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A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data

AAAI 2019 · Time series › Anomaly detection · approach: Multivariate anomaly detection · 821 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use MSCRED instead of LSTM-EDUnsupervised multivariate time-series anomaly detection · Synthetic DataF1: 0.72 -> 0.89Helped
Use MSCRED instead of LSTM-EDUnsupervised multivariate time-series anomaly detection · Power Plant DataF1: 0.71 -> 0.82Helped
Add the first three ConvLSTM layers (ablation)MSCRED · Synthetic DataF1: 0.29 -> 0.89Helped
Add the first two ConvLSTM layers (ablation)MSCRED · Synthetic DataF1: 0.59 -> 0.89Helped
Add the attention module (ablation)MSCRED · Synthetic DataF1: 0.78 -> 0.89Helped
Add the first three ConvLSTM layers (ablation)MSCRED · Power Plant DataF1: 0.61 -> 0.82Helped
Add the first two ConvLSTM layers (ablation)MSCRED · Power Plant DataF1: 0.76 -> 0.82Helped
Add the attention module (ablation)MSCRED · Power Plant DataF1: 0.78 -> 0.82Helped
Use MSCRED rather than ARMA or LSTM-ED as input noise variesSynthetic time-series anomaly detection · Synthetic data with noise scale 0.2 to 0.45Precision and RecallHelped
Use MSCRED instead of LSTM-ED for root-cause rankingRoot cause identification · Synthetic and Power Plant DataRecall@3: 25.9%; 32.4%Helped

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