At eBay, there are thousands of product health metrics for different domain teams to monitor. We built a two-phase alerting system to notify users with actionable alerts based on anomaly detection and alert retrieval. In the first phase, we developed an efficient anomaly detection algorithm, called Moving Metric Detector (MMD), to identify potential alerts among metrics with distribution agnostic criteria. In the second alert retrieval phase, we built additional logic with feedbacks to select valid actionable alerts with point-wise ranking model and business rules. Compared with other trend and seasonality decomposition methods, our decomposer is faster and better to detect anomalies in unsupervised cases. Our two-phase approach dramatically improves alert precision and avoids alert spamming in eBay production.

我们提出了一个多变量时间序列异常检测框架 - 工作YMIR，它利用了集合学习和监督学习技术，以有效地学习和适应异常的现实世界系统应用。 YMIR通过Anensemble学习方法集成了几个目前使用的无监督的异常检测模型，因此可以在无监督场景中提供强大的额度体内差异检测结果。在超级访问的环境中，域专家和系统用户讨论和提供（异常与否），用于培训数据，这反映了特定系统的自身统计学检测标准。 Ymir Leveragesthe上述了未经监督的方法从原始多变量时间序列数据中提取丰富和有用的奇数表示，然后将特征和标签与监督分类器与OFALY检测结合起来。我们在大型监测系统中评估了内部多功能仪系列数据集的YMIR，并实现了异常检测性能。

多元时间序列中的异常检测在监视各种现实世界系统（例如IT系统运营或制造业）的行为方面起着重要作用。先前的方法对关节分布进行建模，而无需考虑多元时间序列的潜在机制，使它们变得复杂且饥饿。在本文中，我们从因果的角度提出异常检测问题，并将异常视为未遵循常规因果机制来生成多元数据的情况。然后，我们提出了一种基于因果关系的异常检测方法，该方法首先从数据中学习因果结构，然后渗透实例是否是相对于局部因果机制的异常，以从其直接原因产生每个变量，其条件分布可以直接估计从数据。鉴于因果系统的模块化特性，原始问题被分为一系列单独的低维异常检测问题，因此可以直接识别出异常的地方。我们通过模拟和公共数据集以及有关现实世界中AIOPS应用程序的案例研究评估我们的方法，显示其功效，鲁棒性和实际可行性。

时间序列的异常提供了各个行业的关键方案的见解，从银行和航空航天到信息技术，安全和医学。但是，由于异常的定义，经常缺乏标签以及此类数据中存在的极为复杂的时间相关性，因此识别时间序列数据中的异常尤其具有挑战性。LSTM自动编码器是基于长期短期内存网络的异常检测的编码器传统方案，该方案学会重建时间序列行为，然后使用重建错误来识别异常。我们将Denoising Architecture作为对该LSTM编码模型模型的补充，并研究其对现实世界以及人为生成的数据集的影响。我们证明了所提出的体系结构既提高了准确性和训练速度，从而使LSTM自动编码器更有效地用于无监督的异常检测任务。

Anomaly detection is an active research topic in many different fields such as intrusion detection, network monitoring, system health monitoring, IoT healthcare, etc. However, many existing anomaly detection approaches require either human intervention or domain knowledge, and may suffer from high computation complexity, consequently hindering their applicability in real-world scenarios. Therefore, a lightweight and ready-to-go approach that is able to detect anomalies in real-time is highly sought-after. Such an approach could be easily and immediately applied to perform time series anomaly detection on any commodity machine. The approach could provide timely anomaly alerts and by that enable appropriate countermeasures to be undertaken as early as possible. With these goals in mind, this paper introduces ReRe, which is a Real-time Ready-to-go proactive Anomaly Detection algorithm for streaming time series. ReRe employs two lightweight Long Short-Term Memory (LSTM) models to predict and jointly determine whether or not an upcoming data point is anomalous based on short-term historical data points and two long-term self-adaptive thresholds. Experiments based on real-world time-series datasets demonstrate the good performance of ReRe in real-time anomaly detection without requiring human intervention or domain knowledge.

Time-series anomaly detection is an important task and has been widely applied in the industry. Since manual data annotation is expensive and inefficient, most applications adopt unsupervised anomaly detection methods, but the results are usually sub-optimal and unsatisfactory to end customers. Weak supervision is a promising paradigm for obtaining considerable labels in a low-cost way, which enables the customers to label data by writing heuristic rules rather than annotating each instance individually. However, in the time-series domain, it is hard for people to write reasonable labeling functions as the time-series data is numerically continuous and difficult to be understood. In this paper, we propose a Label-Efficient Interactive Time-Series Anomaly Detection (LEIAD) system, which enables a user to improve the results of unsupervised anomaly detection by performing only a small amount of interactions with the system. To achieve this goal, the system integrates weak supervision and active learning collaboratively while generating labeling functions automatically using only a few labeled data. All of these techniques are complementary and can promote each other in a reinforced manner. We conduct experiments on three time-series anomaly detection datasets, demonstrating that the proposed system is superior to existing solutions in both weak supervision and active learning areas. Also, the system has been tested in a real scenario in industry to show its practicality.

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system defects, or heart fluttering, and is therefore of particular interest. The large size and complex patterns of time series have led researchers to develop specialised deep learning models for detecting anomalous patterns. This survey focuses on providing structured and comprehensive state-of-the-art time series anomaly detection models through the use of deep learning. It providing a taxonomy based on the factors that divide anomaly detection models into different categories. Aside from describing the basic anomaly detection technique for each category, the advantages and limitations are also discussed. Furthermore, this study includes examples of deep anomaly detection in time series across various application domains in recent years. It finally summarises open issues in research and challenges faced while adopting deep anomaly detection models.

给定传感器读数随着时间的推移从电网上，我们如何在发生异常时准确地检测？实现这一目标的关键部分是使用电网传感器网络在电网上实时地在实时检测到自然故障或恶意的任何不寻常的事件。行业中现有的坏数据探测器缺乏鲁布布利地检测广泛类型的异常，特别是由于新兴网络攻击而造成的复杂性，因为它们一次在网格的单个测量快照上运行。新的ML方法更广泛适用，但通常不会考虑拓扑变化对传感器测量的影响，因此无法适应历史数据中的定期拓扑调整。因此，我们向DynWatch，基于域知识和拓扑知识算法用于使用动态网格上的传感器进行异常检测。我们的方法准确，优于实验中的现有方法20％以上（F-Measure）;快速，在60K +分支机用中的每次传感器上平均运行小于1.7ms，使用笔记本电脑，并在图表的大小上线性缩放。

Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions of anomalies can complicate these efforts. Recent unsupervised machine learning methods have made remarkable progress in tackling this problem using either single-timestamp predictions or time series reconstructions. While traditionally considered separately, these methods are not mutually exclusive and can offer complementary perspectives on anomaly detection. This paper first highlights the successes and limitations of prediction-based and reconstruction-based methods with visualized time series signals and anomaly scores. We then propose AER (Auto-encoder with Regression), a joint model that combines a vanilla auto-encoder and an LSTM regressor to incorporate the successes and address the limitations of each method. Our model can produce bi-directional predictions while simultaneously reconstructing the original time series by optimizing a joint objective function. Furthermore, we propose several ways of combining the prediction and reconstruction errors through a series of ablation studies. Finally, we compare the performance of the AER architecture against two prediction-based methods and three reconstruction-based methods on 12 well-known univariate time series datasets from NASA, Yahoo, Numenta, and UCR. The results show that AER has the highest averaged F1 score across all datasets (a 23.5% improvement compared to ARIMA) while retaining a runtime similar to its vanilla auto-encoder and regressor components. Our model is available in Orion, an open-source benchmarking tool for time series anomaly detection.

在智能交通系统中，交通拥堵异常检测至关重要。运输机构的目标有两个方面：监视感兴趣领域的一般交通状况，并在异常拥堵状态下定位道路细分市场。建模拥塞模式可以实现这些目标，以实现全市道路的目标，相当于学习多元时间序列（MTS）的分布。但是，现有作品要么不可伸缩，要么无法同时捕获MTS中的空间信息。为此，我们提出了一个由数据驱动的生成方法组成的原则性和全面的框架，该方法可以执行可拖动的密度估计来检测流量异常。我们的方法在特征空间中的第一群段段，然后使用条件归一化流以在无监督的设置下在群集级别识别异常的时间快照。然后，我们通过在异常群集上使用内核密度估计器来识别段级别的异常。关于合成数据集的广泛实验表明，我们的方法在召回和F1得分方面显着优于几种最新的拥塞异常检测和诊断方法。我们还使用生成模型来采样标记的数据，该数据可以在有监督的环境中训练分类器，从而减轻缺乏在稀疏设置中进行异常检测的标记数据。

近年来，深度学习的时间序列增加了。对于时间序列的异常检测方案，例如金融，物联网，数据中心操作等，时间序列通常会根据各种外部因素显示非常灵活的基线。异常通过躺在远离基线的情况下揭示自己。但是，由于一些挑战，包括基线转换，缺乏标签，噪声干扰，流数据中的实时检测，可解释性等。从时间序列，即深基线网络（DBLN）。通过使用此深层网络，我们可以轻松地定位基线位置，然后提供可靠且可解释的异常检测结果。对合成和公共现实世界数据集的经验评估表明，我们纯粹的无监督算法与最新方法相比，实现了卓越的性能，并且具有良好的实际应用。

This paper presents an introduction to the state-of-the-art in anomaly and change-point detection. On the one hand, the main concepts needed to understand the vast scientific literature on those subjects are introduced. On the other, a selection of important surveys and books, as well as two selected active research topics in the field, are presented.

自2009年比特币成立以来，随着日常交易超过100亿美元，加密货币的市场已经超出了初始预期。随着行业的自动化，自动欺诈探测器的需求变得非常明显。实时检测异常会阻止潜在的事故和经济损失。多元时间序列数据中的异常检测提出了一个特定的挑战，因为它需要同时考虑时间依赖性和变量之间的关系。实时识别异常并不是一项容易的任务，特别是因为他们观察到的确切的异常行为。有些要点可能会呈现全球或局部异常行为，而其他点由于其频率或季节性行为或趋势的变化，可能是异常的。在本文中，我们建议从特定帐户进行以太坊的实时交易，并调查了各种各样的传统和新算法。我们根据他们搜索的策略和异常行为对它们进行分类，并表明当它们将它们捆绑在一起时，它们可以证明是一个很好的实时探测器，警报时间不超过几秒钟，并且非常有高信心。

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a complete and extensive evaluation of recent state-of-the-art techniques is still missing. Few efforts have been made to compare existing unsupervised time-series anomaly detection methods rigorously. However, only standard performance metrics, namely precision, recall, and F1-score are usually considered. Essential aspects for assessing their practical relevance are therefore neglected. This paper proposes an original and in-depth evaluation study of recent unsupervised anomaly detection techniques in time-series. Instead of relying solely on standard performance metrics, additional yet informative metrics and protocols are taken into account. In particular, (1) more elaborate performance metrics specifically tailored for time-series are used; (2) the model size and the model stability are studied; (3) an analysis of the tested approaches with respect to the anomaly type is provided; and (4) a clear and unique protocol is followed for all experiments. Overall, this extensive analysis aims to assess the maturity of state-of-the-art time-series anomaly detection, give insights regarding their applicability under real-world setups and provide to the community a more complete evaluation protocol.

该行业许多领域的自动化越来越多地要求为检测异常事件设计有效的机器学习解决方案。随着传感器的普遍存在传感器监测几乎连续地区的复杂基础设施的健康，异常检测现在可以依赖于以非常高的频率进行采样的测量，从而提供了在监视下的现象的非常丰富的代表性。为了充分利用如此收集的信息，观察不能再被视为多变量数据，并且需要一个功能分析方法。本文的目的是探讨近期对实际数据集的功能设置中异常检测技术的性能。在概述最先进的和视觉描述性研究之后，比较各种异常检测方法。虽然功能设置中的异常分类（例如，形状，位置）在文献中记录，但为所识别的异常分配特定类型似乎是一个具有挑战性的任务。因此，鉴于模拟研究中的这些突出显示类型，现有方法的强度和弱点是基准测试。接下来在两个数据集上评估异常检测方法，与飞行中的直升机监测和建筑材料的光谱相同有关。基准分析由从业者的建议指导结束。

The detection of anomalies in time series data is crucial in a wide range of applications, such as system monitoring, health care or cyber security. While the vast number of available methods makes selecting the right method for a certain application hard enough, different methods have different strengths, e.g. regarding the type of anomalies they are able to find. In this work, we compare six unsupervised anomaly detection methods with different complexities to answer the questions: Are the more complex methods usually performing better? And are there specific anomaly types that those method are tailored to? The comparison is done on the UCR anomaly archive, a recent benchmark dataset for anomaly detection. We compare the six methods by analyzing the experimental results on a dataset- and anomaly type level after tuning the necessary hyperparameter for each method. Additionally we examine the ability of individual methods to incorporate prior knowledge about the anomalies and analyse the differences of point-wise and sequence wise features. We show with broad experiments, that the classical machine learning methods show a superior performance compared to the deep learning methods across a wide range of anomaly types.

今天的网络世界难以多变量。在极端品种中收集的指标需要多变量算法以正确检测异常。然而，基于预测的算法，如被广泛证明的方法，通常在数据集中进行次优或不一致。一个关键的常见问题是他们努力成为一个尺寸适合的，但异常在自然中是独特的。我们提出了一种裁定到这种区别的方法。提出FMUAD - 一种基于预测，多方面，无监督的异常检测框架。FMUAD明确，分别捕获异常类型的签名性状 - 空间变化，时间变化和相关变化 - 与独立模块。然后，模块共同学习最佳特征表示，这是非常灵活和直观的，与类别中的大多数其他模型不同。广泛的实验表明我们的FMUAD框架始终如一地优于其他最先进的预测的异常探测器。

Aiot技术的最新进展导致利用机器学习算法来检测网络物理系统（CPS）的操作失败的越来越受欢迎。在其基本形式中，异常检测模块从物理工厂监控传感器测量和致动器状态，并检测这些测量中的异常以识别异常操作状态。然而，由于该模型必须在存在高度复杂的系统动态和未知量的传感器噪声的情况下准确地检测异常，构建有效的异常检测模型是挑战性的。在这项工作中，我们提出了一种新的时序序列异常检测方法，称为神经系统识别和贝叶斯滤波（NSIBF），其中特制的神经网络架构被构成系统识别，即捕获动态状态空间中CP的动态模型;然后，通过跟踪系统的隐藏状态的不确定性随着时间的推移，自然地施加贝叶斯滤波算法的顶部。我们提供定性的和定量实验，并在合成和三个现实世界CPS数据集上具有所提出的方法，表明NSIBF对最先进的方法比较了对CPS中异常检测的最新方法。

在工业应用中使用预测性维护，以提高机器可用性，并优化与无计计划的维护相关的成本。在大多数情况下，预测性维护应用程序使用传感器的输出，记录物理现象，例如温度或振动，其可以直接连接到机器的劣化过程。但是，在某些应用中，来自传感器的输出不可用，而是使用机器生成的事件日志。我们首先研究文献中使用的方法来解决预测性维护问题，并提出包含156台机器的事件日志的新公共数据集。在此之后，我们为预测维护系统定义了评估框架，该系统考虑了业务限制，并进行实验探索合适的解决方案，这些解决方案可以作为使用此新数据集的未来作品的指导。

During the past decade, many anomaly detection approaches have been introduced in different fields such as network monitoring, fraud detection, and intrusion detection. However, they require understanding of data pattern and often need a long off-line period to build a model or network for the target data. Providing real-time and proactive anomaly detection for streaming time series without human intervention and domain knowledge is highly valuable since it greatly reduces human effort and enables appropriate countermeasures to be undertaken before a disastrous damage, failure, or other harmful event occurs. However, this issue has not been well studied yet. To address it, this paper proposes RePAD, which is a Real-time Proactive Anomaly Detection algorithm for streaming time series based on Long Short-Term Memory (LSTM). RePAD utilizes short-term historic data points to predict and determine whether or not the upcoming data point is a sign that an anomaly is likely to happen in the near future. By dynamically adjusting the detection threshold over time, RePAD is able to tolerate minor pattern change in time series and detect anomalies either proactively or on time. Experiments based on two time series datasets collected from the Numenta Anomaly Benchmark demonstrate that RePAD is able to proactively detect anomalies and provide early warnings in real time without human intervention and domain knowledge.