Real-time anomaly detection based on long short-Term memory and Gaussian Mixture Model

Anomaly detection is a long-standing problem in system designation. High-quality anomaly detection can benefit plenty of applications (e.g. system monitoring, disaster precaution and intrusion detection). Most of the existing anomalies detection algorithms are less competent for both effectiveness a...

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Bibliographic Details
Published in:Computers & electrical engineering Vol. 79; p. 106458
Main Authors: Ding, Nan, Ma, HaoXuan, Gao, Huanbo, Ma, YanHua, Tan, GuoZhen
Format: Journal Article
Language:English
Published: Amsterdam Elsevier Ltd 01.10.2019
Elsevier BV
Subjects:
Algorithms
Anomalies
Anomaly detection
Datasets
Gaussian mixture model
Intrusion
Long short term memory
Multivariate sensing time series
Probabilistic models
Real time
Short term
Multivariate sensing time series
Anomaly detection
Long short term memory
Gaussian mixture model
ISSN:0045-7906, 1879-0755
Online Access:Get full text
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Summary:Anomaly detection is a long-standing problem in system designation. High-quality anomaly detection can benefit plenty of applications (e.g. system monitoring, disaster precaution and intrusion detection). Most of the existing anomalies detection algorithms are less competent for both effectiveness and real-time capability requirements simultaneously. Therefore, in this paper, the LGMAD, a real-time anomaly detection algorithm based on Long-Short Term Memory (LSTM) and Gaussian Mixture Model (GMM)is proposed. Specifically, we evaluate the real-time anomalies of each univariate sensing time-series via LSTM model, and then a Gaussian Mixture Model is adopted to give a multidimensional joint detection of possible anomalies. Both NAB dataset and self-made dataset are employed to verify our approach. Extensive experiments are conducted to demonstrate the superiority of LGMAD compared to existing anomaly detection algorithms.
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ISSN:0045-7906
1879-0755
DOI:10.1016/j.compeleceng.2019.106458