Abstract
Various interconnected devices and sensors of cyber-physical systems interact with each other in time and space, and the multiple time series generated have interdependent implicit correlations and highly nonlinear relationships. Determining how to model the multiple time series and search anomaly measures through feature selection is the key to anomaly detection. Aiming at the complex interdependence between multi-time series, this paper proposes an anomaly detection model GNF, which applies a Bayesian network to model the structural relationships of multiple time series, and introduces a dependency encoder to obtain the representations of interdependency between multiple time series. Assuming that the anomalies are distributed in the low density area, the joint probability density of the time series can be decomposed into the product of conditional densities, and the data corresponding to the final low density is judged as abnormal. We have conducted experiments on real world datasets and demonstrated the effectiveness of GNF in anomaly detection.
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Acknowledgments
This paper is supported by the National Natural Science Foundation of China, under Grant No. 62162026, the Science and Technology Key Research and Development Program of Jiangxi Province, under Grant No. 20202BBEL53004 and the Science and Technology Project supported by the Education Department of Jiangxi Province, under Grant No. GJJ210611.
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Ning, W., Xie, X., Huang, Y., Yu, S., Li, Z., Yang, H. (2023). Anomaly Detection for Multi-time Series with Normalizing Flow. In: Xu, Y., Yan, H., Teng, H., Cai, J., Li, J. (eds) Machine Learning for Cyber Security. ML4CS 2022. Lecture Notes in Computer Science, vol 13655. Springer, Cham. https://doi.org/10.1007/978-3-031-20096-0_9
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