An Anomalous Sequence Detection Method Based on An Extended LSTM Autoencoder

Jooyeon Lee, Ki Yong Lee

Abstract


Recently, sequence data containing time information, such as sensor measurement data and purchase history, has been generated in various applications. So far, many methods for finding sequences that are significantly different from other sequences among given sequences have been proposed. However, most of them have a limitation that they consider only the order of elements in the sequences. Therefore, in this paper, we propose a new anomalous sequence detection method that considers both the order of elements and the time interval between elements. The proposed method uses an extended LSTM autoencoder model, which has an additional layer that converts a sequence into a form that can help effectively learn both the order of elements and the time interval between elements. The proposed method learns the features of the given sequences with the extended LSTM autoencoder model, and then detects sequences that the model does not reconstruct well as anomalous sequences. Using experiments on synthetic data that contains both normal and anomalous sequences, we show that the proposed method achieves an accuracy close to 100% compared to the method that uses only the traditional LSTM autoencoder.


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