{"id":2912,"date":"2023-07-21T10:53:41","date_gmt":"2023-07-21T02:53:41","guid":{"rendered":"http:\/\/tihar-tech.cn\/?p=2912"},"modified":"2024-07-14T21:34:31","modified_gmt":"2024-07-14T13:34:31","slug":"time-series%e5%bc%82%e5%b8%b8%e6%a3%80%e6%b5%8b%e7%ae%97%e6%b3%95-%e5%8a%a8%e6%80%81%e9%98%88%e5%80%bc%e4%bc%b0%e8%ae%a1","status":"publish","type":"post","link":"http:\/\/139.196.114.170\/?p=2912","title":{"rendered":"Time Series\u5f02\u5e38\u68c0\u6d4b\u7b97\u6cd5 &#8211; \u52a8\u6001\u9608\u503c\u4f30\u8ba1"},"content":{"rendered":"<p>\u65f6\u5e8f\u6570\u636e\u5f02\u5e38\u68c0\u6d4b\u95ee\u9898\u4e2d\uff0c\u6d89\u53ca\u5f02\u5e38\u9608\u503c\u7684\u52a8\u6001\u9884\u6d4b\u573a\u666f\u3002\u68c0\u7d22\u5230\u7b97\u6cd5Dynamic Thresholding\uff0c\u8be5\u9608\u503c\u8ba1\u7b97\u65b9\u6cd5\u5728\u5de5\u7a0b\u5e94\u7528\u4e2d\u5b9e\u73b0\u6210\u672c\u8f83\u4f4e\uff1b\u591a\u4e2a\u9608\u503c\u8ba1\u7b97\u8fc7\u7a0b\u65e0\u6570\u636e\u4f9d\u8d56\uff0c\u53ef\u62c6\u5206\u5e76\u884c\u8ba1\u7b97\u63d0\u9ad8\u6548\u7387\uff1b\u65f6\u95f4\u7a97\u53e3\u8ba1\u7b97\u601d\u60f3\u4e0eFlink\u5b9e\u65f6\u8ba1\u7b97\u6846\u67b6\u4e2d\u7684\u7a97\u53e3\u4e00\u81f4\uff0c\u5229\u4e8e\u6280\u672f\u5bf9\u63a5<\/p>\n<p>\u539f\u4f5c\u8bba\u6587 Kyle Hundman, Valentino Constantinou, Christopher Laporte, Ian Colwell, and Tom Soderstrom. Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding. KDD, 2018.<br \/>\n\u5f00\u6e90\u5730\u5740 <a href=\"https:\/\/github.com\/khundman\/telemanom\">https:\/\/github.com\/khundman\/telemanom<\/a><\/p>\n<h4>\u6838\u5fc3\u601d\u60f31\uff1a\u5bf9\u5e8f\u5217\u6a21\u578b\u7684\u9884\u6d4b\u503c\u548c\u771f\u5b9e\u503c\u8bef\u5dee\u8fdb\u884c\u5efa\u6a21<\/h4>\n<p>\u4f7f\u7528LSTM\u9884\u6d4b\u65f6\u5e8f\u5e8f\u5217\u6570\u636e\uff0c\u5f97\u5230\u4e00\u4e2a\u65f6\u5e8f\u8bef\u5dee\u5e8f\u5217\u7a97\u53e3<\/p>\n<pre><code class=\"language-katex\">\\scriptsize\n\\textbf{e} = [e^{(t-h)},\\dots,e^{(t-l_s)},\\dots,e^{(t-1)},e^{t}]<\/code><\/pre>\n<p>\u4e3a\u6291\u5236LSTM\u9884\u6d4b\u503c\u9661\u7136\u7a81\u53d8\uff0c\u4f7f\u7528\u6307\u6570\u52a0\u6743\u5e73\u6ed1\u8bef\u5dee\u5e8f\u5217\u7a97\u53e3\u503c<\/p>\n<pre><code class=\"language-katex\">\\scriptsize \\mathbf{e_s} = [e_{s}^{(t-h)},\\dots,e_{s}^{(t-l_s)},\\dots,e_{s}^{(t-1)},e_{s}^{t}]<\/code><\/pre>\n<h4>\u6838\u5fc3\u601d\u60f32\uff1a\u5bf9\u6700\u8fd1\u8bef\u5dee\u8fdb\u884c\u7edf\u8ba1\u5b66\u5206\u6790\u9884\u4f30\u5f02\u5e38\u9608\u503c<\/h4>\n<p>\u4f7f\u7528\u4e0a\u8ff0\u7a97\u53e3\u6570\u636e\u7684\u5747\u503c\u548c\u6807\u51c6\u5dee\u4f30\u8ba1\u9608\u503c\uff0c\u901a\u8fc7\u679a\u4e3ez\u8ba1\u7b97\u4e00\u4e2a\u521d\u59cb\u9608\u503c<\/p>\n<pre><code class=\"language-katex\">\\scriptsize \\mathbf{\\epsilon} = \\mu(\\mathbf{e_s}) + \\mathbf{z}\\sigma(\\mathbf{e_s})<\/code><\/pre>\n<p>\u5c06\u4e0a\u8ff0\u679a\u4e3e\u5f97\u5230\u7684\u5404\u521d\u59cb\u9608\u503c\u4f5c\u4e3a\u5f02\u5e38\u6570\u636e\u5224\u5b9a\u6807\u51c6\uff0c\u5e26\u5165\u4e0b\u5f0f\u5f97\u5230\u7ed3\u679c\uff1a\u5927\u591a\u6570\u6570\u636e\u5728\u9608\u5185\uff0c\u540c\u65f6\u9608\u5916\u6570\u636e\u5bf9\u5e8f\u5217\u79bb\u6563\u7a0b\u5ea6\u8d21\u732e\u8f83\u5927\u7684\u60c5\u51b5\u4f1a\u5728\u4e0b\u5f0f\u53d6\u5f97\u5927\u503c\uff0c\u53cd\u6620\u51fa\u8f83\u597d\u7684\u5f02\u5e38\u6570\u636e\u533a\u5206\u5ea6\u3002\u56e0\u6b64\u7ed3\u679c\u6700\u5927\u7684\u521d\u59cb\u9608\u503c\u5b9a\u4e3a\u6700\u7ec8\u9608\u503c<\/p>\n<pre><code class=\"language-katex\">\\scriptsize\n\\mathbf{\\epsilon} =\nargmax{(\\mathbf{\\epsilon})} =\n\\frac{\\Delta \\mu(\\mathbf{e_s})\/ \\mu(\\mathbf{e_s}) + \\Delta \\sigma(\\mathbf{e_s})\/ \\sigma(\\mathbf{e_s})}\n{|\\mathbf{e_a}|+|\\mathbf{E_{seq}}|^2}\\\\\n\n\\Delta \\mu(\\mathbf{e_s}) = \\mu(\\mathbf{e_s}) - \\mu(\\{e_s \\in \\mathbf{e_s}|e_s \\lt \\epsilon\\})\\\\\n\n\\Delta \\sigma(\\mathbf{e_s}) = \\sigma(\\mathbf{e_s}) - \\sigma(\\{e_s \\in \\mathbf{e_s}|e_s \\lt \\epsilon\\})\\\\\n\n\\mathbf{e_a} = \\{e_s \\in \\mathbf{e_s}|e_s \\gt \\epsilon\\}\\\\\n\nE_{seq} = continuous\\ sequences\\ of\\ e_a \\in \\mathbf{e_a}<\/code><\/pre>\n<p>\u8bba\u6587\u4f7f\u7528\u4e0b\u5f0f\u8861\u91cf\u5f02\u5e38\u503c\u7684\u504f\u79bb\u4e25\u91cd\u7a0b\u5ea6<\/p>\n<pre><code class=\"language-katex\">\\scriptsize\ns^{(i)} =\n\\frac{max(\\mathbf{e^{(i)}_{seq})} - argmax(\\mathbf\\epsilon)}\n{\\mu(\\mathbf{e_s})+\\sigma(\\mathbf{e_s})}<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"<p>\u65f6\u5e8f\u6570\u636e\u5f02\u5e38\u68c0\u6d4b\u95ee\u9898\u4e2d\uff0c\u6d89\u53ca\u5f02\u5e38\u9608\u503c\u7684\u52a8\u6001\u9884\u6d4b\u573a\u666f\u3002\u68c0\u7d22\u5230\u7b97\u6cd5Dynamic Thresholding\uff0c\u8be5\u9608\u503c &hellip; <\/p>\n<p class=\"link-more\"><a href=\"http:\/\/139.196.114.170\/?p=2912\" class=\"more-link\">\u7ee7\u7eed\u9605\u8bfb<span class=\"screen-reader-text\">\u201cTime Series\u5f02\u5e38\u68c0\u6d4b\u7b97\u6cd5 &#8211; \u52a8\u6001\u9608\u503c\u4f30\u8ba1\u201d<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[10],"tags":[],"jetpack_featured_media_url":"","_links":{"self":[{"href":"http:\/\/139.196.114.170\/index.php?rest_route=\/wp\/v2\/posts\/2912"}],"collection":[{"href":"http:\/\/139.196.114.170\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/139.196.114.170\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/139.196.114.170\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/139.196.114.170\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2912"}],"version-history":[{"count":3,"href":"http:\/\/139.196.114.170\/index.php?rest_route=\/wp\/v2\/posts\/2912\/revisions"}],"predecessor-version":[{"id":2974,"href":"http:\/\/139.196.114.170\/index.php?rest_route=\/wp\/v2\/posts\/2912\/revisions\/2974"}],"wp:attachment":[{"href":"http:\/\/139.196.114.170\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2912"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/139.196.114.170\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2912"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/139.196.114.170\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2912"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}