天使或魔鬼:对无监督时间序列异常检测的硬样品和异常污染进行区分
Ruyi Zhang1, Hongzuo Xu2, Songlei Jian1
1College of Computer Science and Technology, National University of Defense Technology, Changsha, 410073, Hunan, China.
概括
这项研究引入了一种新方法,通过将有害异常与困难的正常数据区分开来,改善无监督时间序列异常检测. 新的参数损失数据增强 (PLDA) 方法增强了现有的探测器,显著提高了性能.
科学领域:
- 机器学习 机器学习
- 数据科学数据科学数据科学
- 人工智能的人工智能
背景情况:
- 无监督的时间序列异常检测面临的挑战是区分有害异常从硬正常样本由于类似的损失行为.
- 传统的基于损失的方法与这种歧视作斗争,影响检测准确度.
研究的目的:
- 为改进无监督时间序列异常检测开发一种新的方法.
- 解决现有方法在区分异常与硬正常样本方面的局限性.
主要方法:
- 引入了一种新的指标,将传统的损失行为与参数行为相结合,量化对数据扰动的参数响应.
- 开发了一种用于动态训练集增强的双参数损失数据增强 (PLDA) 方法.
- PLDA反复地减轻异常污染,同时放大硬正常样本.
主要成果:
- PLDA表现出显著的适应性,增强了现有的异常探测器.
- 十个数据集的实验表明,PLDA可以提高四个不同的探测器的性能高达8%.
- PLDA的表现优于三种竞争的数据增强方法.
结论:
- 新的参数-行为度量和PLDA方法有效地区分异常和硬正常样本.
- PLDA提供了一种多功能组件,以提高各种无监督时间序列异常检测模型的性能.
- 这些发现表明,PLDA对于强大的异常检测系统来说是一个有价值的进步.
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