Deep-Shallow Metaclassifier with Synthetic Minority Oversampling for Anomaly Detection in a Time Series.

Autor: Reshadi, MohammadHossein, Li, Wen, Xu, Wenjie, Omashor, Precious, Dinh, Albert, Dick, Scott, She, Yuntong, Lipsett, Michael
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Zdroj: Algorithms; Mar2024, Vol. 17 Issue 3, p114, 20p
Abstrakt: Anomaly detection in data streams (and particularly time series) is today a vitally important task. Machine learning algorithms are a common design for achieving this goal. In particular, deep learning has, in the last decade, proven to be substantially more accurate than shallow learning in a wide variety of machine learning problems, and deep anomaly detection is very effective for point anomalies. However, deep semi-supervised contextual anomaly detection (in which anomalies within a time series are rare and none at all occur in the algorithm's training data) is a more difficult problem. Hybrid anomaly detectors (a "normal model" followed by a comparator) are one approach to these problems, but the separate loss functions for the two components can lead to inferior performance. We investigate a novel synthetic-example oversampling technique to harmonize the two components of a hybrid system, thus improving the anomaly detector's performance. We evaluate our algorithm on two distinct problems: identifying pipeline leaks and patient-ventilator asynchrony. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index
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