A Hybrid Anomaly Detection Method for Multivariate Time Series

arXiv:2611.01661v1 Announce Type: new Abstract: Multivariate time series are ubiquitous in monitoring smart systems such as power plants, smart houses, and servers. These systems use multiple sensors to collect the system's status over time. Those sensors represent the status of the whole system as one entity. Anomaly detection in such smart systems is of critical importance to prevent system failure and maintain functionality. But anomaly detection in such multivariate time series data is very challenging since this type of data includes both temporal and spatial information. Capturing both of these pieces of information is important to detect anomalies. In this paper, we propose a hybrid deep learning-based anomaly detection method, which captures both temporal and spatial information. We propose to take advantage of the feature extraction capabilities of 2d convolutional network in a variational autoencoder, alongside a prediction-based deep neural network of 2d convolutional networks and a gated recurrent unit network to capture both spatial and temporal information. Experiments on public data against state-of-the-art show the potential of our method.