Anomaly detection using spatial and temporal information in multivariate time series.

Real-world industrial systems contain a large number of interconnected sensors that generate a significant amount of time series data during system operation. Performing anomaly detection on these multivariate time series data can timely find faults, prevent malicious attacks, and ensure these systems safe and reliable operation. However, the rarity of abnormal instances leads to a lack of labeled data, so the supervised machine learning methods are not applicable. Furthermore, most current techniques do not take full advantage of the spatial and temporal dependencies implied among multiple variables to detect anomalies. Hence, we propose STADN, a novel Anomaly Detection Network Using Spatial and Temporal Information. STADN models the relationship graph between variables for a graph attention network to capture the spatial dependency between variables and utilizes a long short-term memory network to mine the temporal dependency of time series to fully use the spatial and temporal information of multivariate time series. STADN predicts the future behavior of each sensor by combining the historical behavior of the sensor and its neighbors, then detects and locates anomalies according to the prediction error. Furthermore, we improve the proposed model's ability to discriminate anomaly and regularity and expand the prediction error gap between normal and abnormal instances by reconstructing the prediction errors. We conduct experiments on two real-world datasets, and the experimental results suggested that STADN achieves state-of-the-art outperformance.