Machine learning for time series anomaly detection
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science.
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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.
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, 2019Cataloged from student-submitted PDF version of thesis.Includes bibliographical references (page 55).
DepartmentMassachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Massachusetts Institute of Technology
Electrical Engineering and Computer Science.