Methods of Generating Time Series Image for detecting Anomalies in Time Series data

Abstract

To detect anomalies in time series data, statistical techniques such as PCA and autoencoder are used, or anomalies are detected based on deep learning models such as RNN. It is difficult to expect good performance only with simple statistical techniques or RNN-based deep learning models because the environment and causes in which anomalies are recorded are not simple and various variables affect them. In this paper, we proposed a method of detecting anomalies using CNN-based deep learning model, a binary classification model of representative images, by imaging time series data. RP, GASF, GADF, and MAF algorithms were used as methods for imaging. All of time series image-based models showed equal or higher accuracy than conventional LSTM-based models, and among imaging-based CNN models, the method of imaging with MTF algorithm derived the highest accuracy.