PAFormer: Anomaly Detection of Time Series With Parallel-Attention Transformer

计算机科学 异常检测 规范化(社会学) 人工智能 数据挖掘 变压器 数据点 机器学习 模式识别(心理学) 工程类 电压 社会学 人类学 电气工程
作者
Ningning Bai,Xiaofeng Wang,Ruidong Han,Q. Wang,Zinian Liu
出处
期刊:IEEE transactions on neural networks and learning systems [Institute of Electrical and Electronics Engineers]
卷期号:: 1-14 被引量:2
标识
DOI:10.1109/tnnls.2023.3337876
摘要

Time-series anomaly detection is a critical task with significant impact as it serves a pivotal role in the field of data mining and quality management. Current anomaly detection methods are typically based on reconstruction or forecasting algorithms, as these methods have the capability to learn compressed data representations and model time dependencies. However, most methods rely on learning normal distribution patterns, which can be difficult to achieve in real-world engineering applications. Furthermore, real-world time-series data is highly imbalanced, with a severe lack of representative samples for anomalous data, which can lead to model learning failure. In this article, we propose a novel end-to-end unsupervised framework called the parallel-attention transformer (PAFormer), which discriminates anomalies by modeling both the global characteristics and local patterns of time series. Specifically, we construct parallel-attention (PA), which includes two core modules: the global enhanced representation module (GERM) and the local perception module (LPM). GERM consists of two pattern units and a normalization module, with attention weights that indicate the relationship of each data point to the whole series (global). Due to the rarity of anomalous points, they have strong associations with adjacent data points. LPM is composed of a learnable Laplace kernel function that learns the neighborhood relevancies through the distributional properties of the kernel function (local). We employ the PA to learn the global-local distributional differences for each data point, which enables us to discriminate anomalies. Finally, we propose a two-stage adversarial loss to optimize the model. We conduct experiments on five public benchmark datasets (real-world datasets) and one synthetic dataset. The results show that PAFormer outperforms state-of-the-art baselines.
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