Anomaly detection in multidimensional time series—a graph-based approach

Abstract

As the digital transformation is taking place, more and more data is being generated and collected. To generate meaningful information and knowledge researchers use various data mining techniques. In addition to classification, clustering, and forecasting, outlier or anomaly detection is one of the most important research areas in time series analysis. In this paper we present a method for detecting anomalies in multidimensional time series using a graph-based algorithm. We transform time series data to graphs prior to calculating the outlier since it offers a wide range of graph-based methods for anomaly detection. Furthermore the dynamic of the data is taken into consideration by implementing a window of a certain size that leads to multiple graphs in different time frames. We use feature extraction and aggregation to finally compare distance measures of two time-dependent graphs. The effectiveness of our algorithm is demonstrated on the numenta anomaly benchmark with various anomaly types as well as the KPI-anomaly-detection data set of 2018 AIOps competition.

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