An Anomaly Detection Approach Based on Bidirectional Temporal Convolutional Network and Multi-Head Attention Mechanism

Anomaly detection aims at detecting the data instances that deviate from the majority of data, and it is widely used in various fields for its ability to ensure the quality of the overall data. However, traditional anomaly detection methods face the problems such as low efficiency due to high data complexity and lack of data labels. At the same time, most methods only learn the forward features of time-series data, while lacking attention to the reverse features. For these disadvantages, this paper designs an anomaly detection approach called BiTCN-MHA based on the bidirectional temporal convolutional network (BiTCN) and multi-head attention (MHA) mechanism, which learns the features of anomalous data by capturing the forward and reverse temporal features in the time-series data, as well as solves the problems of feature information overload and neuron "death" by using MHA mechanism and ELU activation function, respectively, thereby quickly and accurately detecting anomalous data. Extensive experiments on six public datasets show that compared with eight state-of-the-arts, the proposed BiTCN-MHA method can improve the precision, recall, AUC and F1-Score by about 6.10%, 10.16%, 4.06% and 8.50%, respectively, especially having better detection performance on small time-series data.