Enhancing Real-Time Anomaly Detection of Multivariate Time Series Data via Adversarial Autoencoder and Principal Components Analysis

Rapid data growth in large systems has introduced significant challenges in real-time monitoring and analysis. One of these challenges is detecting anomalies in time series data with high-dimensional inputs that contain complex inter-correlations between them. In addition, the lack of labeled data leads to the use of unsupervised learning that relies on daily system data to train models, which can contain noise that affects feature extraction. To address these challenges, we propose PCA-AAE, a novel anomaly detection model for time series data using an Adversarial Autoencoder integrated with Principal Component Analysis (PCA). PCA contributes to analyzing the latent space by transforming it into uncorrelated components to extract important features and reduce noise within the latent space. We tested the integration of PCA into the model’s phases and studied its efficiency in each phase. The tests show that the best practice is to apply PCA to the latent code during the adversarial training phase of the AAE model. We used two public datasets, the SWaT and SMAP datasets, to compare our model with state-of-the-art models. The results indicate that our model achieves an average F1 score of 0.90, which is competitive with state-of-the-art models, and an average of 58.5% faster detection speed compared to similar state-of-the-art models. This makes PCA-AAE a candidate solution to enhance real-time anomaly detection in high-dimensional datasets.