Anomaly detection for multivariate time series in IoT using discrete wavelet decomposition and dual graph attention networks

Abstract

Effective anomaly detection in multivariate time series data is critical to ensuring the security of Internet of Things (IoT) devices and systems. However, building a high precision and low false positive rate anomaly detection model for the complex and volatile IoT environment is a challenging task. This is often due to issues such as a lack of anomaly labeling, high data volatility, and the complexity of device mechanisms. Traditional machine learning algorithms and sequence models frequently fail to account for feature correlation and temporal dependency in anomaly detection. Although deep learning-based anomaly detection methods have progressed, there is still room for improvement in precision, recall, and generalization ability. In this paper, we propose an anomaly detection model called Meta-MWDG to address these issues. The model is based on a multi-scale discrete wavelet decomposition and a dual graph attention network, which can effectively extract feature correlation and temporal dependency in multivariate time series data. Additionally, model-agnostic meta-learning (MAML) is introduced to improve the model’s generalization performance, enabling it to perform well on new tasks even with a few samples. A gated recurrent unit (GRU) is combined with a multi-head self-attention network to output both prediction and reconstruction results in a joint optimization strategy, improving the precision of anomaly detection. Extensive experimental studies demonstrate that Meta-MWDG outperforms the state-of-the-art methods in anomaly detection.