Detecting Anomalous Multivariate Time-Series via Hybrid Machine Learning

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This paper investigates the use of hybrid machine learning (HML) for the detection of anomalous multivariate time-series (MVTS). Focusing on a specific industrial use case from geotechnical engineering, where 100’s of MVTS need to be analyzed and classified, has permitted extensive testing of the proposed methods with real measurement data. The novel hybrid anomaly detector combines two means for detection, creating redundancy and reducing the risk of missing defective elements in a safety relevant application. The two parts are: (1) anomaly detection based on approximately fifty physics-motivated key performance indicators (KPI) and (2) an unsupervised variational autoencoder with long short-term memory layers. The KPI capture expert knowledge on properties of the data that infer the quality of produced elements; these are used as a type of auto-labeling. The goal of the extension using machine learning (ML) is to detect anomalies that the experts may not have foreseen. In contrast to anomaly detection in streaming data, where the goal is to locate an anomaly, each MVTS is complete in itself at the time of evaluation and is categorized as anomalous or non-anomalous. The paper compares the performance of different variational-autoencoder architectures (e.g., LSTM-VAE and BiLSTM-VAE). The results of using a genetic algorithm to optimize the hyper-parameters of the different architectures are also presented. It is shown that modeling the industrial process as an assemblage of sub-processes yields a better discriminating power and permits the identification of inter-dependencies between the sub-processes. Interestingly, different autoencoder architectures may be optimal for different sub-processes; here two different architectures are combined to achieve superior performance. Extensive results are presented based on a very large set of real-time measurement data.
FachzeitschriftIEEE transactions on instrumentation and measurement
PublikationsstatusVeröffentlicht - 12 Jan. 2023

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