# Multi-scale Anomaly Detection for Big Time Series of Industrial Sensors

arXiv: https://arxiv.org/abs/2204.08159 · HTML: https://mlsanity.com/paper/2204.08159/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 15 of its 36 references that are in the map.
- First posted on arXiv 18 Apr 2022.

## Builds on (most cited first, 15 of 15)

- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Unsupervised Anomaly Detection with Generative Adversarial Networks to Guide Marker Discovery](https://mlsanity.com/paper/1703.05921/) (2017)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [GANomaly: Semi-Supervised Anomaly Detection via Adversarial Training](https://mlsanity.com/paper/1805.06725/) (2018)
- [Deep Learning for Anomaly Detection: A Survey](https://mlsanity.com/paper/1901.03407/) (2019)
- [Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://mlsanity.com/paper/1706.02633/) (2017)
- [Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications](https://mlsanity.com/paper/1802.03903/) (2018)
- [LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection](https://mlsanity.com/paper/1607.00148/) (2016)
- [MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks](https://mlsanity.com/paper/1901.04997/) (2019)
- [Efficient GAN-Based Anomaly Detection](https://mlsanity.com/paper/1802.06222/) (2018)
- [DOPING: Generative Data Augmentation for Unsupervised Anomaly Detection with GAN](https://mlsanity.com/paper/1808.07632/) (2018)
- [A Survey on GANs for Anomaly Detection](https://mlsanity.com/paper/1906.11632/) (2019)
- [Spotting Suspicious Link Behavior with fBox: An Adversarial Perspective](https://mlsanity.com/paper/1410.3915/) (2014)
- [Multiscale and multilevel technique for consistent segmentation of nonstationary time series](https://mlsanity.com/paper/1611.09727/) (2016)
- [Multiscale Segmentation via Bregman Distances and Nonlinear Spectral Analysis](https://mlsanity.com/paper/1604.06665/) (2016)

## Abstract (arXiv)

Given a multivariate big time series, can we detect anomalies as soon as they occur? Many existing works detect anomalies by learning how much a time series deviates away from what it should be in the reconstruction framework. However, most models have to cut the big time series into small pieces empirically since optimization algorithms cannot afford such a long series. The question is raised: do such cuts pollute the inherent semantic segments, like incorrect punctuation in sentences? Therefore, we propose a reconstruction-based anomaly detection method, MissGAN, iteratively learning to decode and encode naturally smooth time series in coarse segments, and finding out a finer segment from low-dimensional representations based on HMM. As a result, learning from multi-scale segments, MissGAN can reconstruct a meaningful and robust time series, with the help of adversarial regularization and extra conditional states. MissGAN does not need labels or only needs labels of normal instances, making it widely applicable. Experiments on industrial datasets of real water network sensors show our MissGAN outperforms the baselines with scalability. Besides, we use a case study on the CMU Motion dataset to demonstrate that our model can well distinguish unexpected gestures from a given conditional motion.