基于时空自注意力Transformer的多变量时间序列异常检测

ANOMALYDETECTIONINMULTIVARIATETIMESERIESBASEDONSPATIAL-TEMPORALSELF-ATTENTIONTRANSFORMER

  • 摘要: 为了解决现有无监督异常检测模型难以有效同时捕获多变量时间序列数据在时间和空间上依赖性的问题,提出一种基于Transformer的时空注意力异常检测模型。将Transformer的编码器重新构造为时间编码器和空间编码器两个部分,以同时从时间和空间两个层面提取多变量时间序列数据的依赖关系。建立异常检测模型后,使用POT自适应阈值方法设置异常阈值,异常得分超过该阈值的点即为异常点。在四个多变量时间序列数据集上的实验结果表明,该模型的异常检测性能指标提升了1.8%~11.5%,能够高效准确地检测异常。

     

    Abstract: To overcome the challenges presented by current unsupervised anomaly detection models in capturing the temporal and spatial dependencies of multivariate time series data, a spatial- temporal attention- based anomaly detection model, anchored on the Transformer architecture, is developed. The Transformer's encoder was innovatively restructured into two components: a temporal encoder and a spatial encoder, which allowed for the concurrent extraction of dependencies from both time and space dimensions of multivariate time series data. After establishing the anomaly detection model, the POT method was utilized to adaptively determine an anomaly threshold, flagging any data point exceeding this threshold as anomalous. The experimental results on four multivariate time series datasets indicate that the anomaly detection performance of the model has improved by 1.8% to 11.5%, enabling accurate detection and identification of anomalies.

     

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