# GraphAD: A Graph Neural Network for Entity-Wise Multivariate Time-Series Anomaly Detection

arXiv: https://arxiv.org/abs/2205.11139 · HTML: https://mlsanity.com/paper/2205.11139/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 21 references that are in the map.
- First posted on arXiv 23 May 2022.

## Builds on (most cited first, 14 of 14)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [Inductive Representation Learning on Large Graphs](https://mlsanity.com/paper/1706.02216/) (2017)
- [Opening the Black Box of Deep Neural Networks via Information](https://mlsanity.com/paper/1703.00810/) (2017)
- [Graph Neural Network-Based Anomaly Detection in Multivariate Time Series](https://mlsanity.com/paper/2106.06947/) (2021)
- [CLUB: A Contrastive Log-ratio Upper Bound of Mutual Information](https://mlsanity.com/paper/2006.12013/) (2020)
- [LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection](https://mlsanity.com/paper/1607.00148/) (2016)
- [Multivariate Time-series Anomaly Detection via Graph Attention Network](https://mlsanity.com/paper/2009.02040/) (2020)
- [COPOD: Copula-Based Outlier Detection](https://mlsanity.com/paper/2009.09463/) (2020)
- [RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series](https://mlsanity.com/paper/1812.01767/) (2018)
- [TrafficStream: A Streaming Traffic Flow Forecasting Framework Based on Graph Neural Networks and Continual Learning](https://mlsanity.com/paper/2106.06273/) (2021)
- [TSSRGCN: Temporal Spectral Spatial Retrieval Graph Convolutional Network for Traffic Flow Forecasting](https://mlsanity.com/paper/2011.14638/) (2020)
- [Neuron Campaign for Initialization Guided by Information Bottleneck Theory](https://mlsanity.com/paper/2108.06530/) (2021)

## Built on by (most cited first, 5 of 5)

- [A Survey of Imbalanced Learning on Graphs: Problems, Techniques, and Future Directions](https://mlsanity.com/paper/2308.13821/) (2023)
- [Towards Fair Graph Anomaly Detection: Problem, Benchmark Datasets, and Evaluation](https://mlsanity.com/paper/2402.15988/) (2024)
- [Towards Ideal Temporal Graph Neural Networks: Evaluations and Conclusions after 10,000 GPU Hours](https://mlsanity.com/paper/2412.20256/) (2024)
- [TAROT: A Hierarchical Framework with Multitask Co-Pretraining on Semi-Structured Data towards Effective Person-Job Fit](https://mlsanity.com/paper/2401.07525/) (2024)
- [From Chaos to Clarity: Time Series Anomaly Detection in Astronomical Observations](https://mlsanity.com/paper/2403.10220/) (2024)

## Abstract (arXiv)

In recent years, the emergence and development of third-party platforms have greatly facilitated the growth of the Online to Offline (O2O) business. However, the large amount of transaction data raises new challenges for retailers, especially anomaly detection in operating conditions. Thus, platforms begin to develop intelligent business assistants with embedded anomaly detection methods to reduce the management burden on retailers. Traditional time-series anomaly detection methods capture underlying patterns from the perspectives of time and attributes, ignoring the difference between retailers in this scenario. Besides, similar transaction patterns extracted by the platforms can also provide guidance to individual retailers and enrich their available information without privacy issues. In this paper, we pose an entity-wise multivariate time-series anomaly detection problem that considers the time-series of each unique entity. To address this challenge, we propose GraphAD, a novel multivariate time-series anomaly detection model based on the graph neural network. GraphAD decomposes the Key Performance Indicator (KPI) into stable and volatility components and extracts their patterns in terms of attributes, entities and temporal perspectives via graph neural networks. We also construct a real-world entity-wise multivariate time-series dataset from the business data of Ele.me. The experimental results on this dataset show that GraphAD significantly outperforms existing anomaly detection methods.