A Novel Discords Detector for Periodic Time Series Based on Weighted Spherical Single Means with Phase Shift
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摘要: 针对传统的单分类器不适用于周期时间序列的异常检测,提出了一种基于移相加权球面单簇聚类的单分类器PS-WS1M-OCC.通过在聚类过程中增加高效的循环移位操作,解决了时间序列记录之间相似度计算的问题.另一方面,基于时间序列记 录的权重分布,提出了新的阈值自适应确定方法,从而使单分类器对训练集包含的异常数据和参数设置不敏感.实验表明,本文提出的单分类器可以用于周 期时间序列的异常检测;与传统的单分类器相比,可以成功地从包含异常数据的训练集中进行无监督学习,对训练集包含的异常数据鲁棒,并且对参数不敏感.
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关键词:
- 移相加权球面单簇聚类 /
- 时间序列异常检测 /
- 单分类器 /
- 从包含噪声的数据中学习
Abstract: The traditional one-class classifiers are not suitable for detecting discords in periodic time series. A novel one-class classifier PS-WS1M-OCC is proposed in this paper. In our method, the phase problem in time series is solved by introducing phase shift into the clustering procedure. Meanwhile, a novel criterion for adaptively choosing threshold is proposed. In this way, the proposed classifier is insensitive to noise in the training set. Experimental results show that our PS-WSKM-OCC is more robust than the existing one-class classifiers when it is applied to the problem of discord detection in the periodic time series. -
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