Robust Spatiotemporally Contiguous Anomaly Detection Using Tensor Decomposition
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Abstract (arXiv)
Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications, including video surveillance, medical imaging data, and urban traffic monitoring. Existing anomaly detection methods focus mainly on point anomalies and cannot deal with temporal and spatial dependencies that arise in spatio-temporal data. Tensor-based anomaly detection methods have been proposed to address this problem. Although existing methods can capture dependencies across different modes, they are primarily supervised and do not account for the specific structure of anomalies. Moreover, these methods focus mainly on extracting anomalous features without providing any statistical confidence. In this paper, we introduce an unsupervised tensor-based anomaly detection method that simultaneously considers the sparse and spatiotemporally smooth nature of anomalies. The anomaly detection problem is formulated as a regularized robust low-rank + sparse tensor decomposition where the total variation of the tensor with respect to the underlying spatial and temporal graphs quantifies the spatiotemporal smoothness of the anomalies. Once the anomalous features are extracted, we introduce a statistical anomaly scoring framework that accounts for local spatio-temporal dependencies. The proposed framework is evaluated on both synthetic and real data.
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References · 10
- 2019Optuna: A Next-generation Hyperparameter Optimization Frameworkcited by 2,501
- 2017Graph Signal Processing: Overview, Challenges and Applicationscited by 413
- 2019Deep Semi-Supervised Anomaly Detectioncited by 291
- 2014Toward Supervised Anomaly Detectioncited by 73
- 2022Low-Rank Tensor Function Representation for Multi-Dimensional Data Recoverycited by 46
- 2013Robust Low-rank Tensor Recovery: Models and Algorithmscited by 34
- 2019Tensor Completion for Weakly-dependent Data on Graph for Metro Passenger Flow Predictioncited by 30
- 2014Signal Recovery on Graphs: Variation Minimizationcited by 26
- 2024Graph Spatiotemporal Process for Multivariate Time Series Anomaly Detection with Missing Valuescited by 10
- 2018Anomaly Detection in Road Networks Using Sliding-Window Tensor Factorizationcited by 3
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