Time Series Clustering for Anomaly Detection Using Competitive Neural Networks

  • Authors:
  • Guilherme A. Barreto;Leonardo Aguayo

  • Affiliations:
  • Department of Teleinformatics Engineering, Federal University of Ceará, Fortaleza, Ceará, Brazil CEP 60455-970;Nokia Institute of Technology (INdT), Brasília, Brazil CEP 70397-900

  • Venue:
  • WSOM '09 Proceedings of the 7th International Workshop on Advances in Self-Organizing Maps
  • Year:
  • 2009

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Abstract

In this paper we evaluate competitive learning algorithms in the task of identifying anomalous patterns in time series data. The methodology consists in computing decision thresholds from the distribution of quantization errors produced by normal training data. These thresholds are then used for classifying incoming data samples as normal/abnormal. For this purpose, we carry out performance comparisons among five competitive neural networks (SOM, Kangas' Model, TKM, RSOM and Fuzzy ART) on simulated and real-world time series data.