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STL-ConvTransformer: Series Decomposition and Convolution-Infused Transformer Architecture in Multivariate Time Series Anomaly Detection

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Advances in Knowledge Discovery and Data Mining (PAKDD 2024)

Abstract

In rapidly evolving industrial IT systems, the integration of sensor networks has become the cornerstone of operational workflows. These networks diligently collect data in the form of time series, where the format intertwines closely with temporal dependencies, crucial for anomaly detection models. Hence, the extraction of information in the time domain is advantageous for anomaly detection. To address this, we adopt a method of time series decomposition to delve into seasonality, trend, and residual components. Additionally, we design a novel algorithm that combines Transformer architecture with convolutional layers, focusing on subtle local dependencies within time series data. Extensive validation on three different real-world datasets highlights the robustness of our approach, demonstrating its proficiency in anomaly detection in time series materials. This underscores the advantage of combining convolutional strategies with Transformer architecture in capturing complex patterns and anomalies.

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Correspondence to Bi-Ru Dai .

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Wu, YX., Dai, BR. (2024). STL-ConvTransformer: Series Decomposition and Convolution-Infused Transformer Architecture in Multivariate Time Series Anomaly Detection. In: Yang, DN., Xie, X., Tseng, V.S., Pei, J., Huang, JW., Lin, J.CW. (eds) Advances in Knowledge Discovery and Data Mining. PAKDD 2024. Lecture Notes in Computer Science(), vol 14645. Springer, Singapore. https://doi.org/10.1007/978-981-97-2242-6_4

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  • DOI: https://doi.org/10.1007/978-981-97-2242-6_4

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  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-97-2241-9

  • Online ISBN: 978-981-97-2242-6

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