%0 Generic %1 zhang2019series %A Zhang, Chunkai %A Chen, Yingyang %D 2019 %K anomaly-detection autoencoders preprint %T Time Series Anomaly Detection with Variational Autoencoders %U http://arxiv.org/abs/1907.01702 %X Anomaly detection is a very worthwhile question. However, the anomaly is not a simple two-category in reality, so it is difficult to give accurate results through the comparison of similarities. There are already some deep learning models based on GAN for anomaly detection that demonstrate validity and accuracy on time series data sets. In this paper, we propose an unsupervised model-based anomaly detection named LVEAD, which assumpts that the anomalies are objects that do not fit perfectly with the model. For better handling the time series, we use the LSTM model as the encoder and decoder part of the VAE model. Considering to better distinguish the normal and anomaly data, we train a re-encoder model to the latent space to generate new data. Experimental results of several benchmarks show that our method outperforms state-of-the-art anomaly detection techniques.

@misc{zhang2019series, abstract = {Anomaly detection is a very worthwhile question. However, the anomaly is not a simple two-category in reality, so it is difficult to give accurate results through the comparison of similarities. There are already some deep learning models based on GAN for anomaly detection that demonstrate validity and accuracy on time series data sets. In this paper, we propose an unsupervised model-based anomaly detection named LVEAD, which assumpts that the anomalies are objects that do not fit perfectly with the model. For better handling the time series, we use the LSTM model as the encoder and decoder part of the VAE model. Considering to better distinguish the normal and anomaly data, we train a re-encoder model to the latent space to generate new data. Experimental results of several benchmarks show that our method outperforms state-of-the-art anomaly detection techniques.}, added-at = {2019-08-06T17:32:53.000+0200}, author = {Zhang, Chunkai and Chen, Yingyang}, biburl = {https://www.bibsonomy.org/bibtex/237e170743ae68b913613be1978ccd369/nonancourt}, description = {Time Series Anomaly Detection with Variational Autoencoders}, interhash = {79a3456527ec3c00dfe7b9472ebe6e81}, intrahash = {37e170743ae68b913613be1978ccd369}, keywords = {anomaly-detection autoencoders preprint}, note = {cite arxiv:1907.01702}, timestamp = {2019-08-06T17:32:53.000+0200}, title = {Time Series Anomaly Detection with Variational Autoencoders}, url = {http://arxiv.org/abs/1907.01702}, year = 2019 }