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Outlier detection for time series with recurrent autoencoder ensembles

Published: 10 August 2019 Publication History

Abstract

We propose two solutions to outlier detection in time series based on recurrent autoencoder ensembles. The solutions exploit autoencoders built using sparsely-connected recurrent neural networks (S-RNNs). Such networks make it possible to generate multiple autoencoders with different neural network connection structures. The two solutions are ensemble frameworks, specifically an independent framework and a shared framework, both of which combine multiple S-RNN based autoencoders to enable outlier detection. This ensemble-based approach aims to reduce the effects of some autoencoders being overfitted to outliers, this way improving overall detection quality. Experiments with two real-world time series data sets, including univariate and multivariate time series, offer insight into the design properties of the proposed ensemble frameworks and demonstrate that the proposed frameworks are capable of outperforming both baselines and the state-of-the-art methods.

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Cited By

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  • (2025)ACbot: an IIoT platform for industrial robotsFrontiers of Computer Science: Selected Publications from Chinese Universities10.1007/s11704-024-3449-x19:4Online publication date: 1-Apr-2025
  • (2022)Unsupervised time series outlier detection with diversity-driven convolutional ensemblesProceedings of the VLDB Endowment10.14778/3494124.349414215:3(611-623)Online publication date: 4-Feb-2022
  1. Outlier detection for time series with recurrent autoencoder ensembles

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    cover image Guide Proceedings
    IJCAI'19: Proceedings of the 28th International Joint Conference on Artificial Intelligence
    August 2019
    6589 pages
    ISBN:9780999241141

    Sponsors

    • Sony: Sony Corporation
    • Huawei Technologies Co. Ltd.: Huawei Technologies Co. Ltd.
    • Baidu Research: Baidu Research
    • The International Joint Conferences on Artificial Intelligence, Inc. (IJCAI)
    • Lenovo: Lenovo

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    AAAI Press

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    Published: 10 August 2019

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    • (2025)ACbot: an IIoT platform for industrial robotsFrontiers of Computer Science: Selected Publications from Chinese Universities10.1007/s11704-024-3449-x19:4Online publication date: 1-Apr-2025
    • (2022)Unsupervised time series outlier detection with diversity-driven convolutional ensemblesProceedings of the VLDB Endowment10.14778/3494124.349414215:3(611-623)Online publication date: 4-Feb-2022

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