Time Series Anomaly Detection Model Based on Multi-Features

Autor: Hengyao Tang, Qingdong Wang, Guosong Jiang
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Computational Intelligence and Neuroscience.
ISSN: 1687-5265
DOI: 10.1155/2022/2371549
Popis: For Internet information services, it is very important to closely monitor a large number of key time series data generated by core business for anomaly detection. Although there have been many anomaly detection models in recent years, its practical application is still a big challenge. The model usually needs repeated iteration and parameter adjustment; and for different types of time series data, we need to select different models. Therefore, this paper proposes an anomaly detection model based on time series. The model first designs the statistical features, fitting features, and time-frequency domain features for the time series, and then uses the random forest integration model to automatically select the appropriate features for anomaly classification. In addition, this paper presents an anomaly evaluation index ADC score with timeliness window, which adds the time delay factor of anomaly detection on the basis of F1-score. We use the KPI time series, a representative key performance index in the industry, as the experimental data. It is found that the ADC score of the anomaly detection model in this paper reaches the level of 0.7–0.8, which can meet the needs of practical application.
Databáze: OpenAIRE
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