Efficient Anomaly Detection of Irregular Sequences in Ct-Echo Model Space

Abstract

Efficient anomaly detection of irregular sequences, especially those characterized by non-uniform sampling from discontinuous operations or unreliable sensors, presents challenges across various fields. In response, this paper introduces irregular-sequence classification in ''Ct-Echo Model Space''. A novel Continuous-time Echo Network (Ct-Echo) is proposed to fit irregular sequences, efficiently capturing their inherent dynamic characteristics. Ct-Echo utilizes the ''Echo'' mechanism, where history information influences the current state and diminishes over time, and employs Ordinary Differential Equation (ODE) to construct continuous-time transition of hidden states. Each sequence is individually fitted via Ct-Echo to derive a readout model. These fitted models, capturing the dynamic characteristics of the original data, serve as representations of the corresponding sequences, thus mapping the original data from the data space to the Ct-Echo model space. Anomaly detection is further performed in this model space, evaluating differences between models rather than directly on the original sequences. Our method enhances real-time processing and lessens reliance on the amount of labeled training data, as demonstrated by experimental studies.