Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection

Time series anomaly detection is very important to ensure the security of industrial control systems (ICSs). Many algorithms have performed well in anomaly detection. However, the performance of most of these algorithms decreases sharply with the increase in feature dimension. This paper proposes an...

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Main Authors: Mengmeng Zhao, Haipeng Peng, Lixiang Li, Yeqing Ren
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Sensors
Subjects:
Online Access:https://www.mdpi.com/1424-8220/24/5/1522
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author Mengmeng Zhao
Haipeng Peng
Lixiang Li
Yeqing Ren
author_facet Mengmeng Zhao
Haipeng Peng
Lixiang Li
Yeqing Ren
author_sort Mengmeng Zhao
collection DOAJ
description Time series anomaly detection is very important to ensure the security of industrial control systems (ICSs). Many algorithms have performed well in anomaly detection. However, the performance of most of these algorithms decreases sharply with the increase in feature dimension. This paper proposes an anomaly detection scheme based on Graph Attention Network (GAT) and Informer. GAT learns sequential characteristics effectively, and Informer performs excellently in long time series prediction. In addition, long-time forecasting loss and short-time forecasting loss are used to detect multivariate time series anomalies. Short-time forecasting is used to predict the next time value, and long-time forecasting is employed to assist the short-time prediction. We conduct a large number of experiments on industrial control system datasets SWaT and WADI. Compared with most advanced methods, we achieve competitive results, especially on higher-dimensional datasets. Moreover, the proposed method can accurately locate anomalies and realize interpretability.
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spelling doaj.art-aab3a3494fd3417abd647a975e7d25082024-03-12T16:55:05ZengMDPI AGSensors1424-82202024-02-01245152210.3390/s24051522Graph Attention Network and Informer for Multivariate Time Series Anomaly DetectionMengmeng Zhao0Haipeng Peng1Lixiang Li2Yeqing Ren3Information Security Center, State Key Laboratory of Networking and Switching Technology, Beijing University of Posts and Telecommunications, Beijing 100876, ChinaInformation Security Center, State Key Laboratory of Networking and Switching Technology, Beijing University of Posts and Telecommunications, Beijing 100876, ChinaInformation Security Center, State Key Laboratory of Networking and Switching Technology, Beijing University of Posts and Telecommunications, Beijing 100876, ChinaInformation Security Center, State Key Laboratory of Networking and Switching Technology, Beijing University of Posts and Telecommunications, Beijing 100876, ChinaTime series anomaly detection is very important to ensure the security of industrial control systems (ICSs). Many algorithms have performed well in anomaly detection. However, the performance of most of these algorithms decreases sharply with the increase in feature dimension. This paper proposes an anomaly detection scheme based on Graph Attention Network (GAT) and Informer. GAT learns sequential characteristics effectively, and Informer performs excellently in long time series prediction. In addition, long-time forecasting loss and short-time forecasting loss are used to detect multivariate time series anomalies. Short-time forecasting is used to predict the next time value, and long-time forecasting is employed to assist the short-time prediction. We conduct a large number of experiments on industrial control system datasets SWaT and WADI. Compared with most advanced methods, we achieve competitive results, especially on higher-dimensional datasets. Moreover, the proposed method can accurately locate anomalies and realize interpretability.https://www.mdpi.com/1424-8220/24/5/1522anomaly detectionmutlivariate time seriesgraph attention networkInformerindustrial control systems
spellingShingle Mengmeng Zhao
Haipeng Peng
Lixiang Li
Yeqing Ren
Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection
Sensors
anomaly detection
mutlivariate time series
graph attention network
Informer
industrial control systems
title Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection
title_full Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection
title_fullStr Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection
title_full_unstemmed Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection
title_short Graph Attention Network and Informer for Multivariate Time Series Anomaly Detection
title_sort graph attention network and informer for multivariate time series anomaly detection
topic anomaly detection
mutlivariate time series
graph attention network
Informer
industrial control systems
url https://www.mdpi.com/1424-8220/24/5/1522
work_keys_str_mv AT mengmengzhao graphattentionnetworkandinformerformultivariatetimeseriesanomalydetection
AT haipengpeng graphattentionnetworkandinformerformultivariatetimeseriesanomalydetection
AT lixiangli graphattentionnetworkandinformerformultivariatetimeseriesanomalydetection
AT yeqingren graphattentionnetworkandinformerformultivariatetimeseriesanomalydetection