A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised…

• NS
  National Science Foundation

  Awards: IIS-1447795, 1447795, W911NF-09-2-0053
• AR
  Army Research Laboratory

  Awards: W911NF, W911NF-09-2-0053