Data by Fusing Statistical and Deep Learning Models

Sensors ◽

10.3390/s19112451 ◽

2019 ◽

Vol 19 (11) ◽

pp. 2451 ◽

Cited By ~ 13

Author(s):

Mohsin Munir ◽

Shoaib Ahmed Siddiqui ◽

Muhammad Ali Chattha ◽

Andreas Dengel ◽

Sheraz Ahmed

Keyword(s):

Deep Learning ◽

Anomaly Detection ◽

Internal State ◽

Arima Model ◽

Streaming Data ◽

Detection Technique ◽

Detection Methods ◽

Smart Devices ◽

Detection Techniques ◽

Unsupervised Anomaly Detection

The need for robust unsupervised anomaly detection in streaming data is increasing rapidly in the current era of smart devices, where enormous data are gathered from numerous sensors. These sensors record the internal state of a machine, the external environment, and the interaction of machines with other machines and humans. It is of prime importance to leverage this information in order to minimize downtime of machines, or even avoid downtime completely by constant monitoring. Since each device generates a different type of streaming data, it is normally the case that a specific kind of anomaly detection technique performs better than the others depending on the data type. For some types of data and use-cases, statistical anomaly detection techniques work better, whereas for others, deep learning-based techniques are preferred. In this paper, we present a novel anomaly detection technique, FuseAD, which takes advantage of both statistical and deep-learning-based approaches by fusing them together in a residual fashion. The obtained results show an increase in area under the curve (AUC) as compared to state-of-the-art anomaly detection methods when FuseAD is tested on a publicly available dataset (Yahoo Webscope benchmark). The obtained results advocate that this fusion-based technique can obtain the best of both worlds by combining their strengths and complementing their weaknesses. We also perform an ablation study to quantify the contribution of the individual components in FuseAD, i.e., the statistical ARIMA model as well as the deep-learning-based convolutional neural network (CNN) model.

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