Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a time series segmentation approach based on convolutional neural networks (CNN) for anomaly detection. Moreover, we propose a transfer learning framework that pretrains a model on a large-scale synthetic univariate time series data set and then fine-tunes its weights on small-scale, univariate or multivariate data sets with previously unseen classes of anomalies. For the multivariate case, we introduce a novel network architecture. The approach was tested on multiple synthetic and real data sets successfully.
Data augmentation proved to be an important part of the research. Our time series augmentation strategies extended the previous work of @cite_10 .
@cite_10
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In machine learning, data augmentation is the process of creating synthetic examples in order to augment a dataset used to learn a model. One motivation for data augmentation is to reduce the variance of a classifier, thereby reducing error. In this paper, we propose new data augmentation techniques specifically designed for time series classification, where the space in which they are embedded is induced by Dynamic Time Warping (DTW). The main idea of our approach is to average a set of time series and use the average time series as a new synthetic example. The proposed methods rely on an extension of DTW Barycentric Averaging (DBA), the averaging technique that is specifically developed for DTW. In this paper, we extend DBA to be able to calculate a weighted average of time series under DTW. In this case, instead of each time series contributing equally to the final average, some can contribute more than others. This extension allows us to generate an infinite number of new examples from any set of given time series. To this end, we propose three methods that choose the weights associated to the time series of the dataset. We carry out experiments on the 85 datasets of the UCR archive and demonstrate that our method is particularly useful when the number of available examples is limited (e.g. 2 to 6 examples per class) using a 1-NN DTW classifier. Furthermore, we show that augmenting full datasets is beneficial in most cases, as we observed an increase of accuracy on 56 datasets, no effect on 7 and a slight decrease on only 22. In this paper, we explore and compare multiple solutions to the problem of data augmentation in image classification. Previous work has demonstrated the effectiveness of data augmentation through simple techniques, such as cropping, rotating, and flipping input images. We artificially constrain our access to data to a small subset of the ImageNet dataset, and compare each data augmentation technique in turn. One of the more successful data augmentations strategies is the traditional transformations mentioned above. We also experiment with GANs to generate images of different styles. Finally, we propose a method to allow a neural net to learn augmentations that best improve the classifier, which we call neural augmentation. We discuss the successes and shortcomings of this method on various datasets. This paper introduces two efficient algorithms that compute the Contour Tree of a 3D scalar field F and its augmented version with the Betti numbers of each isosurface. The Contour Tree is a fundamental data structure in scientific visualization that is used to preprocess the domain mesh to allow optimal computation of isosurfaces with minimal overhead storage. The Contour Tree can also be used to build user interfaces reporting the complete topological characterization of a scalar field, as shown in Figure 1.The first part of the paper presents a new scheme that augments the Contour Tree with the Betti numbers of each isocontour in linear time. We show how to extend the scheme introduced in [3] with the Betti number computation without increasing its complexity. Thus, we improve on the time complexity from our previous approach [10] from O(m log m) to O(n log n + m), where m is the number of tetrahedra and n is the number of vertices in the domain of F.The second part of the paper introduces a new divide-and-conquer algorithm that computes the Augmented Contour Tree with improved efficiency. The central part of the scheme computes the output Contour Tree by merging two intermediate Contour Trees and is independent of the interpolant. In this way we confine any knowledge regarding a specific interpolant to an oracle that computes the tree for a single cell. We have implemented this oracle for the trilinear interpolant and plan to replace it with higher order interpolants when needed. The complexity of the scheme is O(n + t log n), where t is the number of critical points of F. For the first time we can compute the Contour Tree in linear time in many practical cases when t = O(n1 - e).Lastly, we report the running times for a parallel implementation of our algorithm, showing good scalability with the number of processors. Time series clustering has been shown effective in providing useful information in various domains. There seems to be an increased interest in time series clustering as part of the effort in temporal data mining research. To provide an overview, this paper surveys and summarizes previous works that investigated the clustering of time series data in various application domains. The basics of time series clustering are presented, including general-purpose clustering algorithms commonly used in time series clustering studies, the criteria for evaluating the performance of the clustering results, and the measures to determine the similarity dissimilarity between two time series being compared, either in the forms of raw data, extracted features, or some model parameters. The past researchs are organized into three groups depending upon whether they work directly with the raw data either in the time or frequency domain, indirectly with features extracted from the raw data, or indirectly with models built from the raw data. The uniqueness and limitation of previous research are discussed and several possible topics for future research are identified. Moreover, the areas that time series clustering have been applied to are also summarized, including the sources of data used. It is hoped that this review will serve as the steppingstone for those interested in advancing this area of research.