Abstract
With the widespread adoption of smart meters and the growing availability of data mining and machine learning algorithms, there is a pressing demand for methods that are both accurate and explicable in identifying electricity theft patterns among end-users. To address this need, this study proposes a multi-scale anomaly detection model based on feature engineering.Specifically, tsfresh is utilized in feature engineering to extract electricity consumption features from the raw data, and XGBoost is employed to select features that are highly correlated with anomalous behavior, which have clear physical interpretations. Multi-scale convolutional neural networks are then used to analyze and process the data at different temporal and frequency scales. Attention mechanisms are applied to assign weights to different feature channels, and all of the extracted information is fused for anomaly detection. The combination of feature engineering and multi-scale convolutional neural networks not only enhances the interpretability of the model but also improves its performance, as demonstrated by the experimental results, which show that the proposed method outperforms traditional anomaly detection approaches across multiple evaluation metrics.
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