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During the past decade, many anomaly detection approaches have been introduced in different fields such as network monitoring, fraud detection, and intrusion detection. However, they require understanding of data pattern and often need a long off-line period to build a model or network for the target data. Providing real-time and proactive anomaly detection for streaming time series without human intervention and domain knowledge is highly valuable since it greatly reduces human effort and enables appropriate countermeasures to be undertaken before a disastrous damage, failure, or other harmful event occurs. However, this issue has not been well studied yet. To address it, this paper proposes RePAD, which is a Real-time Proactive Anomaly Detection algorithm for streaming time series based on Long Short-Term Memory (LSTM). RePAD utilizes short-term historic data points to predict and determine whether or not the upcoming data point is a sign that an anomaly is likely to happen in the near future. By dynamically adjusting the detection threshold over time, RePAD is able to tolerate minor pattern change in time series and detect anomalies either proactively or on time. Experiments based on two time series datasets collected from the Numenta Anomaly Benchmark demonstrate that RePAD is able to proactively detect anomalies and provide early warnings in real time without human intervention and domain knowledge.

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在(zai)數(shu)(shu)(shu)(shu)據(ju)(ju)挖掘中,異常(chang)(chang)檢(jian)(jian)測(ce)(ce)(英(ying)語:anomaly detection)對不(bu)符合預(yu)期(qi)模(mo)式(shi)或數(shu)(shu)(shu)(shu)據(ju)(ju)集(ji)中其他(ta)項目的(de)(de)(de)(de)項目、事件(jian)或觀測(ce)(ce)值(zhi)的(de)(de)(de)(de)識(shi)別(bie)。通(tong)常(chang)(chang)異常(chang)(chang)項目會(hui)轉(zhuan)變成(cheng)(cheng)銀(yin)行(xing)欺(qi)詐、結構缺陷、醫療問題、文本錯(cuo)誤等類(lei)(lei)型(xing)的(de)(de)(de)(de)問題。異常(chang)(chang)也被(bei)(bei)稱為(wei)離群值(zhi)、新奇、噪聲、偏差和例外。 特別(bie)是(shi)在(zai)檢(jian)(jian)測(ce)(ce)濫用與網絡入侵時(shi),有(you)趣(qu)性(xing)對象(xiang)往往不(bu)是(shi)罕見對象(xiang),但卻(que)是(shi)超出(chu)預(yu)料的(de)(de)(de)(de)突發(fa)活動。這種(zhong)模(mo)式(shi)不(bu)遵循通(tong)常(chang)(chang)統計定義中把異常(chang)(chang)點看(kan)作(zuo)是(shi)罕見對象(xiang),于(yu)是(shi)許(xu)多異常(chang)(chang)檢(jian)(jian)測(ce)(ce)方(fang)(fang)法(fa)(特別(bie)是(shi)無監(jian)督(du)的(de)(de)(de)(de)方(fang)(fang)法(fa))將(jiang)對此(ci)類(lei)(lei)數(shu)(shu)(shu)(shu)據(ju)(ju)失效,除(chu)非進(jin)行(xing)了合適的(de)(de)(de)(de)聚集(ji)。相反,聚類(lei)(lei)分(fen)(fen)析算(suan)法(fa)可能(neng)可以(yi)檢(jian)(jian)測(ce)(ce)出(chu)這些模(mo)式(shi)形成(cheng)(cheng)的(de)(de)(de)(de)微聚類(lei)(lei)。 有(you)三大(da)類(lei)(lei)異常(chang)(chang)檢(jian)(jian)測(ce)(ce)方(fang)(fang)法(fa)。[1] 在(zai)假設數(shu)(shu)(shu)(shu)據(ju)(ju)集(ji)中大(da)多數(shu)(shu)(shu)(shu)實例都是(shi)正(zheng)(zheng)常(chang)(chang)的(de)(de)(de)(de)前提下,無監(jian)督(du)異常(chang)(chang)檢(jian)(jian)測(ce)(ce)方(fang)(fang)法(fa)能(neng)通(tong)過尋找與其他(ta)數(shu)(shu)(shu)(shu)據(ju)(ju)最不(bu)匹配的(de)(de)(de)(de)實例來檢(jian)(jian)測(ce)(ce)出(chu)未標(biao)記(ji)測(ce)(ce)試數(shu)(shu)(shu)(shu)據(ju)(ju)的(de)(de)(de)(de)異常(chang)(chang)。監(jian)督(du)式(shi)異常(chang)(chang)檢(jian)(jian)測(ce)(ce)方(fang)(fang)法(fa)需要一(yi)(yi)個已(yi)經被(bei)(bei)標(biao)記(ji)“正(zheng)(zheng)常(chang)(chang)”與“異常(chang)(chang)”的(de)(de)(de)(de)數(shu)(shu)(shu)(shu)據(ju)(ju)集(ji),并涉及到訓練(lian)分(fen)(fen)類(lei)(lei)器(與許(xu)多其他(ta)的(de)(de)(de)(de)統計分(fen)(fen)類(lei)(lei)問題的(de)(de)(de)(de)關鍵區別(bie)是(shi)異常(chang)(chang)檢(jian)(jian)測(ce)(ce)的(de)(de)(de)(de)內在(zai)不(bu)均(jun)衡性(xing))。半監(jian)督(du)式(shi)異常(chang)(chang)檢(jian)(jian)測(ce)(ce)方(fang)(fang)法(fa)根據(ju)(ju)一(yi)(yi)個給(gei)定的(de)(de)(de)(de)正(zheng)(zheng)常(chang)(chang)訓練(lian)數(shu)(shu)(shu)(shu)據(ju)(ju)集(ji)創建一(yi)(yi)個表示正(zheng)(zheng)常(chang)(chang)行(xing)為(wei)的(de)(de)(de)(de)模(mo)型(xing),然后檢(jian)(jian)測(ce)(ce)由學(xue)習模(mo)型(xing)生成(cheng)(cheng)的(de)(de)(de)(de)測(ce)(ce)試實例的(de)(de)(de)(de)可能(neng)性(xing)。

Fixing energy leakage caused by different anomalies can result in significant energy savings and extended appliance life. Further, it assists grid operators in scheduling their resources to meet the actual needs of end users, while helping end users reduce their energy costs. In this paper, we analyze the patterns pertaining to the power consumption of dishwashers used in two houses of the REFIT dataset. Then two autoencoder (AEs) with 1D-CNN and TCN as backbones are trained to differentiate the normal patterns from the abnormal ones. Our results indicate that TCN outperforms CNN1D in detecting anomalies in energy consumption. Finally, the data from the Fridge_Freezer and the Freezer of house No. 3 in REFIT is also used to evaluate our approach.

Time series classification is an important problem in real world. Due to its non-stationary property that the distribution changes over time, it remains challenging to build models for generalization to unseen distributions. In this paper, we propose to view the time series classification problem from the distribution perspective. We argue that the temporal complexity attributes to the unknown latent distributions within. To this end, we propose DIVERSIFY to learn generalized representations for time series classification. DIVERSIFY takes an iterative process: it first obtains the worst-case distribution scenario via adversarial training, then matches the distributions of the obtained sub-domains. We also present some theoretical insights. We conduct experiments on gesture recognition, speech commands recognition, wearable stress and affect detection, and sensor-based human activity recognition with a total of seven datasets in different settings. Results demonstrate that DIVERSIFY significantly outperforms other baselines and effectively characterizes the latent distributions by qualitative and quantitative analysis. Code is available at: //github.com/microsoft/robustlearn.

Mini-app is an emerging form of mobile application that combines web technology with native capabilities. Its features, e.g., no need to download and no installation, have made it popular rapidly. However, privacy issues that violate the laws or regulations are breeding in the swiftly expanding mini-app ecosystem. The consistency between what the mini-app does about the data in the program code and what it declares in its privacy policy description is important. But no work has systematically investigated the privacy problem of the mini-app before. In this paper, to our best knowledge, we are the first to conduct the compliance detection of data practice and policy description in mini-apps. In this paper, we first customize a taint analysis method based on data entity dependency network to adapt to the characteristics of the JavaScript language in the mini-apps. Then, we transform data types and data operations to data practices in program codes and privacy policies, so as to finish a fine-grained consistency matching model.We crawl 100,000 mini-apps on WeChat client in the wild and extract 2,998 with a privacy policy. Among them, only 318 meet the consistency requirements, 2,680 are inconsistent, and the proportion of inconsistencies is as high as 89.4%. The inconsistency in the mini-app is very serious. Based on 6 real-world cases analyzed, in order to reduce this potential data leakage risk, we suggest that the developer should reduce the collection of irrelevant information and the straightforward use of templates, and the platform should provide data flow detection tools and privacy policy writing support.

Monitoring and analyzing stereotypical behaviours is important for early intervention and care taking in Autism Spectrum Disorder (ASD). This paper focuses on automatically detecting stereotypical behaviours with computer vision techniques. Off-the-shelf methods tackle this task by supervised classification and activity recognition techniques. However, the unbounded types of stereotypical behaviours and the difficulty in collecting video recordings of ASD patients largely limit the feasibility of the existing supervised detection methods. As a result, we tackle these challenges from a new perspective, i.e. unsupervised video anomaly detection for stereotypical behaviours detection. The models can be trained among unlabeled videos containing only normal behaviours and unknown types of abnormal behaviours can be detected during inference. Correspondingly, we propose a Dual Stream deep model for Stereotypical Behaviours Detection, DS-SBD, based on the temporal trajectory of human poses and the repetition patterns of human actions. Extensive experiments are conducted to verify the effectiveness of our proposed method and suggest that it serves as a potential benchmark for future research.

To deploy and operate deep neural models in production, the quality of their predictions, which might be contaminated benignly or manipulated maliciously by input distributional deviations, must be monitored and assessed. Specifically, we study the case of monitoring the healthy operation of a deep neural network (DNN) receiving a stream of data, with the aim of detecting input distributional deviations over which the quality of the network's predictions is potentially damaged. Using selective prediction principles, we propose a distribution deviation detection method for DNNs. The proposed method is derived from a tight coverage generalization bound computed over a sample of instances drawn from the true underlying distribution. Based on this bound, our detector continuously monitors the operation of the network over a test window and fires off an alarm whenever a deviation is detected. This novel detection method consistently and significantly outperforms the state of the art with respect to the CIFAR-10 and ImageNet datasets, thus establishing a new performance bar for this task, while being substantially more efficient in time and space complexities.

Probabilistic programming languages (PPLs) make encoding and automatically solving statistical inference problems relatively easy by separating models from the inference algorithm. A popular choice for solving inference problems is to use Monte Carlo inference algorithms. For higher-order functional PPLs, these inference algorithms rely on execution suspension to perform inference, most often enabled through a full continuation-passing style (CPS) transformation. However, standard CPS transformations for PPL compilers introduce significant overhead, a problem the community has generally overlooked. State-of-the-art solutions either perform complete CPS transformations with performance penalties due to unnecessary closure allocations or use efficient, but complex, low-level solutions that are often not available in high-level languages. In contrast to prior work, we develop a new approach that is both efficient and easy to implement using higher-order languages. Specifically, we design a novel static suspension analysis technique that determines the parts of a program that require suspension, given a particular inference algorithm. The analysis result allows selectively CPS transforming the program only where necessary. We formally prove the correctness of the suspension analysis and implement both the suspension analysis and selective CPS transformation in the Miking CorePPL compiler. We evaluate the implementation for a large number of Monte Carlo inference algorithms on real-world models from phylogenetics, epidemiology, and topic modeling. The evaluation results demonstrate significant improvements across all models and inference algorithms.

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system defects, or heart fluttering, and is therefore of particular interest. The large size and complex patterns of time series have led researchers to develop specialised deep learning models for detecting anomalous patterns. This survey focuses on providing structured and comprehensive state-of-the-art time series anomaly detection models through the use of deep learning. It providing a taxonomy based on the factors that divide anomaly detection models into different categories. Aside from describing the basic anomaly detection technique for each category, the advantages and limitations are also discussed. Furthermore, this study includes examples of deep anomaly detection in time series across various application domains in recent years. It finally summarises open issues in research and challenges faced while adopting deep anomaly detection models.

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also intrigues great interests in the time series community. Among multiple advantages of transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review transformer schemes for time series modeling by highlighting their strengths as well as limitations through a new taxonomy to summarize existing time series transformers in two perspectives. From the perspective of network modifications, we summarize the adaptations of module level and architecture level of the time series transformers. From the perspective of applications, we categorize time series transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.

The considerable significance of Anomaly Detection (AD) problem has recently drawn the attention of many researchers. Consequently, the number of proposed methods in this research field has been increased steadily. AD strongly correlates with the important computer vision and image processing tasks such as image/video anomaly, irregularity and sudden event detection. More recently, Deep Neural Networks (DNNs) offer a high performance set of solutions, but at the expense of a heavy computational cost. However, there is a noticeable gap between the previously proposed methods and an applicable real-word approach. Regarding the raised concerns about AD as an ongoing challenging problem, notably in images and videos, the time has come to argue over the pitfalls and prospects of methods have attempted to deal with visual AD tasks. Hereupon, in this survey we intend to conduct an in-depth investigation into the images/videos deep learning based AD methods. We also discuss current challenges and future research directions thoroughly.

The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor data can be continuously monitored for intrusion events through anomaly detection. However, conventional threshold-based anomaly detection methods are inadequate due to the dynamic complexities of these systems, while supervised machine learning methods are unable to exploit the large amounts of data due to the lack of labeled data. On the other hand, current unsupervised machine learning approaches have not fully exploited the spatial-temporal correlation and other dependencies amongst the multiple variables (sensors/actuators) in the system for detecting anomalies. In this work, we propose an unsupervised multivariate anomaly detection method based on Generative Adversarial Networks (GANs). Instead of treating each data stream independently, our proposed MAD-GAN framework considers the entire variable set concurrently to capture the latent interactions amongst the variables. We also fully exploit both the generator and discriminator produced by the GAN, using a novel anomaly score called DR-score to detect anomalies by discrimination and reconstruction. We have tested our proposed MAD-GAN using two recent datasets collected from real-world CPS: the Secure Water Treatment (SWaT) and the Water Distribution (WADI) datasets. Our experimental results showed that the proposed MAD-GAN is effective in reporting anomalies caused by various cyber-intrusions compared in these complex real-world systems.

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