Title: Time Series Anomaly Detection; Detection of anomalous drops with limited features and sparse examples in noisy highly periodic data,
Abstract: Google uses continuous streams of data from industry partners in order to
deliver accurate results to users. Unexpected drops in traffic can be an
indication of an underlying issue and may be an early warning that remedial
action may be necessary. Detecting such drops is non-trivial because streams
are variable and noisy, with roughly regular spikes (in many different shapes)
in traffic data. We investigated the question of whether or not we can predict
anomalies in these data streams. Our goal is to utilize Machine Learning and
statistical approaches to classify anomalous drops in periodic, but noisy,
traffic patterns. Since we do not have a large body of labeled examples to
directly apply supervised learning for anomaly classification, we approached
the problem in two parts. First we used TensorFlow to train our various models
including DNNs, RNNs, and LSTMs to perform regression and predict the expected
value in the time series. Secondly we created anomaly detection rules that
compared the actual values to predicted values. Since the problem requires
finding sustained anomalies, rather than just short delays or momentary
inactivity in the data, our two detection methods focused on continuous
sections of activity rather than just single points. We tried multiple
combinations of our models and rules and found that using the intersection of
our two anomaly detection methods proved to be an effective method of detecting
anomalies on almost all of our models. In the process we also found that not
all data fell within our experimental assumptions, as one data stream had no
periodicity, and therefore no time based model could predict it.