Time-Series Anomaly Detection with Implicit Neural Representation
This addresses the need for efficient and robust anomaly detection in real-world applications, offering an incremental improvement over existing deep learning approaches.
The paper tackles the problem of multivariate time-series anomaly detection by proposing a novel method using implicit neural representation, which outperforms state-of-the-art methods in performance, training speed, and robustness across five real-world datasets.
Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing methods still have several limitations, such as long training time due to their complex model designs or costly tuning procedures to find optimal hyperparameters (e.g., sliding window length) for a given dataset. In our paper, we propose a novel method called Implicit Neural Representation-based Anomaly Detection (INRAD). Specifically, we train a simple multi-layer perceptron that takes time as input and outputs corresponding values at that time. Then we utilize the representation error as an anomaly score for detecting anomalies. Experiments on five real-world datasets demonstrate that our proposed method outperforms other state-of-the-art methods in performance, training speed, and robustness.