ZENG Wei-ru, WU Jia, YAN Fei. Time Series Anomaly Detection Model Based on Hierarchical Temporal Memory[J]. Acta Electronica Sinica, 2018, 46(2): 325-332.
DOI:
ZENG Wei-ru, WU Jia, YAN Fei. Time Series Anomaly Detection Model Based on Hierarchical Temporal Memory[J]. Acta Electronica Sinica, 2018, 46(2): 325-332. DOI: 10.3969/j.issn.0372-2112.2018.02.010.
Time Series Anomaly Detection Model Based on Hierarchical Temporal Memory
Time series anomaly detection is an important area of data mining. Traditional methods of time series anomaly detection usually find the surprise
outlier
etc.
by comparing the data with the historical data. However
there are some limits with these methods
such as the inaccurate separation of the sequence
the false decision of the state and the window size or the incorrect definition and judgement of the anomaly. This paper proposes a time series anomaly detection model based on hierarchical temporal memory (HTM) to overcome the shortages of the traditional methods. This method can recognize and learn the intrinsic patterns in the time series and build a prediction model to determine an anomaly by comparing the real value with the predicted one. First
sparse distributed representation (SDR) is used to represent the raw data; then
the SDR is entered into the HTM model to make prediction; lastly
the proposed model evaluates the data by computing the difference of the actual value and the predicted one. The experiments on the artificial data and the real data show that HTM can detect anomalies accurately and quickly.