Anomaly Detection for Smart Infrastructure: An Unsupervised Approach for Time Series Comparison

Time series anomaly detection can prove to be a very useful tool to inspect and maintain the health and quality of an infrastructure system. While tackling such a problem, the main concern lies in the imbalanced nature of the dataset. In order to mitigate this problem, this thesis proposes two unsupervised anomaly detection frameworks. The first one is an architecture which leverages the concept of matrix profile which essentially refers to a data structure containing the euclidean scores of the subsequences of two time series that is obtained through a similarity join.It is an architecture comprising of a data fusion technique coupled with using matrix profile analysis under the constraints of varied sampling rate for different time series. To this end, we have proposed a framework, through which a time series that is being evaluated for anomalies is quantitatively compared with a benchmark (anomaly-free) time series using the proposed asynchronous time series comparison that was inspired by matrix profile approach for anomaly detection on time series . In order to evaluate the efficacy of this framework, it was tested on a case study comprising of a Class I Rail road dataset. The data collection system integrated into this railway system collects data through different data acquisition channels which represent different transducers. This framework was applied to all the channels and the best performing channels were identified. The average Recall and Precision achieved on the single channel evaluation through this framework was 93.5% and 55% respectively with an error threshold of 0.04 miles or 211 feet. A limitation that was noticed in this framework was that there were some false positive predictions. In order to overcome this problem, a second framework has been proposed which incorporates the idea of extracting signature patterns in a time series also known as motifs which can be leveraged to identify anomalous patterns. This second framework proposed is a motif based framework which operates under the same constraints of a varied sampling rate. Here, a feature extraction method and a clustering method was used in the training process of a One Class Support Vector Machine (OCSVM) coupled with a Kernel Density Estimation (KDE) technique. The average Recall and Precision achieved on the same case study through this frame work was 74% and 57%. In comparison to the first, the second framework does not perform as well. There will be future efforts focused on improving this classification-based anomaly detection method