The loss function of Generative adversarial network (GAN) is an important factor that affects the quality and diversity of the generated samples for anomaly detection. In this paper, we propose an unsupervised multiple time series anomaly detection algorithm based on the GAN with message importance measure (MIM-GAN). In particular, the time series data is divided into subsequences using a sliding window. Then a generator and a discriminator designed based on the Long Short-Term Memory (LSTM) are employed to capture the temporal correlations of the time series data. To avoid the local optimal solution of loss function and the model collapse, we introduce an exponential information measure into the loss function of GAN. Additionally, a discriminant-reconstruction score is composed of discrimination and reconstruction loss. The global optimal solution for the loss function is derived and the model collapse is proved to be avoided in our proposed MIM-GAN-based anomaly detection algorithm. Experimental results show that the proposed MIM-GAN-based anomaly detection algorithm has superior performance in terms of precision, recall, and F1-score.


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    Title :

    MIM-GAN-based Anomaly Detection for Multivariate Time Series Data


    Contributors:
    Lu, Shan (author) / Dong, Zhicheng (author) / Cai, Donghong (author) / Fang, Fang (author) / Zhao, Dongcai (author)


    Publication date :

    2023-10-10


    Size :

    2156664 byte





    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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