PATE: Proximity-Aware Time series anomaly Evaluation

Evaluating anomaly detection algorithms in time series data is critical as inaccuracies can lead to flawed decision-making in various domains where real-time analytics and data-driven strategies are essential. Traditional performance metrics assume iid data and fail to capture the complex temporal dynamics and specific characteristics of time series anomalies, such as early and delayed detections. We introduce Proximity-Aware Time series anomaly Evaluation (PATE), a novel evaluation metric that incorporates the temporal relationship between prediction and anomaly intervals. PATE uses proximity-based weighting considering buffer zones around anomaly intervals, enabling a more detailed and informed assessment of a detection. Using these weights, PATE computes a weighted version of the area under the Precision and Recall curve. Our experiments with synthetic and real-world datasets show the superiority of PATE in providing more sensible and accurate evaluations than other evaluation metrics. We also tested several state-of-the-art anomaly detectors across various benchmark datasets using the PATE evaluation scheme. The results show that a common metric like Point-Adjusted F1 Score fails to characterize the detection performances well, and that PATE is able to provide a more fair model comparison. By introducing PATE, we redefine the understanding of model efficacy that steers future studies toward developing more effective and accurate detection models.

RESTAD: REconstruction and Similarity based Transformer for time series Anomaly Detection

Anomaly detection in time series data is crucial across various domains. The scarcity of labeled data for such tasks has increased the attention towards unsupervised learning methods. These approaches, often relying solely on reconstruction error, typically fail to detect subtle anomalies in complex datasets. To address this, we introduce RESTAD, an adaptation of the Transformer model by incorporating a layer of Radial Basis Function (RBF) neurons within its architecture. This layer fits a non-parametric density in the latent representation, such that a high RBF output indicates similarity with predominantly normal training data. RESTAD integrates the RBF similarity scores with the reconstruction errors to increase sensitivity to anomalies. Our empirical evaluations demonstrate that RESTAD outperforms various established baselines across multiple benchmark datasets.

Personalized Anomaly Detection in PPG Data using Representation Learning and Biometric Identification

Photoplethysmography (PPG) signals, typically acquired from wearable devices, hold significant potential for continuous fitness-health monitoring. In particular, heart conditions that manifest in rare and subtle deviating heart patterns may be interesting. However, robust and reliable anomaly detection within these data remains a challenge due to the scarcity of labeled data and high inter-subject variability. This paper introduces a two-stage framework leveraging representation learning and personalization to improve anomaly detection performance in PPG data. The proposed framework first employs representation learning to transform the original PPG signals into a more discriminative and compact representation. We then apply three different unsupervised anomaly detection methods for movement detection and biometric identification. We validate our approach using two different datasets in both generalized and personalized scenarios. The results show that representation learning significantly improves anomaly detection performance while reducing the high inter-subject variability. Personalized models further enhance anomaly detection performance, underscoring the role of personalization in PPG-based fitness-health monitoring systems. The results from biometric identification show that it's easier to distinguish a new user from one intended authorized user than from a group of users. Overall, this study provides evidence of the effectiveness of representation learning and personalization for anomaly detection in PPG data.

Self-Supervised PPG Representation Learning Shows High Inter-Subject Variability

With the progress of sensor technology in wearables, the collection and analysis of PPG signals are gaining more interest. Using Machine Learning, the cardiac rhythm corresponding to PPG signals can be used to predict different tasks such as activity recognition, sleep stage detection, or more general health status. However, supervised learning is often limited by the amount of available labeled data, which is typically expensive to obtain. To address this problem, we propose a Self-Supervised Learning (SSL) method with a pretext task of signal reconstruction to learn an informative generalized PPG representation. The performance of the proposed SSL framework is compared with two fully supervised baselines. The results show that in a very limited label data setting (10 samples per class or less), using SSL is beneficial, and a simple classifier trained on SSL-learned representations outperforms fully supervised deep neural networks. However, the results reveal that the SSL-learned representations are too focused on encoding the subjects. Unfortunately, there is high inter-subject variability in the SSL-learned representations, which makes working with this data more challenging when labeled data is scarce. The high inter-subject variability suggests that there is still room for improvements in learning representations. In general, the results suggest that SSL may pave the way for the broader use of machine learning models on PPG data in label-scarce regimes.