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Deep learning for anomaly detection in multivariate time series: Approaches, applications, and challenges

Authors
Li, G.Jung, Jason J.
Issue Date
Mar-2023
Publisher
Elsevier B.V.
Keywords
Anomaly detection; Multivariate time series; Research challenge
Citation
Information Fusion, v.91, pp 93 - 102
Pages
10
Journal Title
Information Fusion
Volume
91
Start Page
93
End Page
102
URI
https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/59190
DOI
10.1016/j.inffus.2022.10.008
ISSN
1566-2535
1872-6305
Abstract
Anomaly detection has recently been applied to various areas, and several techniques based on deep learning have been proposed for the analysis of multivariate time series. In this study, we classify the anomalies into three types, namely abnormal time points, time intervals, and time series, and review the state-of-the-art deep learning techniques for the detection of each of these types. Long short-term memory and autoencoders are the most commonly used methods for detecting abnormal time points and time intervals. In addition, some studies have implemented dynamic graphs to examine relational features between the time series and detect abnormal time intervals. However, anomaly detection still faces some limitations and challenges, such as the explainability of anomalies. Many studies have focused only on anomaly detection methods but failed to consider the reasons for the anomalies. Therefore, increasing the explainability of anomalies is an important research topic in anomaly detection. © 2022 Elsevier B.V.
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소프트웨어대학 (소프트웨어학부)
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