<p>Anomaly detection aims to identify anomalies and uncover their potential implications, a challenging problem that has drawn significant research attention. This study presents a multi-scale framework based on the principle of justifiable granularity, incorporating two distinct multi-scale approaches: type-1 and type-2. The type-1 approach employs bottom-up granular representation to construct higher-order information granules, while the type-2 approach generates various higher-type granules iteratively from the original numeric data. Two similarity measurement algorithms are developed to support anomaly detection for each approach, respectively. Extensive experimental studies on various datasets, including periodic and non-periodic patterns, demonstrate the proposed framework’s robustness and versatility. The results show that the type-1 and type-2 multi-scale approaches outperform state-of-the-art methods across several performance metrics, effectively handling data with trends, instability, and diverse anomaly characteristics.</p>

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A multi-scale granular framework for detecting anomalies in time series data

  • Junjun Yang,
  • Bin Yang,
  • Yanjun Zhou

摘要

Anomaly detection aims to identify anomalies and uncover their potential implications, a challenging problem that has drawn significant research attention. This study presents a multi-scale framework based on the principle of justifiable granularity, incorporating two distinct multi-scale approaches: type-1 and type-2. The type-1 approach employs bottom-up granular representation to construct higher-order information granules, while the type-2 approach generates various higher-type granules iteratively from the original numeric data. Two similarity measurement algorithms are developed to support anomaly detection for each approach, respectively. Extensive experimental studies on various datasets, including periodic and non-periodic patterns, demonstrate the proposed framework’s robustness and versatility. The results show that the type-1 and type-2 multi-scale approaches outperform state-of-the-art methods across several performance metrics, effectively handling data with trends, instability, and diverse anomaly characteristics.