PROBLEM:
anomaly detection
input: multivariate time series to RNN ------> capture the normal patterns -----> reconstruct input data by the representations ------> use the reconstruction probabilities to determine anomalies.
INTRODUCTION:
Anomaly detection in different fields (graph, log messages, time series); 说明不同信息载体(图,文本,时序数据)的方法有很大的差异,可能在某些方面又是共通的。
Multiple univariate time series from the same device (or more generally, an entity) forms a multivariate time series.
RELATED WORK:
PRELIMINARIES:
扫描二维码关注公众号,回复:
8934285 查看本文章
SUPPLEMENTARY KNOWLEDGE:
1. what does temporal dependency mean?