Adaptive Memory Broad Learning System for Unsupervised Time Series Anomaly Detection

Time series anomaly detection is the process of identifying anomalies within time series data. The primary challenge of this task lies in the necessity for the model to comprehend the characteristics of time-independent and abnormal data patterns. In this study, a novel algorithm called adaptive memory broad learning system (AdaMemBLS) is proposed for time series anomaly detection. This algorithm leverages the rapid inference capabilities of the broad learning algorithm and the memory bank's capacity to differentiate between normal and abnormal data. Furthermore, an incremental algorithm based on multiple data augmentation techniques is introduced and applied to multiple ensemble learners, thereby enhancing the model's effectiveness in learning the characteristics of time series data. To bolster the model's anomaly detection capabilities, a more diverse ensemble approach and a discriminative anomaly score are recommended. Extensive experiments conducted on various real-world datasets demonstrate that the proposed method exhibits superior inference speed and more accurate anomaly detection compared to the existing competitors. A detailed experimental investigation is presented to elucidate the effectiveness of the proposed method and the underlying reasons for its efficacy.