Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Skip to main content

How Far Should We Look Back to Achieve Effective Real-Time Time-Series Anomaly Detection?

  • Conference paper
  • First Online:
Advanced Information Networking and Applications (AINA 2021)

Part of the book series: Lecture Notes in Networks and Systems ((LNNS,volume 225))

Abstract

Anomaly detection is the process of identifying unexpected events or abnormalities in data, and it has been applied in many different areas such as system monitoring, fraud detection, healthcare, intrusion detection, etc. Providing real-time, lightweight, and proactive anomaly detection for time series with neither human intervention nor domain knowledge could be highly valuable since it reduces human effort and enables appropriate countermeasures to be undertaken before a disastrous event occurs. To our knowledge, RePAD (Real-time Proactive Anomaly Detection algorithm) is a generic approach with all above-mentioned features. To achieve real-time and lightweight detection, RePAD utilizes Long Short-Term Memory (LSTM) to detect whether or not each upcoming data point is anomalous based on short-term historical data points. However, it is unclear that how different amounts of historical data points affect the performance of RePAD. Therefore, in this paper, we investigate the impact of different amounts of historical data on RePAD by introducing a set of performance metrics that cover novel detection accuracy measures, time efficiency, readiness, and resource consumption, etc. Empirical experiments based on real-world time series datasets are conducted to evaluate RePAD in different scenarios, and the experimental results are presented and discussed.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Lee, M.-C., Lin, J.-C., Gran, E.G.: RePAD: real-time proactive anomaly detection for time series. In: Proceedings of the 34th International Conference on Advanced Information Networking and Applications (AINA 2020), pp. 1291–1302 (2020)

    Google Scholar 

  2. Hochenbaum, J., Vallis, O.S., Kejariwal, A.: Automatic anomaly detection in the cloud via statistical learning. arXiv preprint arXiv:1704.07706 (2017)

  3. Aggarwal, C.C., Yu, P.S.: Outlier detection with uncertain data. In: Proceedings of the 2008 SIAM International Conference on Data Mining. Society for Industrial and Applied Mathematics, pp. 483–493 (2008)

    Google Scholar 

  4. Xu, J., Shelton, C.R.: Intrusion detection using continuous time Bayesian networks. J. Artif. Intell. Res. 39, 745–774 (2010)

    Article  MathSciNet  Google Scholar 

  5. Fisher, W.D., Camp, T.K., Krzhizhanovskaya, V.V.: Crack detection in earth dam and levee passive seismic data using support vector machines. Procedia Comput. Sci. 80, 577–586 (2016)

    Article  Google Scholar 

  6. Wu, J., Zeng, W., Yan, F.: Hierarchical temporal memory method for time-series-based anomaly detection. Neurocomputing 273, 535–546 (2018)

    Article  Google Scholar 

  7. Staudemeyer, R.C.: Applying long short-term memory recurrent neural networks to intrusion detection. South African Comput. J. 56(1), 136–154 (2015)

    Google Scholar 

  8. Bontemps, L., McDermott, J., Le-Khac, N.A.: Collective anomaly detection based on long short-term memory recurrent neural networks. In: International Conference on Future Data and Security Engineering, pp. 141–152. Springer, Cham, November 2016

    Google Scholar 

  9. Lavin, A., Ahmad, S.: Evaluating real-time anomaly detection algorithms – the numenta anomaly benchmark. In: 14th International Conference on Machine Learning and Applications (2015).

    Google Scholar 

  10. Xu, H., et al.: Unsupervised anomaly detection via variational auto-encoder for seasonal KPIs in web applications. In: Proceedings of the 2018 World Wide Web Conference, pp. 187–196 (2018)

    Google Scholar 

  11. numenta/NAB.: The Numenta Anomaly Benchmark [Online code repository]. https://github.com/numenta/NAB Accessed 03 Mar 2021

  12. Ren, H., et al.: Time-series anomaly detection service at microsoft. In: Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, pp. 3009–3017 (2019)

    Google Scholar 

  13. Simula Research Laboratory: the eX3 research infrastructure. https://www.ex3.simula.no Accessed 03 Mar 2021

  14. Lin, J.-C., Lee, M.-C.: Performance evaluation of job schedulers under hadoop YARN. Concurrency Computat. Pract. Exper. (CCPE) 28(9), 2711–2728 (2016)

    Article  Google Scholar 

  15. Lee, M.-C., Lin, J.-C., Yahyapour, R.: Hybrid job-driven scheduling for virtual mapreduce clusters. IEEE Trans. Parallel Distrib. Syst. (TPDS) 27(6), 1687–1699 (2016)

    Article  Google Scholar 

  16. Lee, M.-C., Lin, J.-C., Gran, E.G.: ReRe: a lightweight real-time ready-to-go anomaly detection approach for time series. In: Proceedings of the 44th IEEE Computer Society Signature Conference on Computers, Software, and Applications (COMPSAC 2020), pp. 322–327 (2020)

    Google Scholar 

Download references

Acknowledgments

This work was supported by the project eX3 - Experimental Infrastructure for Exploration of Exascale Computing funded by the Research Council of Norway under contract 270053 and the scholarship under project number 80430060 supported by Norwegian University of Science and Technology.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ming-Chang Lee .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Lee, MC., Lin, JC., Gran, E.G. (2021). How Far Should We Look Back to Achieve Effective Real-Time Time-Series Anomaly Detection?. In: Barolli, L., Woungang, I., Enokido, T. (eds) Advanced Information Networking and Applications. AINA 2021. Lecture Notes in Networks and Systems, vol 225. Springer, Cham. https://doi.org/10.1007/978-3-030-75100-5_13

Download citation

Publish with us

Policies and ethics