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Abstract With the increasing demand for digital products, processes and services the research area of automatic detection of signal outliers in streaming data has gained a lot of attention. The range of possible applications for this kind of algorithms is versatile and ranges from the monitoring of digital machinery and predictive maintenance up to applications in analyzing big data healthcare sensor data. In this paper we present a method for detecting anomalies in streaming multivariate times series by using an adapted evolving Spiking Neural Network. As the main components of this work we contribute (1) an alternative rank-order-based learning algorithm which uses the precise times of the incoming spikes for adjusting the synaptic weights, (2) an adapted, realtime-capable and efficient encoding technique for multivariate data based on multi-dimensional Gaussian Receptive Fields and (3) a continuous outlier scoring function for an improved interpretability of the classifications. Spiking neural networks are extremely efficient when it comes to process time dependent information. We demonstrate the effectiveness of our model on a synthetic dataset based on the Numenta Anomaly Benchmark with various anomaly types. We compare our algorithm to other streaming anomaly detecting algorithms and can prove that our algorithm performs better in detecting anomalies while demanding less computational resources for processing high dimensional data.
Bäßler et al. (Thu,) studied this question.