Affiliations: [a] The Xinjiang Technical Institute of Physics and Chemistry, CAS, Urumqi, Xinjiang 830011, China | [b] University of Chinese Academy of Sciences, Beijing 100049, China | [c] Xinjiang Laboratory of Minority Speech and Language Information Processing, Urumqi, Xinjiang 830011, China
Correspondence:
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Corresponding author: Tonghai Jiang, The Xinjiang Technical Institute of Physics and Chemistry, CAS, Urumqi, Xinjiang 830011, China. Tel.: +86 991 3837795; E-mail: jth@ms.xjb.ac.cn.
Abstract: 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.
Keywords: Time series data, outlier detection, long short-term memory, clustering
