LGMay 19, 2022
Time Series Anomaly Detection via Reinforcement Learning-Based Model SelectionJiuqi Elise Zhang, Di Wu, Benoit Boulet
Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly characteristics. However, due to the complex nature of real-world data, different anomalies within a time series usually have diverse profiles supporting different anomaly assumptions. This makes it difficult to find a single anomaly detector that can consistently outperform other models. In this work, to harness the benefits of different base models, we propose a reinforcement learning-based model selection framework. Specifically, we first learn a pool of different anomaly detection models, and then utilize reinforcement learning to dynamically select a candidate model from these base models. Experiments on real-world data have demonstrated that the proposed strategy can indeed outplay all baseline models in terms of overall performance.
LGJul 16, 2021
Time Series Anomaly Detection for Smart Grids: A SurveyJiuqi Elise Zhang, Di Wu, Benoit Boulet
With the rapid increase in the integration of renewable energy generation and the wide adoption of various electric appliances, power grids are now faced with more and more challenges. One prominent challenge is to implement efficient anomaly detection for different types of anomalous behaviors within power grids. These anomalous behaviors might be induced by unusual consumption patterns of the users, faulty grid infrastructures, outages, external cyberattacks, or energy fraud. Identifying such anomalies is of critical importance for the reliable and efficient operation of modern power grids. Various methods have been proposed for anomaly detection on power grid time-series data. This paper presents a short survey of the recent advances in anomaly detection for power grid time-series data. Specifically, we first outline current research challenges in the power grid anomaly detection domain and further review the major anomaly detection approaches. Finally, we conclude the survey by identifying the potential directions for future research.