MULTI-SOURCE TIME SERIES ANOMALY DETECTION

Abstract

A method for time series anomaly detection includes: generating, based on multi-source time series data and contextual data, geometric trajectories representing movement of an entity; processing the geometric trajectories and the contextual data to extract a plurality of features, wherein the plurality of features include temporal features, spatial features and contextual features; generating a data structure representing semantic trajectories, wherein each of the semantic trajectories includes the temporal features, the spatial features and the contextual features; generating, using the data structure, based on the contextual features, contextual encodings corresponding to the semantic trajectories and generating, based on the temporal features, temporal encodings corresponding to the semantic trajectories; processing, with a machine learning model, the contextual encodings and the temporal encodings to generate source embeddings representing interdependencies between the semantic trajectories; and outputting, based on the source embeddings, an indication of whether one of the semantic trajectories is anomalous.

CPC Classifications