Abstract:Analyzing connections between brain regions of interest (ROI) is vital to detect neurological disorders such as autism or schizophrenia. Recent advancements employ graph neural networks (GNNs) to utilize graph structures in brains, improving detection performances. Current methods use correlation measures between ROI's blood-oxygen-level-dependent (BOLD) signals to generate the graph structure. Other methods use the training samples to learn the optimal graph structure through end-to-end learning. However, implementing those methods independently leads to some issues with noisy data for the correlation graphs and overfitting problems for the optimal graph. In this work, we proposed Bargrain (balanced graph structure for brains), which models two graph structures: filtered correlation matrix and optimal sample graph using graph convolution networks (GCNs). This approach aims to get advantages from both graphs and address the limitations of only relying on a single type of structure. Based on our extensive experiment, Bargrain outperforms state-of-the-art methods in classification tasks on brain disease datasets, as measured by average F1 scores.
Abstract:Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring the causal relationship among variables and degrading anomaly detection performance. This work proposes a novel framework called CGAD, an entropy Causal Graph for multivariate time series Anomaly Detection. CGAD utilizes transfer entropy to construct graph structures that unveil the underlying causal relationships among time series data. Weighted graph convolutional networks combined with causal convolutions are employed to model both the causal graph structures and the temporal patterns within multivariate time series data. Furthermore, CGAD applies anomaly scoring, leveraging median absolute deviation-based normalization to improve the robustness of the anomaly identification process. Extensive experiments demonstrate that CGAD outperforms state-of-the-art methods on real-world datasets with a 15% average improvement based on three different multivariate time series anomaly detection metrics.
Abstract:Multivariate time series anomaly detection (MTAD) plays a vital role in a wide variety of real-world application domains. Over the past few years, MTAD has attracted rapidly increasing attention from both academia and industry. Many deep learning and graph learning models have been developed for effective anomaly detection in multivariate time series data, which enable advanced applications such as smart surveillance and risk management with unprecedented capabilities. Nevertheless, MTAD is facing critical challenges deriving from the dependencies among sensors and variables, which often change over time. To address this issue, we propose a coupled attention-based neural network framework (CAN) for anomaly detection in multivariate time series data featuring dynamic variable relationships. We combine adaptive graph learning methods with graph attention to generate a global-local graph that can represent both global correlations and dynamic local correlations among sensors. To capture inter-sensor relationships and temporal dependencies, a convolutional neural network based on the global-local graph is integrated with a temporal self-attention module to construct a coupled attention module. In addition, we develop a multilevel encoder-decoder architecture that accommodates reconstruction and prediction tasks to better characterize multivariate time series data. Extensive experiments on real-world datasets have been conducted to evaluate the performance of the proposed CAN approach, and the results show that CAN significantly outperforms state-of-the-art baselines.