Papers › Unsupervised Deep Anomaly Detection for Multi-Sensor Time-Series Signals

Unsupervised Deep Anomaly Detection for Multi-Sensor Time-Series Signals

27 Jul 2021arXiv:2107.12626archive 2025-07-28

Yuxin Zhang, Yiqiang Chen, Jindong Wang, Zhiwen Pan

Nowadays, multi-sensor technologies are applied in many fields, e.g., Health Care (HC), Human Activity Recognition (HAR), and Industrial Control System (ICS). These sensors can generate a substantial amount of multivariate time-series data. Unsupervised anomaly detection on multi-sensor time-series data has been proven critical in machine learning researches. The key challenge is to discover generalized normal patterns by capturing spatial-temporal correlation in multi-sensor data. Beyond this challenge, the noisy data is often intertwined with the training data, which is likely to mislead the model by making it hard to distinguish between the normal, abnormal, and noisy data. Few of previous researches can jointly address these two challenges. In this paper, we propose a novel deep learning-based anomaly detection algorithm called Deep Convolutional Autoencoding Memory network (CAE-M). We first build a Deep Convolutional Autoencoder to characterize spatial dependence of multi-sensor data with a Maximum Mean Discrepancy (MMD) to better distinguish between the noisy, normal, and abnormal data. Then, we construct a Memory Network consisting of linear (Autoregressive Model) and non-linear predictions (Bidirectional LSTM with Attention) to capture temporal dependence from time-series data. Finally, CAE-M jointly optimizes these two subnetworks. We empirically compare the proposed approach with several state-of-the-art anomaly detection methods on HAR and HC datasets. Experimental results demonstrate that our proposed model outperforms these existing methods.

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Tasks

Activity RecognitionAnomaly DetectionHuman Activity RecognitionTime SeriesTime Series AnalysisUnsupervised Anomaly Detection

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Unsupervised Anomaly Detection SMAP CAE-M AUC 99.01 #5 of 9 Archive leaderboard report
Unsupervised Anomaly Detection SMAP CAE-M F1 88.27 #5 of 9 Archive leaderboard report
Unsupervised Anomaly Detection SMAP CAE-M Precision 81.93 #5 of 9 Archive leaderboard report
Unsupervised Anomaly Detection SMAP CAE-M Recall 95.67 #5 of 9 Archive leaderboard report

Ranks are positions in the archive's leaderboards as they stood at the 2025-07-28 snapshot. Results published since then are not among these rows, so a rank here is not a current standing.

Methods

LSTMMemory NetworkSigmoid ActivationTanh Activation

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