A Novel Self-Supervised Learning-Based Anomaly Node Detection Method Based on an Autoencoder in Wireless Sensor Networks

Due to the issue that existing wireless sensor network (WSN)-based anomaly detection methods only consider and analyze temporal features, in this paper, a self-supervised learning-based anomaly node detection method based on an autoencoder is designed. This method integrates temporal WSN data flow feature extraction, spatial position feature extraction and intermodal WSN correlation feature extraction into the design of the autoencoder to make full use of the spatial and temporal information of the WSN for anomaly detection. First, a fully connected network is used to extract the temporal features of nodes by considering a single mode from a local spatial perspective. Second, a graph neural network (GNN) is used to introduce the WSN topology from a global spatial perspective for anomaly detection and extract the spatial and temporal features of the data flows of nodes and their neighbors by considering a single mode. Then, the adaptive fusion method involving weighted summation is used to extract the relevant features between different models. In addition, this paper introduces a gated recurrent unit (GRU) to solve the long-term dependence problem of the time dimension. Eventually, the reconstructed output of the decoder and the hidden layer representation of the autoencoder are fed into a fully connected network to calculate the anomaly probability of the current system. Since the spatial feature extraction operation is advanced, the designed method can be applied to the task of large-scale network anomaly detection by adding a clustering operation. Experiments show that the designed method outperforms the baselines, and the F1 score reaches 90.6%, which is 5.2% higher than those of the existing anomaly detection methods based on unsupervised reconstruction and prediction. Code and model are available at https://github.com/GuetYe/anomaly_detection/GLS

Piecewise Trend Approximation: A Ratio-Based Time Series Representation

A time series representation, piecewise trend approximation (PTA), is proposed to improve efficiency of time series data mining in high dimensional large databases. PTA represents time series in concise form while retaining main trends in original time series; the dimensionality of original data is therefore reduced, and the key features are maintained. Different from the representations that based on original data space, PTA transforms original data space into the feature space of ratio between any two consecutive data points in original time series, of which sign and magnitude indicate changing direction and degree of local trend, respectively. Based on the ratio-based feature space, segmentation is performed such that each two conjoint segments have different trends, and then the piecewise segments are approximated by the ratios between the first and last points within the segments. To validate the proposed PTA, it is compared with classical time series representations PAA and APCA on two classical datasets by applying the commonly used K-NN classification algorithm. For ControlChart dataset, PTA outperforms them by 3.55% and 2.33% higher classification accuracy and 8.94% and 7.07% higher for Mixed-BagShapes dataset, respectively. It is indicated that the proposed PTA is effective for high dimensional time series data mining