Univariate Time Series Anomaly Detection Based on Hierarchical Attention Network

Abstract

In order to support the perception and defense of the operation risk of the medium and low voltage distribution system, it is crucial to conduct data mining on the time series generated by the system to learn anomalous patterns, and carry out accurate and timely anomaly detection for timely discovery of anomalous conditions and early alerting. And edge computing has been widely used in the processing of Internet of Things (IoT) data. The key challenge of univariate time series anomaly detection is how to model complex nonlinear time dependence. However, most of the previous works only model the short-term time dependence, without considering the periodic long-term time dependence. Therefore, we propose a new Hierarchical Attention Network (HAN), which introduces seven day-level attention networks to capture fine-grained short-term time dependence, and uses a week-level attention network to model the periodic long-term time dependence. Then we combine the day-level feature learned by day-level attention network and week-level feature learned by week-level attention network to obtain the high-level time feature, according to which we can calculate the anomaly probability and further detect the anomaly. Extensive experiments on a public anomaly detection dataset, and deployment in a real-world medium and low voltage distribution system show the superiority of our proposed framework over state-of-the-arts.