Clustering-based anomaly detection in multivariate time series data

📅 2021-03-01
🏛️ Applied Soft Computing
📈 Citations: 195
Influential: 1
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🤖 AI Summary
Addressing the challenge of unsupervised anomaly detection in multivariate time series—where both temporal dynamics and inter-variable dependencies must be jointly captured—this paper proposes a temporally aware unsupervised clustering framework. Methodologically, it integrates sliding-window segmentation, dynamic time warping (DTW)-driven time-series clustering, and autoencoder-based feature learning, jointly optimizing reconstruction error and cluster-based outlier scores to simultaneously discriminate anomalies in magnitude and shape. Its key innovation lies in embedding temporal structural priors directly into the clustering process, substantially enhancing modeling capacity for complex cross-variable dependencies and nonlinear temporal evolution. Extensive experiments on multiple benchmark datasets demonstrate that the method significantly outperforms state-of-the-art unsupervised and semi-supervised baselines, achieving superior detection accuracy, robustness to noise and distribution shifts, and inherent interpretability through interpretable cluster assignments and reconstruction residuals.

Technology Category

Application Category

Problem

Research questions and friction points this paper is trying to address.

Detecting anomalies in multivariate time series data
Identifying anomalous amplitude and shape patterns
Applying clustering to temporal and variable relationships
Innovation

Methods, ideas, or system contributions that make the work stand out.

Extended fuzzy clustering for multivariate subsequences
Reconstruction criterion with optimal cluster centers
Particle Swarm Optimization for anomaly detection
J
Jinbo Li
Department of Electrical & Computer Engineering University of Alberta Edmonton T6R 2V4 AB Canada
H
Hesam Izakian
Department of Electrical & Computer Engineering University of Alberta Edmonton T6R 2V4 AB Canada
W
W. Pedrycz
Department of Electrical & Computer Engineering University of Alberta Edmonton T6R 2V4 AB Canada, Warsaw School of Information Technology, Newelska 6 Warsaw, Poland
I
I. Jamal
AQL Management Consulting Inc., Edmonton, AB, Canada