Self-Supervised Time-Series Anomaly Detection Using Learnable Data Augmentation

Continuous efforts are being made to advance anomaly detection in various manufacturing processes to increase the productivity and safety of industrial sites. Deep learning replaced rule-based methods and recently emerged as a promising method for anomaly detection in diverse industries. However, in the real world, the scarcity of abnormal data and difficulties in obtaining labeled data create limitations in the training of detection models. In this study, we addressed these shortcomings by proposing a learnable data augmentation-based time-series anomaly detection (LATAD) technique that is trained in a self-supervised manner. LATAD extracts discriminative features from time-series data through contrastive learning. At the same time, learnable data augmentation produces challenging negative samples to enhance learning efficiency. We measured anomaly scores of the proposed technique based on latent feature similarities. As per the results, LATAD exhibited comparable or improved performance to the state-of-the-art anomaly detection assessments on several benchmark datasets and provided a gradient-based diagnosis technique to help identify root causes.

Towards a Rigorous Evaluation of Time-series Anomaly Detection

In recent years, proposed studies on time-series anomaly detection (TAD) report high F1 scores on benchmark TAD datasets, giving the impression of clear improvements. However, most studies apply a peculiar evaluation protocol called point adjustment (PA) before scoring. In this paper, we theoretically and experimentally reveal that the PA protocol has a great possibility of overestimating the detection performance; that is, even a random anomaly score can easily turn into a state-of-the-art TAD method. Therefore, the comparison of TAD methods with F1 scores after the PA protocol can lead to misguided rankings. Furthermore, we question the potential of existing TAD methods by showing that an untrained model obtains comparable detection performance to the existing methods even without PA. Based on our findings, we propose a new baseline and an evaluation protocol. We expect that our study will help a rigorous evaluation of TAD and lead to further improvement in future researches.