THAAD: Efficient Matching Queries under Temporal Abstraction for Anomaly Detection

Abstract: In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in a compact way using gradient temporal abstraction technique. Then we identify unusual subsequences in the resulting sequence using dynamic data structure based on the geometric observations supporting polylogarithmic update and query times. Moreover, we introduce a new parameter to control the pairwise difference between the corresponding symbols in addition to a distance metric between the subsequences. Experimental results on a public DNS network traffic dataset show the superiority of our approach compared to the baselines.