Detection of Anomalies in Multivariate Time Series Using Ensemble Techniques

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to solve. Methods that are based on Deep Neural Networks such as LSTM, Autoencoders, Convolutional Autoencoders etc., have shown positive results in such imbalanced data. However, the major challenge that algorithms face when applied to multivariate time series is that the anomaly can arise from a small subset of the feature set. To boost the performance of these base models, we propose a feature-bagging technique that considers only a subset of features at a time, and we further apply a transformation that is based on nested rotation computed from Principal Component Analysis (PCA) to improve the effectiveness and generalization of the approach. To further enhance the prediction performance, we propose an ensemble technique that combines multiple base models toward the final decision. In addition, a semi-supervised approach using a Logistic Regressor to combine the base models' outputs is proposed. The proposed methodology is applied to the Skoltech Anomaly Benchmark (SKAB) dataset, which contains time series data related to the flow of water in a closed circuit, and the experimental results show that the proposed ensemble technique outperforms the basic algorithms. More specifically, the performance improvement in terms of anomaly detection accuracy reaches 2% for the unsupervised and at least 10% for the semi-supervised models.

Intelligent Proactive Fault Tolerance at the Edge through Resource Usage Prediction

The proliferation of demanding applications and edge computing establishes the need for an efficient management of the underlying computing infrastructures, urging the providers to rethink their operational methods. In this paper, we propose an Intelligent Proactive Fault Tolerance (IPFT) method that leverages the edge resource usage predictions through Recurrent Neural Networks (RNN). More specifically, we focus on the process-faults, which are related with the inability of the infrastructure to provide Quality of Service (QoS) in acceptable ranges due to the lack of processing power. In order to tackle this challenge we propose a composite deep learning architecture that predicts the resource usage metrics of the edge nodes and triggers proactive node replications and task migration. Taking also into consideration that the edge computing infrastructure is also highly dynamic and heterogeneous, we propose an innovative Hybrid Bayesian Evolution Strategy (HBES) algorithm for automated adaptation of the resource usage models. The proposed resource usage prediction mechanism has been experimentally evaluated and compared with other state of the art methods with significant improvements in terms of Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE). Additionally, the IPFT mechanism that leverages the resource usage predictions has been evaluated in an extensive simulation in CloudSim Plus and the results show significant improvement compared to the reactive fault tolerance method in terms of reliability and maintainability.