Proposal of a Time Series Anomaly Detection Method Using Image Encoding Techniques

Abstract

Time series anomaly detection is considered to play a major role in many areas of society. Models using RNN, which are well suited for time series data, have been studied. However, models using RNN have the problem of high cost; image en- coding approaches combining Gramian Angular Fields(GAF) and Autoencoder are less expensive than RNN. However, the accuracy in existing studies is not as good as RNN. In this paper, we propose a time-series anomaly detection frame- work that first focuses on the structural issues of GAF and the reconstruction accuracy of Autoencoder. Experiments were conducted to verify the effectiveness of the framework. The results showed that the approach focusing on the structural is- sues of GAF achieved a significant improvement in accuracy, while the approach focusing on improving the reconstruction accuracy of the Autoencoder network decreased the anomaly detection accuracy. The reason for the lower accuracy was found to be that the networks with higher reconstruction accuracy accurately reconstructed even the anomaly images, making anomaly detection based on L1 errors impossible. These results indicate that an approach that focuses on the structural problems of GAF is effective, while an approach that improves the reconstruction accuracy of Autoencoder is not necessarily effective.