Explainable Online Unsupervised Anomaly Detection for Cyber-Physical Systems via Causal Discovery from Time Series

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks achieve outstanding performance at anomaly recognition, evaluating the discrepancy between a normal model of the system (with no anomalies) and the real-time stream of sensor time series. However, large training data and time are typically required, and explainability is still a challenge to identify the root of the anomaly and implement predictive maintainance. In this paper, we use causal discovery to learn a normal causal graph of the system, and we evaluate the persistency of causal links during real-time acquisition of sensor data to promptly detect anomalies. On two benchmark anomaly detection datasets, we show that our method has higher training efficiency, outperforms the accuracy of state-of-the-art neural architectures and correctly identifies the sources of $>10$ different anomalies. The code for experimental replication is at http://tinyurl.com/case24causal.