Federated Koopman-Reservoir Learning for Large-Scale Multivariate Time-Series Anomaly Detection

Abstract: The proliferation of edge devices has dramatically increased the generation of multivariate time-series (MVTS) data, essential for applications from healthcare to smart cities. Such data streams, however, are vulnerable to anomalies that signal crucial problems like system failures or security incidents. Traditional MVTS anomaly detection methods, encompassing statistical and centralized machine learning approaches, struggle with the heterogeneity, variability, and privacy concerns of large-scale, distributed environments. In response, we introduce FedKO, a novel unsupervised Federated Learning framework that leverages the linear predictive capabilities of Koopman operator theory along with the dynamic adaptability of Reservoir Computing. This enables effective spatiotemporal processing and privacy preservation for MVTS data. FedKO is formulated as a bi-level optimization problem, utilizing a specific federated algorithm to explore a shared Reservoir-Koopman model across diverse datasets. Such a model is then deployable on edge devices for efficient detection of anomalies in local MVTS streams. Experimental results across various datasets showcase FedKO's superior performance against state-of-the-art methods in MVTS anomaly detection. Moreover, FedKO reduces up to 8x communication size and 2x memory usage, making it highly suitable for large-scale systems.