An Anomaly Detection Enhancement Method Using Interpretable Unsupervised Machine Learning in Industrial Information Systems at Multivariate Time Series Environment

Time series anomaly detection is a technology that finds outliers in observed data over time, and is a significant research field associated with many applications or platforms. In this paper, we propose a method called Encoded-IF, a new and improved version of the isolation forest (IF) machine learning algorithm using Auto-Encoder to detect time series anomalies. Encoded-IF is a non-parametric and unsupervised method for detecting anomalies in time series data. It efficiently detects anomalies in each dimension of high-dimensional data and quickly learns nonlinear correlations between dimensions. Experiments were conducted on four publicly available time series data sets to evaluate the performance of the proposed method. The results improvement in performance of up to 4%.