Cross-Modal Deep Metric Learning for Time Series Anomaly Detection
By: Wei Li, Zheze Yang
Potential Business Impact:
Finds weird patterns in data much faster.
To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature clustering model is constructed, composed of an input layer, a triplet selection layer, and a loss function computation layer. The squared Euclidean distances between cluster centers are calculated, and a stochastic gradient descent strategy is employed to optimize the model and classify different time series features. The inner product of principal component direction vectors is used as a metric for anomaly measurement. The von Mises-Fisher (vMF) distribution is applied to describe the directional characteristics of time series data, and historical data is used to train and obtain evaluation parameters. By comparing the principal component direction vector of actual time series data with the threshold, anomaly detection is performed. Experimental results demonstrate that the proposed method accurately classifies time series data with different attributes, exhibits high sensitivity to anomalies, and achieves high detection accuracy, fast detection speed, and strong robustness.
Similar Papers
MSAD: A Deep Dive into Model Selection for Time series Anomaly Detection
Machine Learning (CS)
Finds weird patterns in data automatically.
A Problem-Oriented Taxonomy of Evaluation Metrics for Time Series Anomaly Detection
Artificial Intelligence
Helps find fake data in computer signals.
Artificial Intelligence-Based Multiscale Temporal Modeling for Anomaly Detection in Cloud Services
Machine Learning (CS)
Finds computer problems before they happen.