Anomaly Detection Using Support Vector Machines for Time Series Data

Authors
Umaporn Yokkampon1, *, Sakmongkon Chumkamon1, Abbe Mowshowitz2, Ryusuke Fujisawa1, Eiji Hayashi1
1Graduate School of Computer Science and Systems Engineering, Kyushu Institute of Technology, 680-4 Kawazu, Iizuka, Fukuoka 820-8502, Japan
2Department of Computer Science, The City College of New York, 160 Convent Avenue, New York, NY 10031, USA
*Corresponding author. Email: [email protected]
Corresponding Author
Umaporn Yokkampon
Received 26 November 2020, Accepted 12 April 2021, Available Online 31 May 2021.
DOI
https://doi.org/10.2991/jrnal.k.210521.010
Keywords
Anomaly detection; support vector machine; data mining; factory automation
Abstract
Analysis of large data sets is increasingly important in business and scientific research. One of the challenges in such analysis stems from uncertainty in data, which can produce anomalous results. This paper proposes a method for detecting an anomaly in time series data using a Support Vector Machine (SVM). Three different kernels of the SVM are analyzed to predict anomalies in the UCR time series benchmark data sets. Comparison of the three kernels shows that the defined parameter values of the Radial Basis Function (RBF) kernel are critical for improving the validity and accuracy in anomaly detection. Our results show that the RBF kernel of the SVM can be used to advantage in detecting anomalies.
Copyright
© 2021 The Authors. Published by ALife Robotics Corp. Ltd.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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