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Diffusionmodels for time-series applications: a survey
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作者 Lequan liN Zhengkun li +2 位作者 ruikun li Xuliang li Junbin GAO 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2024年第1期19-41,共23页
Diffusion models, a family of generative models based on deep learning, have become increasinglyprominent in cutting-edge machine learning research. With distinguished performance in generating samples thatresemble th... Diffusion models, a family of generative models based on deep learning, have become increasinglyprominent in cutting-edge machine learning research. With distinguished performance in generating samples thatresemble the observed data, diffusion models are widely used in image, video, and text synthesis nowadays. Inrecent years, the concept of diffusion has been extended to time-series applications, and many powerful models havebeen developed. Considering the deficiency of a methodical summary and discourse on these models, we providethis survey as an elementary resource for new researchers in this area and to provide inspiration to motivate futureresearch. For better understanding, we include an introduction about the basics of diffusion models. Except forthis, we primarily focus on diffusion-based methods for time-series forecasting, imputation, and generation, andpresent them, separately, in three individual sections. We also compare different methods for the same applicationand highlight their connections if applicable. Finally, we conclude with the common limitation of diffusion-basedmethods and highlight potential future research directions. 展开更多
关键词 Diffusion models Time-series forecasting Time-series imputation Denoising diffusion probabilistic models Score-based generative models Stochastic differential equations
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Multi-Layer Reconstruction Errors Autoencoding and Density Estimate for Network Anomaly Detection 被引量:1
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作者 ruikun li Yun li +2 位作者 Wen He lirong Chen Jianchao Luo 《Computer Modeling in Engineering & Sciences》 SCIE EI 2021年第7期381-397,共17页
Anomaly detection is an important method for intrusion detection.In recent years,unsupervised methods have been widely researched because they do not require labeling.For example,a nonlinear autoencoder can use recons... Anomaly detection is an important method for intrusion detection.In recent years,unsupervised methods have been widely researched because they do not require labeling.For example,a nonlinear autoencoder can use reconstruction errors to attain the discrimination threshold.This method is not effective when the model complexity is high or the data contains noise.The method for detecting the density of compressed features in a hidden layer can be used to reduce the influence of noise on the selection of the threshold because the density of abnormal data in hidden layers is smaller than normal data.However,compressed features may lose some of the high-dimensional distribution information of the original data.In this paper,we present an efficient anomaly detection framework for unsupervised anomaly detection,which includes network data capturing,processing,feature extraction,and anomaly detection.We employ a deep autoencoder to obtain compressed features and multi-layer reconstruction errors,and feeds them the same to the Gaussian mixture model to estimate the density.The proposed approach is trained and tested on multiple current intrusion detection datasets and real network scenes,and performance indicators,namely accuracy,recall,and F1-score,are better than other autoencoder models. 展开更多
关键词 Anomaly detection deep autoencoder density estimate
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