Machine learning for time series anomaly detection
Name
1128282917-MIT.pdf
Size
3.92 MB
Format
Adobe PDF
Checksum (MD5)
ffe9412a734f20cde783ed75f26fa4d8
Author(s)
Tinawi, Ihssan.
Advisor(s)
Kalyan Veeramachaneni.
Date Issued
2019
Publisher
Massachusetts Institute of Technology
Abstract
In this thesis, I explored machine learning and other statistical techniques for anomaly detection on time series data obtained from Internet-of-Things sensors. The data, obtained from satellite telemetry signals, were used to train models to forecast a signal based on its historic patterns. When the prediction passed a dynamic error threshold, then that point was flagged as anomalous. I used multiple models such as Long Short-Term Memory (LSTM), autoregression, Multi-Layer Perceptron, and Encoder-Decoder LSTM. I used the "Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding" paper as a basis for my analysis, and was able to beat their performance on anomaly detection by obtaining an F0.5 score of 76%, an improvement over their 69% score.
Description
This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2019
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (page 55).
Subjects
Electrical Engineering and Computer Science.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
MIT theses are protected by copyright. They may be viewed, downloaded, or printed from this source but further reproduction or distribution in any format is prohibited without written permission.
Persistent DSpace Link
