论文标题

时间序列异常检测的自动化模型选择

Automated Model Selection for Time-Series Anomaly Detection

论文作者

Ying, Yuanxiang, Duan, Juanyong, Wang, Chunlei, Wang, Yujing, Huang, Congrui, Xu, Bixiong

论文摘要

时间序列异常检测是学术界和工业领域的流行话题。许多公司需要监视成千上万的时间信号以便其应用和服务,并需要即时反馈,并提醒可能及时的事件。该任务是具有挑战性的,因为时间序列的复杂特征是混乱,随机的,并且通常没有适当的标签。由于缺乏标签和单个模型几乎不适合不同的时间序列,因此禁止训练监督模型。在本文中,我们建议解决这些问题的解决方案。我们提出一个自动选择框架,以自动找到具有适当参数的最合适的检测模型。型号选择层是可扩展的,因为当新的检测器可用于服务时,它可以不用付出太多努力进行更新。最后,我们结合了一种自定义的调整算法,以灵活地过滤异常以满足客户标准。现实世界数据集的实验显示了我们解决方案的有效性。

Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential incidents in time. The task is challenging because of the complex characteristics of time-series, which are messy, stochastic, and often without proper labels. This prohibits training supervised models because of lack of labels and a single model hardly fits different time series. In this paper, we propose a solution to address these issues. We present an automated model selection framework to automatically find the most suitable detection model with proper parameters for the incoming data. The model selection layer is extensible as it can be updated without too much effort when a new detector is available to the service. Finally, we incorporate a customized tuning algorithm to flexibly filter anomalies to meet customers' criteria. Experiments on real-world datasets show the effectiveness of our solution.

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