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    周小晖, 王意洁, 徐鸿祚, 刘铭宇. 基于融合学习的无监督多维时间序列异常检测[J]. 计算机研究与发展, 2023, 60(3): 496-508. DOI: 10.7544/issn1000-1239.202220490
    引用本文: 周小晖, 王意洁, 徐鸿祚, 刘铭宇. 基于融合学习的无监督多维时间序列异常检测[J]. 计算机研究与发展, 2023, 60(3): 496-508. DOI: 10.7544/issn1000-1239.202220490
    Zhou Xiaohui, Wang Yijie, Xu Hongzuo, Liu Mingyu. Fusion Learning Based Unsupervised Anomaly Detection for Multi-Dimensional Time Series[J]. Journal of Computer Research and Development, 2023, 60(3): 496-508. DOI: 10.7544/issn1000-1239.202220490
    Citation: Zhou Xiaohui, Wang Yijie, Xu Hongzuo, Liu Mingyu. Fusion Learning Based Unsupervised Anomaly Detection for Multi-Dimensional Time Series[J]. Journal of Computer Research and Development, 2023, 60(3): 496-508. DOI: 10.7544/issn1000-1239.202220490

    基于融合学习的无监督多维时间序列异常检测

    Fusion Learning Based Unsupervised Anomaly Detection for Multi-Dimensional Time Series

    • 摘要: 随着多云时代的到来,云际智能运维能够提前检测处理云平台的故障,从而确保其高可用性. 由于云系统的复杂性,运维数据在数据局部性和数据全局性上呈现出多样的时间依赖和维度间依赖,这给多维时间序列异常检测带来很大的挑战. 然而,现有的多维时间序列异常检测方法大多是从正常时序数据中学习到特征表示并基于重构误差或预测误差检测异常,这些方法无法同时捕获多维时间序列在局部性和全局性上的信息依赖,从而导致异常检测效果差. 针对上述问题,提出了一种基于融合学习的无监督多维时间序列异常检测方法,同时对多维时间序列的数据局部特征和数据全局特征进行建模,得到更加丰富的时序重构信息,并基于重构误差检测异常. 具体地,通过在时域卷积网络中引入自注意力机制使得模型在构建局部关联性的同时更加关注数据全局特征,并在时域卷积模块和自注意力模块间加入信息共享机制实现信息融合,从而能够更好地对多维时序的正常模式进行重构. 在多个多维时间序列真实数据集上的实验结果表明,相较于之前的多维时间序列异常检测,提出的方法在F1分数上提升了高达0.0882.

       

      Abstract: With the arrival of the multi-cloud era, cloud-based intelligent operations can detect and handle cloud platform failures in advance to ensure their high availability. Because of the complexity of cloud systems, operational data shows various temporal dependency and inter-metric dependency in data locality and data globality, which brings great challenges to multi-dimensional time series anomaly detection. However, most of the existing anomaly detection methods for multi-dimensional time series learn feature representation from normal time series data and detect anomalies based on reconstruction error or prediction error. These methods cannot capture the local and global information dependency of multi-dimensional time series at the same time, resulting in poor anomaly detection effect. To solve the above problems, a fusion learning based unsupervised anomaly detection method for multi-dimensional time series is proposed. The local features and global features of multi-dimensional time series are modeled simultaneously to obtain more abundant time series reconstruction information, and anomalies are detected based on reconstruction errors. Specifically, by introducing the self-attention mechanism to the temporal convolutional network, the proposed model pays more attention to the global features of data while modeling the partial correlation of data. In addition, the information sharing mechanism is added between the temporal convolutional module and the self-attention module to realize the information fusion, so as to better reconstruct the normal mode of multi-dimensional time series. Our experimental results on multi-dimensional time series real-world datasets show that the proposed method improves F1 score by up to 0.0882 compared with the previous multi-dimensional time series anomaly detection.

       

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