Unsupervised Time Series Outlier Detection with Diversity-Driven Convolutional Ensembles -- Extended Version
With the sweeping digitalization of societal, medical, industrial, and
scientific processes, sensing technologies are being deployed that produce
increasing volumes of time series data, thus fueling a plethora of new or
improved applications. In this setting, outlier detection is frequently
important, and while solutions based on neural networks exist, they leave room
for improvement in terms of both accuracy and efficiency. With the objective of
achieving such improvements, we propose a diversity-driven, convolutional
ensemble. To improve accuracy, the ensemble employs multiple basic outlier
detection models built on convolutional sequence-to-sequence autoencoders that
can capture temporal dependencies in time series. Further, a novel
diversity-driven training method maintains diversity among the basic models,
with the aim of improving the ensemble's accuracy. To improve efficiency, the
approach enables a high degree of parallelism during training. In addition, it
is able to transfer some model parameters from one basic model to another,
which reduces training time. We report on extensive experiments using
real-world multivariate time series that offer insight into the design choices
underlying the new approach and offer evidence that it is capable of improved
accuracy and efficiency. This is an extended version of "Unsupervised Time
Series Outlier Detection with Diversity-Driven Convolutional Ensembles", to
appear in PVLDB 2022.
Authors
David Campos, Tung Kieu, Chenjuan Guo, Feiteng Huang, Kai Zheng, Bin Yang, Christian S. Jensen