RoLA: A Real-Time Online Lightweight Anomaly Detection System for Multivariate Time Series

Ming-Chang Lee, Jia-Chun Lin

2023

Abstract

A multivariate time series refers to observations of two or more variables taken from a device or a system simultaneously over time. There is an increasing need to monitor multivariate time series and detect anomalies in real time to ensure proper system operation and good service quality. It is also highly desirable to have a lightweight anomaly detection system that considers correlations between different variables, adapts to changes in the pattern of the multivariate time series, offers immediate responses, and provides supportive information regarding detection results based on unsupervised learning and online model training. In the past decade, many multivariate time series anomaly detection approaches have been introduced. However, they are unable to offer all the above-mentioned features. In this paper, we propose RoLA, a real-time online lightweight anomaly detection system for multivariate time series based on a divide-and-conquer strategy, parallel processing, and the majority rule. RoLA employs multiple lightweight anomaly detectors to monitor multivariate time series in parallel, determine the correlations between variables dynamically on the fly, and then jointly detect anomalies based on the majority rule in real time. To demonstrate the performance of RoLA, we conducted an experiment based on a public dataset provided by the FerryBox of the One Ocean Expedition. The results show that RoLA provides satisfactory detection accuracy and lightweight performance.

Paper Citation

in Harvard Style

Lee M. and Lin J. (2023). RoLA: A Real-Time Online Lightweight Anomaly Detection System for Multivariate Time Series. In Proceedings of the 18th International Conference on Software Technologies - Volume 1: ICSOFT; ISBN 978-989-758-665-1, SciTePress, pages 313-322. DOI: 10.5220/0012077200003538

in Bibtex Style

@conference{icsoft23,
author={Ming-Chang Lee and Jia-Chun Lin},
title={RoLA: A Real-Time Online Lightweight Anomaly Detection System for Multivariate Time Series},
booktitle={Proceedings of the 18th International Conference on Software Technologies - Volume 1: ICSOFT},
year={2023},
pages={313-322},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0012077200003538},
isbn={978-989-758-665-1},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 18th International Conference on Software Technologies - Volume 1: ICSOFT
TI - RoLA: A Real-Time Online Lightweight Anomaly Detection System for Multivariate Time Series
SN - 978-989-758-665-1
AU - Lee M.
AU - Lin J.
PY - 2023
SP - 313
EP - 322
DO - 10.5220/0012077200003538
PB - SciTePress