A Modified DBSCAN Algorithm for Anomaly Detection in Time-series Data with Seasonality

Anomaly detection concerns identifying anomalous observations or patterns that are a deviation from the dataset's expected behaviour. The detection of anomalies has significant and practical applications in several industrial domains such as public health, finance, Information Technology (IT), security, medical, energy, and climate studies. Density-Based Spatial Clustering of Applications with Noise (DBSCAN) Algorithm is a density-based clustering algorithm with the capability of identifying anomalous data. In this paper, a modified DBSCAN algorithm is proposed for anomaly detection in time-series data with seasonality. For experimental evaluation, a monthly temperature dataset was employed and the analysis set forth the advantages of the modified DBSCAN over the standard DBSCAN algorithm for the seasonal datasets. From the result analysis, we may conclude that DBSCAN is used for finding the anomalies in a dataset but fails to find local anomalies in seasonal data. The proposed Modified DBSCAN approach helps to find both the global and local anomalies from the seasonal data. Using normal DBSCAN we are able to get 19 (2.16%) anomaly points. While using the modified approach for DBSCAN we are able to get 42 (4.79%) anomaly points. In comparison we can say that we are able to get 2.11% more anomalies using the modified DBSCAN approach. Hence, the proposed Modified DBSCAN algorithm outperforms in comparison with the DBSCAN algorithm to find local anomalies.

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An Anomaly Detection Method with Exemplar Subsequence for Time Series Data

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.136.363 ◽

2016 ◽

Vol 136 (3) ◽

pp. 363-372

Author(s):

Takaaki Nakamura ◽

Makoto Imamura ◽

Masashi Tatedoko ◽

Norio Hirai

Keyword(s):

Time Series ◽

Anomaly Detection ◽

Time Series Data ◽

Detection Method ◽

Series Data

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LRZ Convolution: An Algorithm for Automatic Anomaly Detection in Time-series Data

32nd International Conference on Scientific and Statistical Database Management ◽

10.1145/3400903.3400904 ◽

2020 ◽

Author(s):

Arunprasad P. Marathe

Keyword(s):

Time Series ◽

Anomaly Detection ◽

Time Series Data ◽

Series Data

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Change Point Enhanced Anomaly Detection for IoT Time Series Data

Water ◽

10.3390/w13121633 ◽

2021 ◽

Vol 13 (12) ◽

pp. 1633

Author(s):

Elena-Simona Apostol ◽

Ciprian-Octavian Truică ◽

Florin Pop ◽

Christian Esposito

Keyword(s):

Time Series ◽

Anomaly Detection ◽

Change Point ◽

Time Series Data ◽

Multivariate Time Series ◽

Change Point Detection ◽

Change Points ◽

Series Data ◽

Prediction And Forecasting ◽

Point Detection

Due to the exponential growth of the Internet of Things networks and the massive amount of time series data collected from these networks, it is essential to apply efficient methods for Big Data analysis in order to extract meaningful information and statistics. Anomaly detection is an important part of time series analysis, improving the quality of further analysis, such as prediction and forecasting. Thus, detecting sudden change points with normal behavior and using them to discriminate between abnormal behavior, i.e., outliers, is a crucial step used to minimize the false positive rate and to build accurate machine learning models for prediction and forecasting. In this paper, we propose a rule-based decision system that enhances anomaly detection in multivariate time series using change point detection. Our architecture uses a pipeline that automatically manages to detect real anomalies and remove the false positives introduced by change points. We employ both traditional and deep learning unsupervised algorithms, in total, five anomaly detection and five change point detection algorithms. Additionally, we propose a new confidence metric based on the support for a time series point to be an anomaly and the support for the same point to be a change point. In our experiments, we use a large real-world dataset containing multivariate time series about water consumption collected from smart meters. As an evaluation metric, we use Mean Absolute Error (MAE). The low MAE values show that the algorithms accurately determine anomalies and change points. The experimental results strengthen our assumption that anomaly detection can be improved by determining and removing change points as well as validates the correctness of our proposed rules in real-world scenarios. Furthermore, the proposed rule-based decision support systems enable users to make informed decisions regarding the status of the water distribution network and perform effectively predictive and proactive maintenance.

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