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A novel multi-level framework for anomaly detection in time series data

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Abstract

Anomaly detection is a challenging problem in science and engineering that appeals to numerous scholars. It is of great relevance to detect anomalies and analyze their potential implications. In this study, a multi-level anomaly detection framework with information granules of higher type and higher order is developed based on the principle of justifiable granularity and Fuzzy C-Means (FCM) clustering algorithm, including two different types of approaches, namely abstract level approach (ALA) and detailed level approach (DLA). The ALA approach is implemented at a comparatively abstract level (viz., level-1), in which two distinct types of information granules of order-1 (viz., information granules of type-1 and type-2) are employed for anomaly detection. The DLA approach is formulated and derived from the ALA approach at a more detailed level (viz., level-2), which generates more detailed information granules, namely information granules of order-2, through successive splitting information granules and the FCM clustering algorithm to refine the problem at various levels. Furthermore, a similarity measurement algorithm is designed for anomaly detection utilizing information granules of higher type and higher order. Comprehensive performance indexes are produced to quantify the performance of the proposed framework compared with the methods of two single-level approaches and two multi-level approaches. Synthetic data and several real-world data coming from various areas are engaged to demonstrate and support the superiority of the proposed approaches over other classical methods in terms of detection accuracy and data anomaly resolution.

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Acknowledgements

This work was supported in part by the Fundamental Research Funds for the Central Universities under Grant K50510040013 and Grant K5051304007, in part by the Natural Science Foundation of China under Grant 61374068, and in part by the Science and Technology Development Fund, MSAR, under Grant 078/2015/A3, and the Doctoral Students Study Abroad Scholarship Fund of Xidian University.

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Authors and Affiliations

  1. School of Electro-Mechanical Engineering, Xidian University, Xi’an, 710071, China

    Yanjun Zhou, Huorong Ren, Dan Zhao & Zhiwu Li

  2. Institute of Systems Engineering, Macau University of Science and Technology, Taipa Macau, SAR 999078, China

    Zhiwu Li

  3. Department of Electrical and Computer Engineering, University of Alberta, Edmonton, Alberta, T6G 2V4, Canada

    Witold Pedrycz

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  1. Yanjun Zhou
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  2. Huorong Ren
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  3. Dan Zhao
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  4. Zhiwu Li
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Correspondence to Huorong Ren.

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Zhou, Y., Ren, H., Zhao, D. et al. A novel multi-level framework for anomaly detection in time series data. Appl Intell 53, 10009–10026 (2023). https://doi.org/10.1007/s10489-022-04016-y

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