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State-Transition-Aware Anomaly Detection Under Concept Drifts

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Big Data Analytics and Knowledge Discovery (DaWaK 2023)

Abstract

Detecting temporal abnormal patterns over streaming data is challenging due to volatile data properties and the lack of real-time labels. The abnormal patterns are usually hidden in the temporal context, which cannot be detected by evaluating single points. Furthermore, the normal state evolves over time due to concept drifts. A single model does not fit all data over time. Autoencoders are recently applied for unsupervised anomaly detection. However, they are trained on a single normal state and usually become invalid after distributional drifts in the data stream. This paper uses an Autoencoder-based approach STAD for anomaly detection under concept drifts. In particular, we propose a state-transition-aware model to map different data distributions in each period of the data stream into states, thereby addressing the model adaptation problem in an interpretable way. Our experiments evaluate the proposed method on synthetic and real-world datasets. While delivering comparable anomaly detection performance as the state-of-the-art approaches, STAD works more efficiently and provides extra interpretability.

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Notes

  1. 1.

    Unless specifically stated, instead of normally distributed data, normal data refers to the opposite of abnormal data in the anomaly detection context.

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Acknowledgement

This work was supported by the Research Center Trustworthy Data Science and Security, an institution of the University Alliance Ruhr.

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Correspondence to Bin Li .

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Li, B., Müller, E. (2023). State-Transition-Aware Anomaly Detection Under Concept Drifts. In: Wrembel, R., Gamper, J., Kotsis, G., Tjoa, A.M., Khalil, I. (eds) Big Data Analytics and Knowledge Discovery. DaWaK 2023. Lecture Notes in Computer Science, vol 14148. Springer, Cham. https://doi.org/10.1007/978-3-031-39831-5_5

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  • DOI: https://doi.org/10.1007/978-3-031-39831-5_5

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