2021
DOI: 10.48550/arxiv.2107.07702
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Neural Contextual Anomaly Detection for Time Series

Abstract: We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series. This is achieved by effectively combining recent developments in representation learning for multivariate time series, with techniques for deep anomaly detection originally developed for computer vision that we tailor to the time series setting. Our window-based approach fa… Show more

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Cited by 4 publications
(5 citation statements)
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“…In addition, the IR health monitoring task is essentially an MTSAD problem, while classification-based AD methods [25,26] face the challenge of data imbalance. Therefore, some research takes a process of augmentation and uses the labels [27][28][29][30], while some unrealistic anomalies may be introduced in studies. Normality-based anomaly detection methods [31][32][33][34][35][36] believe that normal data should have one or more characteristics, while data that do not meet them will be judged as abnormal.…”
Section: Related Workmentioning
confidence: 99%
“…In addition, the IR health monitoring task is essentially an MTSAD problem, while classification-based AD methods [25,26] face the challenge of data imbalance. Therefore, some research takes a process of augmentation and uses the labels [27][28][29][30], while some unrealistic anomalies may be introduced in studies. Normality-based anomaly detection methods [31][32][33][34][35][36] believe that normal data should have one or more characteristics, while data that do not meet them will be judged as abnormal.…”
Section: Related Workmentioning
confidence: 99%
“…In [17], the authors used variants of SSAD model for benchmarking and found that there is no one-fit-all strategy for one-class active learning. Recently, Amazon developed NCAD based on deep semi-supervised learning [14] for time series anomaly detection [3].…”
Section: Related Workmentioning
confidence: 99%
“…It should be noted that NCAD [3] does not strictly follow the adopted evaluation protocol. It uses a more relaxed one without a delay restriction, which is thus equivalent to the adopted protocol with k = ∞.…”
Section: Supervised and Unsupervised Anomaly Detectionmentioning
confidence: 99%
“…A unified contrastive anomaly detection framework is proposed by [25]. Carmona et al perform time series anomaly detection by generating abnormal series with expertise knowledge [26]. Qiu et al propose deterministic contrastive loss to enable the anomaly score to be consistent with training loss [27].…”
Section: Unsupervised Anomaly Detectionmentioning
confidence: 99%