Memory-augmented Adversarial Autoencoders for Multivariate Time-series Anomaly Detection with Deep Reconstruction and Prediction

Detecting anomalies for multivariate time-series without manual supervision continues a challenging problem due to the increased scale of dimensions and complexity of today's IT monitoring systems. Recent progress of unsupervised time-series anomaly detection mainly use deep autoencoders to solve this problem, i.e. training on normal samples and producing significant reconstruction error on abnormal inputs. However, in practice, autoencoders can reconstruct anomalies so well, due to powerful capabilites of neural networks. Besides, these approaches can be ineffective for identifying non-point anomalies, e.g. contextual anomalies and collective anomalies, since they solely utilze a point-wise reconstruction objective. To tackle the above issues, we propose MemAAE (\textit{Memory-augmented Adversarial Autoencoders with Deep Reconstruction and Prediction}), a novel unsupervised anomaly detection method for time-series. By jointly training two complementary proxy tasks, reconstruction and prediction, with a shared network architecture, we show that detecting anomalies via multiple tasks obtains superior performance rather than single-task training. Additionally, a compressive memory module is introduced to preserve normal patterns, avoiding unexpected generalization on abnormal inputs. Through extensive experiments, MemAAE achieves an overall F1 score of 0.90 on four public datasets, significantly outperforming the best baseline by 0.02.

SleepPriorCL: Contrastive Representation Learning with Prior Knowledge-based Positive Mining and Adaptive Temperature for Sleep Staging

The objective of this paper is to learn semantic representations for sleep stage classification from raw physiological time series. Although supervised methods have gained remarkable performance, they are limited in clinical situations due to the requirement of fully labeled data. Self-supervised learning (SSL) based on contrasting semantically similar (positive) and dissimilar (negative) pairs of samples have achieved promising success. However, existing SSL methods suffer the problem that many semantically similar positives are still uncovered and even treated as negatives. In this paper, we propose a novel SSL approach named SleepPriorCL to alleviate the above problem. Advances of our approach over existing SSL methods are two-fold: 1) by incorporating prior domain knowledge into the training regime of SSL, more semantically similar positives are discovered without accessing ground-truth labels; 2) via investigating the influence of the temperature in contrastive loss, an adaptive temperature mechanism for each sample according to prior domain knowledge is further proposed, leading to better performance. Extensive experiments demonstrate that our method achieves state-of-the-art performance and consistently outperforms baselines.