Publication Type

Journal Article

Version

acceptedVersion

Publication Date

10-2024

Abstract

Time series anomaly detection is instrumental in maintaining system availability in various domains. Current work in this research line mainly focuses on learning data normality deeply and comprehensively by devising advanced neural network structures and new reconstruction/prediction learning objectives. However, their one-class learning process can be misled by latent anomalies in training data (i.e., anomaly contamination) under the unsupervised paradigm. Their learning process also lacks knowledge about the anomalies. Consequently, they often learn a biased, inaccurate normality boundary. To tackle these problems, this paper proposes calibrated one-class classification for anomaly detection, realizing contamination-tolerant, anomaly-informed learning of data normality via uncertainty modeling-based calibration and native anomaly-based calibration. Specifically, our approach adaptively penalizes uncertain predictions to restrain irregular samples in anomaly contamination during optimization, while simultaneously encouraging confident predictions on regular samples to ensure effective normality learning. This largely alleviates the negative impact of anomaly contamination. Our approach also creates native anomaly examples via perturbation to simulate time series abnormal behaviors. Through discriminating these dummy anomalies, our one-class learning is further calibrated to form a more precise normality boundary. Extensive experiments on ten real-world datasets show that our model achieves substantial improvement over sixteen state-of-the-art contenders.

Keywords

Anomaly detection, one-class classification, time series, anomaly contamination, native anomalies

Discipline

Databases and Information Systems

Areas of Excellence

Digital transformation

Publication

IEEE Transactions on Knowledge and Data Engineering

Volume

36

Issue

11

First Page

5723

Last Page

5736

ISSN

1041-4347

Identifier

10.1109/TKDE.2024.3393996

Publisher

Institute of Electrical and Electronics Engineers

Additional URL

https://doi.org/10.1109/TKDE.2024.3393996

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