Graph Transformer Network Incorporating Sparse Representation for Multivariate Time Series Anomaly Detection

Cyber–physical systems (CPSs) serve as the pivotal core of Internet of Things (IoT) infrastructures, such as smart grids and intelligent transportation, deploying interconnected sensing devices to monitor operating status. With increasing decentralization, the surge in sensor devices expands the potential vulnerability to cyber attacks. It is imperative to conduct anomaly detection research on the multivariate time series data that these sensors produce to bolster the security of distributed CPSs. However, the high dimensionality, absence of anomaly labels in real-world datasets, and intricate non-linear relationships among sensors present considerable challenges in formulating effective anomaly detection algorithms. Recent deep-learning methods have achieved progress in the field of anomaly detection. Yet, many methods either rely on statistical models that struggle to capture non-linear relationships or use conventional deep learning models like CNN and LSTM, which do not explicitly learn inter-variable correlations. In this study, we propose a novel unsupervised anomaly detection method that integrates Sparse Autoencoder with Graph Transformer network (SGTrans). SGTrans leverages Sparse Autoencoder for the dimensionality reduction and reconstruction of high-dimensional time series, thus extracting meaningful hidden representations. Then, the multivariate time series are mapped into a graph structure. We introduce a multi-head attention mechanism from Transformer into graph structure learning, constructing a Graph Transformer network forecasting module. This module performs attentive information propagation between long-distance sensor nodes and explicitly models the complex temporal dependencies among them to enhance the prediction of future behaviors. Extensive experiments and evaluations on three publicly available real-world datasets demonstrate the effectiveness of our approach.