Forecasting Error Pattern-Based Anomaly Detection in Multivariate Time Series

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Scopus citations

Abstract

The advent of Industry 4.0, partly characterized by the development of cyber-physical systems (CPSs), naturally entails the need for reliable security schemes. In particular, accurate detection of anomalies is of paramount importance, as even a small number of anomalous instances can trigger a catastrophic failure, often leading to a cascading one, throughout the CPS due to its interconnectivity. In this work, we aim to contribute to the body of literature on the application of anomaly detection techniques in CPSs. We propose novel Functional Data Analysis (FDA) and Autoencoder-based approaches for anomaly detection in the Secure Water Treatment (SWaT) dataset, which realistically represents a scaled-down industrial water treatment plant. We demonstrate that our methods can capture the underlying forecasting error patterns of the SWaT dataset generated by Mixture Density Networks (MDNs). We evaluate our detection performances using the F1 score and show that our methods empirically outperform the baseline approaches—cumulative sum (CUSUM) and static thresholding. We also provide a comparative analysis of our methods to discuss their abilities as well as limitations.

Original languageEnglish
Title of host publicationMachine Learning and Knowledge Discovery in Databases
Subtitle of host publicationApplied Data Science Track - European Conference, ECML PKDD 2020, Proceedings
EditorsYuxiao Dong, Dunja Mladenic, Craig Saunders
PublisherSpringer Science and Business Media Deutschland GmbH
Pages157-172
Number of pages16
ISBN (Print)9783030676667
DOIs
StatePublished - 2021
EventEuropean Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2020 - Virtual, Online
Duration: 14 Sep 202018 Sep 2020

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume12460 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferenceEuropean Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2020
CityVirtual, Online
Period14/09/2018/09/20

Keywords

  • Anomaly detection
  • Cyber-physical systems
  • Forecasting error patterns

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