Fast Anomaly Detection in Multiple Multi-Dimensional Data Streams

Abstract

Multiple multi-dimensional data streams are ubiquitous in the modern world, such as IoT applications, GIS applications and social networks. Detecting anomalies in such data streams in real-time is an important and challenging task. It is able to provide valuable information from data and then assists decision-making. However, exiting approaches for anomaly detection in multi-dimensional data streams have not properly considered the correlations among multiple multi-dimensional streams. Moreover, for multi-dimensional streaming data, online detection speed is often an important concern. In this paper, we propose a fast yet effective anomaly detection approach in multiple multi-dimensional data streams. This is based on a combination of ideas, i.e., stream pre-processing, locality sensitive hashing and dynamic isolation forest. Experiments on real datasets demonstrate that our approach achieves a magnitude increase in its efficiency compared with state-of-the-art approaches while maintaining competitive detection accuracy.