A generalized matrix profile framework with support for contextual series analysis

The Matrix Profile is a state-of-the-art time series analysis technique that can be used for motif discovery, anomaly detection, segmentation and others, in various domains such as healthcare, robotics, and audio. Where recent techniques use the Matrix Profile as a preprocessing or modeling step, we believe there is unexplored potential in generalizing the approach. We derived a framework that focuses on the implicit distance matrix calculation. We present this framework as the Series Distance Matrix (SDM). In this framework, distance measures (SDM-generators) and distance processors (SDM-consumers) can be freely combined, allowing for more flexibility and easier experimentation. In SDM, the Matrix Profile is but one specific configuration. We also introduce the Contextual Matrix Profile (CMP) as a new SDM-consumer capable of discovering repeating patterns. The CMP provides intuitive visualizations for data analysis and can find anomalies that are not discords. We demonstrate this using two real world cases. The CMP is the first of a wide variety of new techniques for series analysis that fits within SDM and can complement the Matrix Profile

FLAGS : a methodology for adaptive anomaly detection and root cause analysis on sensor data streams by fusing expert knowledge with machine learning

Anomalies and faults can be detected, and their causes verified, using both data-driven and knowledge-driven techniques. Data-driven techniques can adapt their internal functioning based on the raw input data but fail to explain the manifestation of any detection. Knowledge-driven techniques inherently deliver the cause of the faults that were detected but require too much human effort to set up. In this paper, we introduce FLAGS, the Fused-AI interpretabLe Anomaly Generation System, and combine both techniques in one methodology to overcome their limitations and optimize them based on limited user feedback. Semantic knowledge is incorporated in a machine learning technique to enhance expressivity. At the same time, feedback about the faults and anomalies that occurred is provided as input to increase adaptiveness using semantic rule mining methods. This new methodology is evaluated on a predictive maintenance case for trains. We show that our method reduces their downtime and provides more insight into frequently occurring problems. (C) 2020 The Authors. Published by Elsevier B.V