Unsupervised Anomaly Detection in IoT Systems for Smart Cities

Anomaly detection is critical in the Internet of Things (IoT) systems due to its wide applications for building smart cities, such as quality control in manufacturing, intrusion detection in system security, fault detection in system monitoring. Many existing schemes are problem specific and supervised approaches, which require domain knowledge and tremendous data labeling efforts. In this paper, we investigate unsupervised anomaly detection on multidimensional time series data in IoT systems, and develops a GRU-based Gaussian Mixture VAE scheme, called GGM-VAE. In particular, we employ Gated Recurrent Unit (GRU) cells to discover the correlations among time series data, and use Gaussian Mixture priors in the latent space to characterize the multimodal data. Several previous works assume simple distributions for Gaussian Mixture priors, resulting in insufficient ability to fully capture the data patterns. To overcome this issue, we design a model selection mechanism during the training process under the guidance of Bayesian Inference Criterion (BIC) to find the model which can well estimate the distribution in the Gaussian Mixture latent space. We conduct extensive simulations on four datasets and observe that our proposed scheme outperforms the state-of-the-art anomaly detection schemes and achieves up to 47.88% improvement in F1 scores on average.