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研究生: 蕭光杰
Guang-Jie Xiao
論文名稱: 基於階層式時間記憶模型的時序資料異常偵測
Time-series Anomaly Detection based on Hierarchical Temporal Memory Model
指導教授: 徐俊傑
Chiun-Chieh Hsu
口試委員: 徐俊傑
Chiun-Chieh Hsu
黃世禎
Sun-Jen Huang
王有禮
Yue-Li Wang
學位類別: 碩士
Master
系所名稱: 管理學院 - 資訊管理系
Department of Information Management
論文出版年: 2021
畢業學年度: 109
語文別: 中文
論文頁數: 60
中文關鍵詞: 異常偵測階層式時間記憶時間序列非監督式學習概念漂移
外文關鍵詞: Anomaly detection, Hierarchical Temporal Memory, Time series, Unsupervised learning, Concept drift
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  • 近年來因物聯網的蓬勃發展,時間序列類型的資料大幅增加,如何有效地在巨量的時序資料上偵測出異常就變的極為重要,在實務上(1)非監督式學習、(2)概念漂移的調整、(3)不需儲存大量資料,這三點對於處理巨量的時序資料有著關鍵性的效用,也因為這些需求,目前的非監督式時序資料異常偵測多偏向以統計為核心。
    階層式時間記憶(Hierarchical Temporal Memory,簡稱HTM)是一種模擬皮質神經元運作的模型,主要用途是預測時序上的資料,再加上統計方法(模型簡稱HTM AL)便能分析出資料中的異常,並且HTM模型符合實務上使用的三大需求,相比於單純統計方法對於序列的不敏感,HTM AL模型更適合拿來處理時序資料。
    本研究提出了一種改善HTM AL(Hierarchical Temporal Memory Anomaly Likelihood)的模型,該模型在HTM AL模型的統計方法前加入一層時間步長處理機制,該機制是藉由設立閥值來區分出HTM計算的異常值中需要調整的點,而後經由目前調整點與前一個調整點間的時間步長來縮放異常值。此機制能有效地將序列上包含的模式資訊附加到異常值中,對於原有模型也不需要新添加過多的計算。當新異常值送入下一層統計方法做計算時,就不會忽略掉序列的模式資訊,讓最終的異常值能考量的更加全面。最後本研究也透過NAB(Numenta Anomaly Benchmark)來做驗證,證實該論文提出的新模型—HTM TSD(Hierarchical Temporal Memory Time Step Distribution)確實能降低原有HTM AL模型的誤、漏報情形,提升模型異常偵測能力,並勝過其他使用NAB驗證的方法。


    In recent years, due to the vigorous development of the Internet of Things, time series data has increased significantly. How to effectively detect anomalies in a huge amount of time series data has become extremely important. In practice,(1) Unsupervised learning, (2)Adjustment of concept drift, and (3) No need to store a large amount of data, are critical for processing huge amount of time series data. Because of these requirements, the current unsupervised time series data anomaly detection is mostly based on statistics.
    Hierarchical Temporal Memory(HTM) is a model that simulates the operation of cortical neurons. Its main purpose is to predict time series data. HTM plus statistical method-Hierarchical Temporal Memory Anomaly Likelihood(HTM AL) can analyze abnormalities in the data and HTM model conforms to the three major requirements used in practice. Compared with the insensitivity of pure statistical methods to the sequence, the HTM AL model is more suitable for processing time series data.
    This research proposes a new model-Hierarchical Temporal Memory Time Step Distribution(HTM TSD) for improving the HTM AL model. This model adds a layer of abnormal time step processing mechanism before the statistical method of the HTM AL model. The mechanism is to distinguish the adjustment point by setting up a threshold. Then, the outlier is scaled by the time step between the current adjustment point and the previous adjustment point. This method can effectively add the pattern information contained in the sequence to the outliers and it does not need to add too many new calculations to the original model. When the new outliers are sent to the next level of statistical methods for calculation, the pattern information of the sequence will not be ignored and thus the final outliers can be considered more comprehensively. Finally, the HTM TSD model was successfully verified by Numenta Anomaly Benchmark.

    論文摘要 I ABSTRACT II 目錄 III 圖目錄 IV 第一章 介紹 1 1.1 研究背景 1 1.2 相關論文 3 1.2.1 統計為基礎的時序資料異常偵測 3 1.2.2 深度為基礎的時序資料異常偵測 5 1.2.3 偏差為基礎的時序資料異常偵測 6 1.2.4 距離為基礎的時序資料異常偵測 6 1.2.5 高維度的時序資料異常偵測 6 1.2.6 密度為基礎的時序資料異常偵測 7 1.2.7 類神經網路為基礎的時序資料異常偵測 8 1.2.8 其他類型的時序資料異常偵測 12 1.3 研究動機 12 1.4 論文架構 14 第二章 模型方法 16 2.1 區分調整點 18 2.2 時間步長分布 20 2.3 分布維護 22 2.4 錯誤值縮放 24 第三章 實驗與分析 26 3.1 驗證基準—Numenta異常基準 26 3.2 實驗資料集 28 3.3 實驗設定 29 3.4 實驗結果與分析 36 3.4.1 異常偵測能力比較 37 3.4.2 模型改良前、後的結果差異分析 38 3.4.3 不同類別資料集的NAB結果分析 44 第四章 結論與未來研究方向 48 參考文獻 50

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