As more and more sensor data have been collected, automated detection, and diagnosis systems are urgently needed to lessen the increasing monitoring burden and reduce the risk of system faults. A plethora of researches have been done on anomaly detection, event detection, anomaly diagnosis respectively. However, none of current approaches can explore all these respects in one unified framework. In this work, a Multi-Task Learning based Encoder-Decoder (MTLED) which can simultaneously detect anomalies, diagnose anomalies, and detect events is proposed. In MTLED, feature matrix is introduced so that features are extracted for each time point and point-wise anomaly detection can be realized in an end-to-end way. Anomaly diagnosis and event detection share the same feature matrix with anomaly detection in the multi-task learning framework and also provide important information for system monitoring. To train such a comprehensive detection and diagnosis system, a large-scale multivariate time series dataset which contains anomalies of multiple types is generated with simulation tools. Extensive experiments on the synthetic dataset verify the effectiveness of MTLED and its multi-task learning framework, and the evaluation on a real-world dataset demonstrates that MTLED can be used in other application scenarios through transfer learning.
An ensemble learning framework for anomaly detection in building energy consumption
