udCATS: A Comprehensive Unsupervised Deep Learning Framework for Detecting Collective Anomalies in Time Series
Truong Son Pham, Viet Hung Nguyen, Anh Thang Le, Van Duong Bui
Citation: Proceedings of the 2022 Seventh International Conference on Research in Intelligent and Computing in Engineering, Vu Dinh Khoa, Shivani Agarwal, Gloria Jeanette Rincon Aponte, Nguyen Thi Hong Nga, Vijender Kumar Solanki, Ewa Ziemba (eds). ACSIS, Vol. 33, pages 201–206 (2022)
Abstract. Anomaly detection has recently gained enormous attention from the research community. It is widely applied in many industrial areas, such as information security, financing, banking, and insurance. The data in these fields can mainly be represented as time series data, the corollary being that time series anomaly detection plays an essential role in these applications. Therefore, many authors have tried to solve the problem of collective anomaly detection in time series. They have proposed several approaches, from classical methods such as Isolation Forests to modern deep learning networks such as Autoencoders. However, a comprehensive framework for handling this problem is still lacking. In this work, firstly, we propose using an Attention-based Bidirectional LSTM Autoencoder (Att-BiLSTM-AE) as an anomaly detection model. Furthermore, in the essential part of this paper, we developed a comprehensive unsupervised deep learning framework, udCATS, to solve the problem of detecting collective anomalies in time series. Our experiments show that the Att-BiLSTM-AE outperforms other detection models, and using it within the udCATS framework increases the detection accuracy.
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