Abstract

AbstractReal‐time passenger‐flow anomaly detection at all metro stations is a very critical task for advanced Internet management. Robust principal component analysis (RPCA) based method has often been employed for anomaly detection task of multivariate time series data. However, it ignores the spatio‐temporal features of regular passenger‐flow patterns, resulting in a decrease in the accuracy of anomaly detection. In this paper, RT‐STRPCA model integrating temporal periodicity and spatial similarity is proposed to address the above issues. RT‐STRPCA model detects anomalies by decomposing the observation data into normal component and anomaly component. The spatio‐temporal constraints are taken into account to extract anomalies more accurately. The real‐time anomaly detection are realized by a sliding window. The performance of RT‐STRPCA model is evaluated on synthetic datasets and real‐world datasets. The experimental results on synthetic datasets demonstrate that the method achieves more accurate real‐time anomaly detection than baseline approaches and the result on real‐world datasets verify the utility and effectiveness of the proposed method.

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