论文标题
Fedtadbench:联合时间序列异常检测基准测试
FedTADBench: Federated Time-Series Anomaly Detection Benchmark
论文作者
论文摘要
时间序列异常检测旨在从时间数据中发现潜在的异常行为和模式,并且在各种应用方案中具有基本意义。构建有效的检测模型通常需要以集中式方式存储的足够的培训数据,但是,在现实情况下,有时无法满足这一要求。作为解决上述问题的普遍方法,联邦学习证明了其与可用的分布式数据合作的力量,同时保护数据提供商的隐私。但是,目前尚不清楚现有时间序列异常检测算法如何通过联合学习通过分散的数据存储和隐私保护。为了研究这一点,我们进行了一个联合时间序列异常检测基准,名为FedTadbench,其中涉及五种代表性的时间序列异常检测算法和四种流行的联邦学习方法。我们想回答以下问题:(1)在满足联合学习时,时间序列异常检测算法的性能如何? (2)哪种联合学习方法是时间序列异常检测最合适的方法? (3)联合时间序列序列检测方法如何在客户端的数据的不同分区上执行?结果数量和相应的分析是通过各种设置的广泛实验提供的。我们的基准标准的源代码可在https://github.com/fanxingliu2020/fedtadbench上公开获得。
Time series anomaly detection strives to uncover potential abnormal behaviors and patterns from temporal data, and has fundamental significance in diverse application scenarios. Constructing an effective detection model usually requires adequate training data stored in a centralized manner, however, this requirement sometimes could not be satisfied in realistic scenarios. As a prevailing approach to address the above problem, federated learning has demonstrated its power to cooperate with the distributed data available while protecting the privacy of data providers. However, it is still unclear that how existing time series anomaly detection algorithms perform with decentralized data storage and privacy protection through federated learning. To study this, we conduct a federated time series anomaly detection benchmark, named FedTADBench, which involves five representative time series anomaly detection algorithms and four popular federated learning methods. We would like to answer the following questions: (1)How is the performance of time series anomaly detection algorithms when meeting federated learning? (2) Which federated learning method is the most appropriate one for time series anomaly detection? (3) How do federated time series anomaly detection approaches perform on different partitions of data in clients? Numbers of results as well as corresponding analysis are provided from extensive experiments with various settings. The source code of our benchmark is publicly available at https://github.com/fanxingliu2020/FedTADBench.