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Microsoft的时间序列异常检测服务

Time-Series Anomaly Detection Service at Microsoft
课程网址: http://videolectures.net/kdd2019_ren_xu_wang/  
主讲教师: Hansheng Ren
开课单位: 微软研究院
开课时间: 2020-03-02
课程语种: 英语
中文简介:
大公司需要实时监控其应用程序和服务的各种指标(例如页面视图和收入)。在微软,我们开发了一项时间序列异常检测服务,帮助客户持续监控时间序列,并及时提醒潜在事件。本文介绍了我们的异常检测服务的流水线和算法,该服务旨在准确、高效和通用。该管道由三个主要模块组成,包括数据接收、实验平台和在线计算。为了解决时间序列异常检测问题,我们提出了一种基于谱残差(SR)和卷积神经网络(CNN)的新算法。我们的工作是首次尝试将SR模型从视觉显著性检测域借用到时间序列异常检测。此外,我们创新性地将SR和CNN结合在一起,以提高SR模型的性能。与公共数据集和Microsoft生产数据的最新基线相比,我们的方法取得了优异的实验结果。
课程简介: Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the time-series continuously and alert for potential incidents on time. In this paper, we introduce the pipeline and algorithm of our anomaly detection service, which is designed to be accurate, efficient and general. The pipeline consists of three major modules, including data ingestion, experimentation platform and online compute. To tackle the problem of time-series anomaly detection, we propose a novel algorithm based on Spectral Residual (SR) and Convolutional Neural Network (CNN). Our work is the first attempt to borrow the SR model from visual saliency detection domain to time-series anomaly detection. Moreover, we innovatively combine SR and CNN together to improve the performance of SR model. Our approach achieves superior experimental results compared with state-of-the-art baselines on both public datasets and Microsoft production data.
关 键 词: Microsoft; 时间序列异常; 异常检测服务
课程来源: 视频讲座网
数据采集: 2022-09-16:cyh
最后编审: 2022-09-19:cyh
阅读次数: 38