An anomaly detection method with exemplar subsequence for time series data

被引:0
作者
Nakamura T. [1 ]
Imamura M. [1 ]
Tatedoko M. [1 ]
Hirai N. [1 ]
机构
[1] Information Technology R and D Center, Mitsubishi Electric Corporation, 5-1-1, Ofuna, Kamakura, Kanagawa
关键词
Anomaly detection; Discord; Exemplar subsequence; Time series clustering;
D O I
10.1541/ieejeiss.136.363
中图分类号
学科分类号
摘要
"Discord" is useful method of detecting anomaly from time series data such as equipment sensor data. The discord method detects anomaly by calculating brute-force nearest neighbor distance between two subsequence of the time series. Hence there is a problem of increasing detection time with the increase in data length. In this paper, we propose an algorithm that, at first, clusters subsequences of the input time series and selects centroid from each clusters (called as "exemplar subsequence"), then detect anomaly by calculating nearest neighbor distance between input subsequence and exemplar subsequence. We also show that our proposed method is more faster detection speed than the discord method and have equivalent detection ability as the discord method by an experiment with two time series data. © 2016 The Institute of Electrical Engineers of Japan.
引用
收藏
页码:363 / 372
页数:9
相关论文
共 10 条
[1]  
Chandola V., Banerjee A., Kumar V., Anomaly detection: A survey, ACM Computing Surveys, 41, 3, pp. 1-58, (2009)
[2]  
Keogh E., Lin J., Fu A., HOT SAX: Efficiently finding the most unusual time series subsequence, Proc. of the 5th IEEE International Conference on Data Mining (ICDM 2005), pp. 226-233, (2005)
[3]  
Ding H., Trajcevski G., Scheuermann P., Wang X., Keogh E., Querying and mining of time series data: Experimental comparison of representations and distance measures, VLDB 2008, pp. 1542-1552, (2008)
[4]  
Keogh E., Pazzani M., Dynamic time warping with higher order features, First SIAM International Conference on Data Mining, (2001)
[5]  
Keogh E., Lin J., Clustering of time-series subsequences is meaningless: Implications for previous and future research, Knowledge and Information Systems, 8, 2, pp. 154-177, (2005)
[6]  
Rakthanmanon T., Campana B., Mueen A., Batista G., Westover B., Zhu Q., Zakaria J., Keogh E., Searching and mining trillions of time series subsequences under dynamic time warping, SIGKDD 2012, pp. 262-270, (2012)
[7]  
Data Mining Large Medical Time Series Databases
[8]  
Ferrell B., Santuro S., NASA Shuttle Valve Data, (2005)
[9]  
PhysioNet
[10]  
Pecht M., Prognostics and Health Management of Electronics, (2008)