论文标题

Graphad:用于实体多元时间序列异常检测的图形神经网络

GraphAD: A Graph Neural Network for Entity-Wise Multivariate Time-Series Anomaly Detection

论文作者

Chen, Xu, Qiu, Qiu, Li, Changshan, Xie, Kunqing

论文摘要

近年来,第三方平台的出现和发展极大地促进了在线到离线业务的增长。但是,大量交易数据为零售商带来了新的挑战,尤其是在操作条件下的异常检测。因此,平台开始开发具有嵌入式异常检测方法的智能业务助理,以减轻零售商的管理负担。传统的时间序列异常检测方法从时间和属性的角度捕获了潜在的模式,在这种情况下忽略了零售商之间的区别。此外,平台提取的类似交易模式还可以为个人零售商提供指导,并在没有隐私问题的情况下丰富他们的可用信息。在本文中,我们构成了实体的多元时间序列检测问题,该问题考虑了每个独特实体的时间序列。为了应对这一挑战,我们提出了基于图神经网络的新型多元时间序列检测模型Graphad。 Graphad将关键性能指标(KPI)分解为稳定和波动性组件,并通过图神经网络根据属性,实体和时间观点提取其模式。我们还从Ele.me的业务数据中构建了一个现实世界实体的多元时间序列数据集。该数据集的实验结果表明,Graphad显着胜过现有的异常检测方法。

In recent years, the emergence and development of third-party platforms have greatly facilitated the growth of the Online to Offline (O2O) business. However, the large amount of transaction data raises new challenges for retailers, especially anomaly detection in operating conditions. Thus, platforms begin to develop intelligent business assistants with embedded anomaly detection methods to reduce the management burden on retailers. Traditional time-series anomaly detection methods capture underlying patterns from the perspectives of time and attributes, ignoring the difference between retailers in this scenario. Besides, similar transaction patterns extracted by the platforms can also provide guidance to individual retailers and enrich their available information without privacy issues. In this paper, we pose an entity-wise multivariate time-series anomaly detection problem that considers the time-series of each unique entity. To address this challenge, we propose GraphAD, a novel multivariate time-series anomaly detection model based on the graph neural network. GraphAD decomposes the Key Performance Indicator (KPI) into stable and volatility components and extracts their patterns in terms of attributes, entities and temporal perspectives via graph neural networks. We also construct a real-world entity-wise multivariate time-series dataset from the business data of Ele.me. The experimental results on this dataset show that GraphAD significantly outperforms existing anomaly detection methods.

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