S S symmetry Article Unsupervised Anomaly Detection Approach for Time-Series in Multi-Domains Using Deep Reconstruction Error Tsatsral Amarbayasgalan 1, Van Huy Pham 2, Nipon Theera-Umpon 3,4 and Keun Ho Ryu 2,4,* 1 Database and Bioinformatics Laboratory, School of Electrical and Computer Engineering, Chungbuk National University, Cheongju 28644, Korea;
[email protected] 2 Faculty of Information Technology, Ton Duc Thang University, Ho Chi Minh City 700000, Vietnam;
[email protected] 3 Department of Electrical Engineering, Faculty of Engineering, Chiang Mai University, Chiang Mai 50200, Thailand;
[email protected] 4 Biomedical Engineering Institute, Chiang Mai University, Chiang Mai 50200, Thailand * Correspondence:
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[email protected] Received: 16 June 2020; Accepted: 28 July 2020; Published: 29 July 2020 Abstract: Automatic anomaly detection for time-series is critical in a variety of real-world domains such as fraud detection, fault diagnosis, and patient monitoring. Current anomaly detection methods detect the remarkably low proportion of the actual abnormalities correctly. Furthermore, most of the datasets do not provide data labels, and require unsupervised approaches. By focusing on these problems, we propose a novel deep learning-based unsupervised anomaly detection approach (RE-ADTS) for time-series data, which can be applicable to batch and real-time anomaly detections. RE-ADTS consists of two modules including the time-series reconstructor and anomaly detector. The time-series reconstructor module uses the autoregressive (AR) model to find an optimal window width and prepares the subsequences for further analysis according to the width. Then, it uses a deep autoencoder (AE) model to learn the data distribution, which is then used to reconstruct a time-series close to the normal.