论文标题

HFN:多元时间序列异常检测的异质特征网络

HFN: Heterogeneous Feature Network for Multivariate Time Series Anomaly Detection

论文作者

Zhan, Jun, Wu, Chengkun, Yang, Canqun, Miao, Qiucheng, Ma, Xiandong

论文摘要

网络或对工业设备或计算机系统的物理攻击可能会造成巨大损失。因此,基于监视数据,尤其是多元时间序列(MTS)数据的快速准确的异常检测(AD)具有重要意义。作为MTS数据异常检测的关键步骤,许多方法已经探索了不同变量之间的关系。但是,大多数现有方法都不考虑变量之间的异质性,即不同类型的变量(连续数值变量,离散的分类变量或混合变量)可能具有不同且独特的边缘分布。在本文中,我们提出了一种基于MTS的异质特征网络(HFN)的新型半监督异常检测框架,从大量未标记的时间序列数据中学习异质结构信息,以提高异常检测的准确性,并使用注意力系数为检测到的异常动物提供了解释。具体而言,我们首先将传感器嵌入生成的相似性子图和特征值相似性子组合由传感器值生成的特征值相似性子图,以构建时间序列异质图,该图完全利用了变量之间的丰富异质互信息。然后,共同优化包含节点和通道注意的预测模型,以获得更好的时间序列表示。这种方法融合了异质图结构学习(HGSL)和表示学习的最新技术。来自现实世界应用的四个传感器数据集上的实验表明,我们的方法比这些基线方法更准确地检测到异常,从而为快速定位异常提供了基础。

Network or physical attacks on industrial equipment or computer systems may cause massive losses. Therefore, a quick and accurate anomaly detection (AD) based on monitoring data, especially the multivariate time-series (MTS) data, is of great significance. As the key step of anomaly detection for MTS data, learning the relations among different variables has been explored by many approaches. However, most of the existing approaches do not consider the heterogeneity between variables, that is, different types of variables (continuous numerical variables, discrete categorical variables or hybrid variables) may have different and distinctive edge distributions. In this paper, we propose a novel semi-supervised anomaly detection framework based on a heterogeneous feature network (HFN) for MTS, learning heterogeneous structure information from a mass of unlabeled time-series data to improve the accuracy of anomaly detection, and using attention coefficient to provide an explanation for the detected anomalies. Specifically, we first combine the embedding similarity subgraph generated by sensor embedding and feature value similarity subgraph generated by sensor values to construct a time-series heterogeneous graph, which fully utilizes the rich heterogeneous mutual information among variables. Then, a prediction model containing nodes and channel attentions is jointly optimized to obtain better time-series representations. This approach fuses the state-of-the-art technologies of heterogeneous graph structure learning (HGSL) and representation learning. The experiments on four sensor datasets from real-world applications demonstrate that our approach detects the anomalies more accurately than those baseline approaches, thus providing a basis for the rapid positioning of anomalies.

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