TMANomaly: Time-Series Mutual Adversarial Networks for Industrial Anomaly Detection

Large-scale sewage treatment plants are one of the typical Industrial Internet of Things systems, where the presence of a large number of sensors generates massive dynamic time series data, and such multivariate time series data are usually time-dependent and random. Therefore, there is a certain risk when fitting the potential anomalies of real-world data, which will bring great challenges to anomaly detection. In this article, we propose a time-series mutual adversarial network (TMAN), a novel reconstruction model for anomaly detection on multivariate time series. It is based on the idea of adversarial learning and consists of two identical subnetworks. During the training process, two subnetworks can independently complete the learning of the time distribution of normal samples of industrial time series data for mutual adversarial. In the process of detecting, we obtain the residual values of TMAN reconstructed for different time series samples to discriminate anomalies. We combine TMAN and anomaly determination mechanisms to build a new industrial time series anomaly detection framework named TMANomaly. In addition, we select the dataset features with a grey correlation algorithm to achieve very high performance with a small number of features. Experimental results show that our proposed TMANomaly outperforms five popular anomaly detection methods and effectively improves the accuracy of industrial multivariate time series anomaly detection.