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Unsupervised and scalable subsequence anomaly detection in large data series

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Abstract

Subsequence anomaly (or outlier) detection in long sequences is an important problem with applications in a wide range of domains. However, the approaches that have been proposed so far in the literature have severe limitations: they either require prior domain knowledge or become cumbersome and expensive to use in situations with recurrent anomalies of the same type. In this work, we address these problems and propose NormA, a novel approach, suitable for domain-agnostic anomaly detection. NormA is based on a new data series primitive, which permits to detect anomalies based on their (dis)similarity to a model that represents normal behavior. The experimental results on several real datasets demonstrate that the proposed approach correctly identifies all single and recurrent anomalies of various types, with no prior knowledge of the characteristics of these anomalies (except for their length). Moreover, it outperforms by a large margin the current state-of-the art algorithms in terms of accuracy, while being orders of magnitude faster.

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Notes

  1. If the dimension that imposes the ordering of the sequence is time then we talk about time series. In the rest of this paper, we will use the terms sequence, data series, and time series interchangeably.

  2. http://www.safran-group.com/.

  3. A preliminary version of this paper and a corresponding demo paper have appeared elsewhere [10, 11].

  4. The authors of these papers define the problem as kth-discord discovery.

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Authors and Affiliations

  1. EDF R&D, Paris, France

    Paul Boniol, Mohammed Meftah & Emmanuel Remy

  2. Université de Paris, Paris, France

    Michele Linardi, Federico Roncallo & Themis Palpanas

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  1. Paul Boniol
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  2. Michele Linardi
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  3. Federico Roncallo
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  4. Themis Palpanas
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Correspondence to Paul Boniol.

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Boniol, P., Linardi, M., Roncallo, F. et al. Unsupervised and scalable subsequence anomaly detection in large data series. The VLDB Journal 30, 909–931 (2021). https://doi.org/10.1007/s00778-021-00655-8

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