Variance error of multi-classification based anomaly detection for time series data

2020 ◽  
pp. 1-16
Author(s):  
Baoquan Wang ◽  
Tonghai Jiang ◽  
Xi Zhou ◽  
Bo Ma ◽  
Fan Zhao ◽  
...  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Short Term Memory ◽  
Computational Cost ◽  
Reconstruction Error ◽  
Detection Methods ◽  
Series Data ◽  
Data Set

For abnormal detection of time series data, the supervised anomaly detection methods require labeled data. While the range of outlier factors used by the existing semi-supervised methods varies with data, model and time, the threshold for determining abnormality is difficult to obtain, in addition, the computational cost of the way to calculate outlier factors from other data points in the data set is also very large. These make such methods difficult to practically apply. This paper proposes a framework named LSTM-VE which uses clustering combined with visualization method to roughly label normal data, and then uses the normal data to train long short-term memory (LSTM) neural network for semi-supervised anomaly detection. The variance error (VE) of the normal data category classification probability sequence is used as outlier factor. The framework enables anomaly detection based on deep learning to be practically applied and using VE avoids the shortcomings of existing outlier factors and gains a better performance. In addition, the framework is easy to expand because the LSTM neural network can be replaced with other classification models. Experiments on the labeled and real unlabeled data sets prove that the framework is better than replicator neural networks with reconstruction error (RNN-RS) and has good scalability as well as practicability.

scholarly journals Towards Machine Learning-based Anomaly Detection on Time-Series Data

2021 ◽  
Vol 13 (1) ◽  
pp. 35-44
Author(s):  
Daniel Vajda ◽  
Adrian Pekar ◽  
Karoly Farkas
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Short Term Memory ◽  
Learning Algorithm ◽  
State Of The Art ◽  
Detection Methods ◽  
Series Data ◽  
Rich Information

The complexity of network infrastructures is exponentially growing. Real-time monitoring of these infrastructures is essential to secure their reliable operation. The concept of telemetry has been introduced in recent years to foster this process by streaming time-series data that contain feature-rich information concerning the state of network components. In this paper, we focus on a particular application of telemetry — anomaly detection on time-series data. We rigorously examined state-of-the-art anomaly detection methods. Upon close inspection of the methods, we observed that none of them suits our requirements as they typically face several limitations when applied on time-series data. This paper presents Alter-Re2, an improved version of ReRe, a state-of-the-art Long Short- Term Memory-based machine learning algorithm. Throughout a systematic examination, we demonstrate that by introducing the concepts of ageing and sliding window, the major limitations of ReRe can be overcome. We assessed the efficacy of Alter-Re2 using ten different datasets and achieved promising results. Alter-Re2 performs three times better on average when compared to ReRe.

scholarly journals Remaining Useful Life Prediction Using Temporal Convolution with Attention

AI ◽  
2021 ◽  
Vol 2 (1) ◽  
pp. 48-70
Author(s):  
Wei Ming Tan ◽  
T. Hui Teo
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Data ◽  
Remaining Useful Life ◽  
Sensor Data ◽  
Series Data ◽  
Multiple Time ◽  
Data Set ◽  
Form Complex ◽  
Useful Life

Prognostic techniques attempt to predict the Remaining Useful Life (RUL) of a subsystem or a component. Such techniques often use sensor data which are periodically measured and recorded into a time series data set. Such multivariate data sets form complex and non-linear inter-dependencies through recorded time steps and between sensors. Many current existing algorithms for prognostic purposes starts to explore Deep Neural Network (DNN) and its effectiveness in the field. Although Deep Learning (DL) techniques outperform the traditional prognostic algorithms, the networks are generally complex to deploy or train. This paper proposes a Multi-variable Time Series (MTS) focused approach to prognostics that implements a lightweight Convolutional Neural Network (CNN) with attention mechanism. The convolution filters work to extract the abstract temporal patterns from the multiple time series, while the attention mechanisms review the information across the time axis and select the relevant information. The results suggest that the proposed method not only produces a superior accuracy of RUL estimation but it also trains many folds faster than the reported works. The superiority of deploying the network is also demonstrated on a lightweight hardware platform by not just being much compact, but also more efficient for the resource restricted environment.

scholarly journals Research on maintenance spare parts requirement prediction based on LSTM recurrent neural network

Open Physics ◽  
2021 ◽  
Vol 19 (1) ◽  
pp. 618-627
Author(s):  
Weixing Song ◽  
Jingjing Wu ◽  
Jianshe Kang ◽  
Jun Zhang
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Recurrent Neural Network ◽  
Time Series Data ◽  
Short Term Memory ◽  
Spare Parts ◽  
Performance Comparison ◽  
Series Data ◽  
Generalized Regression Neural Network ◽  
Particle Swarm Algorithm

Abstract The aim of this study was to improve the low accuracy of equipment spare parts requirement predicting, which affects the quality and efficiency of maintenance support, based on the summary and analysis of the existing spare parts requirement predicting research. This article introduces the current latest popular long short-term memory (LSTM) algorithm which has the best effect on time series data processing to equipment spare parts requirement predicting, according to the time series characteristics of spare parts consumption data. A method for predicting the requirement for maintenance spare parts based on the LSTM recurrent neural network is proposed, and the network structure is designed in detail, the realization of network training and network prediction is given. The advantages of particle swarm algorithm are introduced to optimize the network parameters, and actual data of three types of equipment spare parts consumption are used for experiments. The performance comparison of predictive models such as BP neural network, generalized regression neural network, wavelet neural network, and squeeze-and-excitation network prove that the new method is effective and provides an effective method for scientifically predicting the requirement for maintenance spare parts and improving the quality of equipment maintenance.

scholarly journals Long Short Term Memory Recurrent Network for Standard and Poor’s 500 Index Modelling

2018 ◽  
Vol 7 (4.15) ◽  
pp. 25 ◽  
Author(s):  
Said Jadid Abdulkadir ◽  
Hitham Alhussian ◽  
Muhammad Nazmi ◽  
Asim A Elsheikh
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Recurrent Neural Network ◽  
Time Series Data ◽  
Short Term Memory ◽  
Series Data ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Forecasting time-series data are imperative especially when planning is required through modelling using uncertain knowledge of future events. Recurrent neural network models have been applied in the industry and outperform standard artificial neural networks in forecasting, but fail in long term time-series forecasting due to the vanishing gradient problem. This study offers a robust solution that can be implemented for long-term forecasting using a special architecture of recurrent neural network known as Long Short Term Memory (LSTM) model to overcome the vanishing gradient problem. LSTM is specially designed to avoid the long-term dependency problem as their default behavior. Empirical analysis is performed using quantitative forecasting metrics and comparative model performance on the forecasted outputs. An evaluation analysis is performed to validate that the LSTM model provides better forecasted outputs on Standard & Poor’s 500 Index (S&P 500) in terms of error metrics as compared to other forecasting models.  

scholarly journals Time-Series Classification Based on Fusion Features of Sequence and Visualization

2020 ◽  
Vol 10 (12) ◽  
pp. 4124
Author(s):  
Baoquan Wang ◽  
Tonghai Jiang ◽  
Xi Zhou ◽  
Bo Ma ◽  
Fan Zhao ◽  
...  
Keyword(s):  
Time Series ◽  
Human Brain ◽  
Time Series Data ◽  
Short Term Memory ◽  
Computational Cost ◽  
Open Data ◽  
Attention Mechanism ◽  
Series Data ◽  
Sequence Features ◽  
Fusion Features

For the task of time-series data classification (TSC), some methods directly classify raw time-series (TS) data. However, certain sequence features are not evident in the time domain and the human brain can extract visual features based on visualization to classify data. Therefore, some researchers have converted TS data to image data and used image processing methods for TSC. While human perceptionconsists of a combination of human senses from different aspects, existing methods only use sequence features or visualization features. Therefore, this paper proposes a framework for TSC based on fusion features (TSC-FF) of sequence features extracted from raw TS and visualization features extracted from Area Graphs converted from TS. Deep learning methods have been proven to be useful tools for automatically learning features from data; therefore, we use long short-term memory with an attention mechanism (LSTM-A) to learn sequence features and a convolutional neural network with an attention mechanism (CNN-A) for visualization features, in order to imitate the human brain. In addition, we use the simplest visualization method of Area Graph for visualization features extraction, avoiding loss of information and additional computational cost. This article aims to prove that using deep neural networks to learn features from different aspects and fusing them can replace complex, artificially constructed features, as well as remove the bias due to manually designed features, in order to avoid the limitations of domain knowledge. Experiments on several open data sets show that the framework achieves promising results, compared with other methods.

Condition Monitoring of Equipment in Oil Wells using Deep Learning

2020 ◽  
Vol 12 (01) ◽  
pp. 2050001
Author(s):  
Yadigar N. Imamverdiyev ◽  
Fargana J. Abdullayeva
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Short Term Memory ◽  
Single Layer ◽  
Oil Wells ◽  
Fault Prediction ◽  
Series Data ◽  
Oil Well ◽  
Data Set

In this paper, a fault prediction method for oil well equipment based on the analysis of time series data obtained from multiple sensors is proposed. The proposed method is based on deep learning (DL). For this purpose, comparative analysis of single-layer long short-term memory (LSTM) with the convolutional neural network (CNN) and stacked LSTM methods is provided. To demonstrate the efficacy of the proposed method, some experiments are conducted on the real data set obtained from eight sensors installed in oil wells. In this paper, compared to the single-layer LSTM model, the CNN and stacked LSTM predicted the faulty time series with a minimal loss.

scholarly journals A Novel Deep Learning Approach for Anomaly Detection of Time Series Data

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Zhiwei Ji ◽  
Jiaheng Gong ◽  
Jiarui Feng
Keyword(s):  
Time Series ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Short Term Memory ◽  
Training Data ◽  
Series Data ◽  
Real Time System ◽  
Statistical Strategy ◽  
Anomaly Classification ◽  
Real World Datasets

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.

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