Cross-Dimension Attentive Feature Fusion Network for Unsupervised Time-Series Anomaly Detection

Time series anomaly detection is crucial in various industrial applications to identify unusual behaviors within the time series data.Due to the challenges associated with annotating anomaly events,time series reconstruction has become a prevalent approach for unsupervised anomaly detection.However,effectively learning representations and achieving accurate detection results remain challenging due to the intricate temporal patterns and dependencies in real-world time series.In this paper,we propose a cross-dimension attentive feature fusion network for time series anomaly detection,referred to as CAFFN.Specifically,a series and feature mixing block is introduced to learn representations in 1D space.Additionally,a fast Fourier transform is employed to convert the time series into 2D space,providing the capability for 2D feature extraction.Finally,a cross-dimension attentive feature fusion mechanism is designed that adaptively integrates features across different dimensions for anomaly detection.Experimental results on real-world time series datasets demonstrate that CAFFN performs better than other competing methods in time series anomaly detection.

Multivariate Time Series Anomaly Detection Based on Spatial-Temporal Network and Transformer in Industrial Internet of Things

In the Industrial Internet of Things(IIoT),sensors generate time series data to reflect the working state.When the systems are attacked,timely identification of outliers in time series is critical to ensure security.Although many anomaly detection methods have been proposed,the temporal correlation of the time series over the same sensor and the state(spatial)correlation between different sensors are rarely considered simultaneously in these methods.Owing to the superior capability of Transformer in learning time series features.This paper proposes a time series anomaly detection method based on a spatial-temporal network and an improved Transformer.Additionally,the methods based on graph neural networks typically include a graph structure learning module and an anomaly detection module,which are interdependent.However,in the initial phase of training,since neither of the modules has reached an optimal state,their performance may influence each other.This scenario makes the end-to-end training approach hard to effectively direct the learning trajectory of each module.This interdependence between the modules,coupled with the initial instability,may cause the model to find it hard to find the optimal solution during the training process,resulting in unsatisfactory results.We introduce an adaptive graph structure learning method to obtain the optimal model parameters and graph structure.Experiments on two publicly available datasets demonstrate that the proposed method attains higher anomaly detection results than other methods.

A Time Series Short-Term Prediction Method Based on Multi-Granularity Event Matching and Alignment

Accurate forecasting of time series is crucial across various domains.Many prediction tasks rely on effectively segmenting,matching,and time series data alignment.For instance,regardless of time series with the same granularity,segmenting them into different granularity events can effectively mitigate the impact of varying time scales on prediction accuracy.However,these events of varying granularity frequently intersect with each other,which may possess unequal durations.Even minor differences can result in significant errors when matching time series with future trends.Besides,directly using matched events but unaligned events as state vectors in machine learning-based prediction models can lead to insufficient prediction accuracy.Therefore,this paper proposes a short-term forecasting method for time series based on a multi-granularity event,MGE-SP(multi-granularity event-based short-termprediction).First,amethodological framework for MGE-SP established guides the implementation steps.The framework consists of three key steps,including multi-granularity event matching based on the LTF(latest time first)strategy,multi-granularity event alignment using a piecewise aggregate approximation based on the compression ratio,and a short-term prediction model based on XGBoost.The data from a nationwide online car-hailing service in China ensures the method’s reliability.The average RMSE(root mean square error)and MAE(mean absolute error)of the proposed method are 3.204 and 2.360,lower than the respective values of 4.056 and 3.101 obtained using theARIMA(autoregressive integratedmoving average)method,as well as the values of 4.278 and 2.994 obtained using k-means-SVR(support vector regression)method.The other experiment is conducted on stock data froma public data set.The proposed method achieved an average RMSE and MAE of 0.836 and 0.696,lower than the respective values of 1.019 and 0.844 obtained using the ARIMA method,as well as the values of 1.350 and 1.172 obtained using the k-means-SVR method.

TSCND:Temporal Subsequence-Based Convolutional Network with Difference for Time Series Forecasting

Time series forecasting plays an important role in various fields, such as energy, finance, transport, and weather. Temporal convolutional networks (TCNs) based on dilated causal convolution have been widely used in time series forecasting. However, two problems weaken the performance of TCNs. One is that in dilated casual convolution, causal convolution leads to the receptive fields of outputs being concentrated in the earlier part of the input sequence, whereas the recent input information will be severely lost. The other is that the distribution shift problem in time series has not been adequately solved. To address the first problem, we propose a subsequence-based dilated convolution method (SDC). By using multiple convolutional filters to convolve elements of neighboring subsequences, the method extracts temporal features from a growing receptive field via a growing subsequence rather than a single element. Ultimately, the receptive field of each output element can cover the whole input sequence. To address the second problem, we propose a difference and compensation method (DCM). The method reduces the discrepancies between and within the input sequences by difference operations and then compensates the outputs for the information lost due to difference operations. Based on SDC and DCM, we further construct a temporal subsequence-based convolutional network with difference (TSCND) for time series forecasting. The experimental results show that TSCND can reduce prediction mean squared error by 7.3% and save runtime, compared with state-of-the-art models and vanilla TCN.

A Time Series Intrusion Detection Method Based on SSAE,TCN and Bi-LSTM

In the fast-evolving landscape of digital networks,the incidence of network intrusions has escalated alarmingly.Simultaneously,the crucial role of time series data in intrusion detection remains largely underappreciated,with most systems failing to capture the time-bound nuances of network traffic.This leads to compromised detection accuracy and overlooked temporal patterns.Addressing this gap,we introduce a novel SSAE-TCN-BiLSTM(STL)model that integrates time series analysis,significantly enhancing detection capabilities.Our approach reduces feature dimensionalitywith a Stacked Sparse Autoencoder(SSAE)and extracts temporally relevant features through a Temporal Convolutional Network(TCN)and Bidirectional Long Short-term Memory Network(Bi-LSTM).By meticulously adjusting time steps,we underscore the significance of temporal data in bolstering detection accuracy.On the UNSW-NB15 dataset,ourmodel achieved an F1-score of 99.49%,Accuracy of 99.43%,Precision of 99.38%,Recall of 99.60%,and an inference time of 4.24 s.For the CICDS2017 dataset,we recorded an F1-score of 99.53%,Accuracy of 99.62%,Precision of 99.27%,Recall of 99.79%,and an inference time of 5.72 s.These findings not only confirm the STL model’s superior performance but also its operational efficiency,underpinning its significance in real-world cybersecurity scenarios where rapid response is paramount.Our contribution represents a significant advance in cybersecurity,proposing a model that excels in accuracy and adaptability to the dynamic nature of network traffic,setting a new benchmark for intrusion detection systems.

CNN-LSTM based incremental attention mechanism enabled phase-space reconstruction for chaotic time series prediction

To improve the prediction accuracy of chaotic time series and reconstruct a more reasonable phase space structure of the prediction network,we propose a convolutional neural network-long short-term memory(CNN-LSTM)prediction model based on the incremental attention mechanism.Firstly,a traversal search is conducted through the traversal layer for finite parameters in the phase space.Then,an incremental attention layer is utilized for parameter judgment based on the dimension weight criteria(DWC).The phase space parameters that best meet DWC are selected and fed into the input layer.Finally,the constructed CNN-LSTM network extracts spatio-temporal features and provides the final prediction results.The model is verified using Logistic,Lorenz,and sunspot chaotic time series,and the performance is compared from the two dimensions of prediction accuracy and network phase space structure.Additionally,the CNN-LSTM network based on incremental attention is compared with long short-term memory(LSTM),convolutional neural network(CNN),recurrent neural network(RNN),and support vector regression(SVR)for prediction accuracy.The experiment results indicate that the proposed composite network model possesses enhanced capability in extracting temporal features and achieves higher prediction accuracy.Also,the algorithm to estimate the phase space parameter is compared with the traditional CAO,false nearest neighbor,and C-C,three typical methods for determining the chaotic phase space parameters.The experiments reveal that the phase space parameter estimation algorithm based on the incremental attention mechanism is superior in prediction accuracy compared with the traditional phase space reconstruction method in five networks,including CNN-LSTM,LSTM,CNN,RNN,and SVR.

AFSTGCN:Prediction for multivariate time series using an adaptive fused spatial-temporal graph convolutional network

The prediction for Multivariate Time Series(MTS)explores the interrelationships among variables at historical moments,extracts their relevant characteristics,and is widely used in finance,weather,complex industries and other fields.Furthermore,it is important to construct a digital twin system.However,existing methods do not take full advantage of the potential properties of variables,which results in poor predicted accuracy.In this paper,we propose the Adaptive Fused Spatial-Temporal Graph Convolutional Network(AFSTGCN).First,to address the problem of the unknown spatial-temporal structure,we construct the Adaptive Fused Spatial-Temporal Graph(AFSTG)layer.Specifically,we fuse the spatial-temporal graph based on the interrelationship of spatial graphs.Simultaneously,we construct the adaptive adjacency matrix of the spatial-temporal graph using node embedding methods.Subsequently,to overcome the insufficient extraction of disordered correlation features,we construct the Adaptive Fused Spatial-Temporal Graph Convolutional(AFSTGC)module.The module forces the reordering of disordered temporal,spatial and spatial-temporal dependencies into rule-like data.AFSTGCN dynamically and synchronously acquires potential temporal,spatial and spatial-temporal correlations,thereby fully extracting rich hierarchical feature information to enhance the predicted accuracy.Experiments on different types of MTS datasets demonstrate that the model achieves state-of-the-art single-step and multi-step performance compared with eight other deep learning models.

Deep Learning for Financial Time Series Prediction:A State-of-the-Art Review of Standalone and HybridModels

Financial time series prediction,whether for classification or regression,has been a heated research topic over the last decade.While traditional machine learning algorithms have experienced mediocre results,deep learning has largely contributed to the elevation of the prediction performance.Currently,the most up-to-date review of advanced machine learning techniques for financial time series prediction is still lacking,making it challenging for finance domain experts and relevant practitioners to determine which model potentially performs better,what techniques and components are involved,and how themodel can be designed and implemented.This review article provides an overview of techniques,components and frameworks for financial time series prediction,with an emphasis on state-of-the-art deep learning models in the literature from2015 to 2023,including standalonemodels like convolutional neural networks(CNN)that are capable of extracting spatial dependencies within data,and long short-term memory(LSTM)that is designed for handling temporal dependencies;and hybrid models integrating CNN,LSTM,attention mechanism(AM)and other techniques.For illustration and comparison purposes,models proposed in recent studies are mapped to relevant elements of a generalized framework comprised of input,output,feature extraction,prediction,and related processes.Among the state-of-the-artmodels,hybrid models like CNNLSTMand CNN-LSTM-AM in general have been reported superior in performance to stand-alone models like the CNN-only model.Some remaining challenges have been discussed,including non-friendliness for finance domain experts,delayed prediction,domain knowledge negligence,lack of standards,and inability of real-time and highfrequency predictions.The principal contributions of this paper are to provide a one-stop guide for both academia and industry to review,compare and summarize technologies and recent advances in this area,to facilitate smooth and informed implementation,and to highlight future research directions.

Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting

Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically relies on expert input and necessitates substantial manual involvement.This manual effort spans model development,feature engineering,hyper-parameter tuning,and the intricate construction of time series models.The complexity of these tasks renders complete automation unfeasible,as they inherently demand human intervention at multiple junctures.To surmount these challenges,this article proposes leveraging Long Short-Term Memory,which is the variant of Recurrent Neural Networks,harnessing memory cells and gating mechanisms to facilitate long-term time series prediction.However,forecasting accuracy by particular neural network and traditional models can degrade significantly,when addressing long-term time-series tasks.Therefore,our research demonstrates that this innovative approach outperforms the traditional Autoregressive Integrated Moving Average(ARIMA)method in forecasting long-term univariate time series.ARIMA is a high-quality and competitive model in time series prediction,and yet it requires significant preprocessing efforts.Using multiple accuracy metrics,we have evaluated both ARIMA and proposed method on the simulated time-series data and real data in both short and long term.Furthermore,our findings indicate its superiority over alternative network architectures,including Fully Connected Neural Networks,Convolutional Neural Networks,and Nonpooling Convolutional Neural Networks.Our AutoML approach enables non-professional to attain highly accurate and effective time series forecasting,and can be widely applied to various domains,particularly in business and finance.

Prediction of three-dimensional ocean temperature in the South China Sea based on time series gridded data and a dynamic spatiotemporal graph neural network

Ocean temperature is an important physical variable in marine ecosystems,and ocean temperature prediction is an important research objective in ocean-related fields.Currently,one of the commonly used methods for ocean temperature prediction is based on data-driven,but research on this method is mostly limited to the sea surface,with few studies on the prediction of internal ocean temperature.Existing graph neural network-based methods usually use predefined graphs or learned static graphs,which cannot capture the dynamic associations among data.In this study,we propose a novel dynamic spatiotemporal graph neural network(DSTGN)to predict threedimensional ocean temperature(3D-OT),which combines static graph learning and dynamic graph learning to automatically mine two unknown dependencies between sequences based on the original 3D-OT data without prior knowledge.Temporal and spatial dependencies in the time series were then captured using temporal and graph convolutions.We also integrated dynamic graph learning,static graph learning,graph convolution,and temporal convolution into an end-to-end framework for 3D-OT prediction using time-series grid data.In this study,we conducted prediction experiments using high-resolution 3D-OT from the Copernicus global ocean physical reanalysis,with data covering the vertical variation of temperature from the sea surface to 1000 m below the sea surface.We compared five mainstream models that are commonly used for ocean temperature prediction,and the results showed that the method achieved the best prediction results at all prediction scales.

Defect Detection Model Using Time Series Data Augmentation and Transformation

Time-series data provide important information in many fields,and their processing and analysis have been the focus of much research.However,detecting anomalies is very difficult due to data imbalance,temporal dependence,and noise.Therefore,methodologies for data augmentation and conversion of time series data into images for analysis have been studied.This paper proposes a fault detection model that uses time series data augmentation and transformation to address the problems of data imbalance,temporal dependence,and robustness to noise.The method of data augmentation is set as the addition of noise.It involves adding Gaussian noise,with the noise level set to 0.002,to maximize the generalization performance of the model.In addition,we use the Markov Transition Field(MTF)method to effectively visualize the dynamic transitions of the data while converting the time series data into images.It enables the identification of patterns in time series data and assists in capturing the sequential dependencies of the data.For anomaly detection,the PatchCore model is applied to show excellent performance,and the detected anomaly areas are represented as heat maps.It allows for the detection of anomalies,and by applying an anomaly map to the original image,it is possible to capture the areas where anomalies occur.The performance evaluation shows that both F1-score and Accuracy are high when time series data is converted to images.Additionally,when processed as images rather than as time series data,there was a significant reduction in both the size of the data and the training time.The proposed method can provide an important springboard for research in the field of anomaly detection using time series data.Besides,it helps solve problems such as analyzing complex patterns in data lightweight.

Unsupervised Time Series Segmentation: A Survey on Recent Advances

Time series segmentation has attracted more interests in recent years,which aims to segment time series into different segments,each reflects a state of the monitored objects.Although there have been many surveys on time series segmentation,most of them focus more on change point detection(CPD)methods and overlook the advances in boundary detection(BD)and state detection(SD)methods.In this paper,we categorize time series segmentation methods into CPD,BD,and SD methods,with a specific focus on recent advances in BD and SD methods.Within the scope of BD and SD,we subdivide the methods based on their underlying models/techniques and focus on the milestones that have shaped the development trajectory of each category.As a conclusion,we found that:(1)Existing methods failed to provide sufficient support for online working,with only a few methods supporting online deployment;(2)Most existing methods require the specification of parameters,which hinders their ability to work adaptively;(3)Existing SD methods do not attach importance to accurate detection of boundary points in evaluation,which may lead to limitations in boundary point detection.We highlight the ability to working online and adaptively as important attributes of segmentation methods,the boundary detection accuracy as a neglected metrics for SD methods.

Improved Responses with Multitaper Spectral Analysis for Magnetotelluric Time Series Data Processing:Examples from Field Data

In order to attain good quality transfer function estimates from magnetotelluric field data(i.e.,smooth behavior and small uncertainties across all frequencies),we compare time series data processing with and without a multitaper approach for spectral estimation.There are several common ways to increase the reliability of the Fourier spectral estimation from experimental(noisy)data;for example to subdivide the experimental time series into segments,taper these segments(using single taper),perform the Fourier transform of the individual segments,and average the resulting spectra.

An Innovative Deep Architecture for Flight Safety Risk Assessment Based on Time Series Data

With the development of the integration of aviation safety and artificial intelligence,research on the combination of risk assessment and artificial intelligence is particularly important in the field of risk management,but searching for an efficient and accurate risk assessment algorithm has become a challenge for the civil aviation industry.Therefore,an improved risk assessment algorithm(PS-AE-LSTM)based on long short-term memory network(LSTM)with autoencoder(AE)is proposed for the various supervised deep learning algorithms in flight safety that cannot adequately address the problem of the quality on risk level labels.Firstly,based on the normal distribution characteristics of flight data,a probability severity(PS)model is established to enhance the quality of risk assessment labels.Secondly,autoencoder is introduced to reconstruct the flight parameter data to improve the data quality.Finally,utilizing the time-series nature of flight data,a long and short-termmemory network is used to classify the risk level and improve the accuracy of risk assessment.Thus,a risk assessment experimentwas conducted to analyze a fleet landing phase dataset using the PS-AE-LSTMalgorithm to assess the risk level associated with aircraft hard landing events.The results show that the proposed algorithm achieves an accuracy of 86.45%compared with seven baseline models and has excellent risk assessment capability.

Periodic signal extraction of GNSS height time series based on adaptive singular spectrum analysis

Singular spectrum analysis is widely used in geodetic time series analysis.However,when extracting time-varying periodic signals from a large number of Global Navigation Satellite System(GNSS)time series,the selection of appropriate embedding window size and principal components makes this method cumbersome and inefficient.To improve the efficiency and accuracy of singular spectrum analysis,this paper proposes an adaptive singular spectrum analysis method by combining spectrum analysis with a new trace matrix.The running time and correlation analysis indicate that the proposed method can adaptively set the embedding window size to extract the time-varying periodic signals from GNSS time series,and the extraction efficiency of a single time series is six times that of singular spectrum analysis.The method is also accurate and more suitable for time-varying periodic signal analysis of global GNSS sites.

Probabilistic time series forecasting with deep non-linear state space models

Probabilistic time series forecasting aims at estimating future probabilistic distributions based on given time series observations.It is a widespread challenge in various tasks,such as risk management and decision making.To investigate temporal patterns in time series data and predict subsequent probabilities,the state space model(SSM)provides a general framework.Variants of SSM achieve considerable success in many fields,such as engineering and statistics.However,since underlying processes in real-world scenarios are usually unknown and complicated,actual time series observations are always irregular and noisy.Therefore,it is very difficult to determinate an SSM for classical statistical approaches.In this paper,a general time series forecasting framework,called Deep Nonlinear State Space Model(DNLSSM),is proposed to predict the probabilistic distribution based on estimated underlying unknown processes from historical time series data.We fuse deep neural networks and statistical methods to iteratively estimate states and network parameters and thus exploit intricate temporal patterns of time series data.In particular,the unscented Kalman filter(UKF)is adopted to calculate marginal likelihoods and update distributions recursively for non-linear functions.After that,a non-linear Joseph form covariance update is developed to ensure that calculated covariance matrices in UKF updates are symmetric and positive definitive.Therefore,the authors enhance the tolerance of UKF to round-off errors and manage to combine UKF and deep neural networks.In this manner,the DNLSSM effectively models non-linear correlations between observed time series data and underlying dynamic processes.Experiments in both synthetic and real-world datasets demonstrate that the DNLSSM consistently improves the accuracy of probability forecasts compared to the baseline methods.

Fine-Grained Multivariate Time Series Anomaly Detection in IoT

Sensors produce a large amount of multivariate time series data to record the states of Internet of Things(IoT)systems.Multivariate time series timestamp anomaly detection(TSAD)can identify timestamps of attacks and malfunctions.However,it is necessary to determine which sensor or indicator is abnormal to facilitate a more detailed diagnosis,a process referred to as fine-grained anomaly detection(FGAD).Although further FGAD can be extended based on TSAD methods,existing works do not provide a quantitative evaluation,and the performance is unknown.Therefore,to tackle the FGAD problem,this paper first verifies that the TSAD methods achieve low performance when applied to the FGAD task directly because of the excessive fusion of features and the ignoring of the relationship’s dynamic changes between indicators.Accordingly,this paper proposes a mul-tivariate time series fine-grained anomaly detection(MFGAD)framework.To avoid excessive fusion of features,MFGAD constructs two sub-models to independently identify the abnormal timestamp and abnormal indicator instead of a single model and then combines the two kinds of abnormal results to detect the fine-grained anomaly.Based on this framework,an algorithm based on Graph Attention Neural Network(GAT)and Attention Convolutional Long-Short Term Memory(A-ConvLSTM)is proposed,in which GAT learns temporal features of multiple indicators to detect abnormal timestamps and A-ConvLSTM captures the dynamic relationship between indicators to identify abnormal indicators.Extensive simulations on a real-world dataset demonstrate that the proposed algorithm can achieve a higher F1 score and hit rate than the extension of existing TSAD methods with the benefit of two independent sub-models for timestamp and indicator detection.

Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China

BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their spread is essential for developing effective strategies,heightening the requirement for early warning to deal with such a major public health threat.AIM To monitor HB and HC epidemics by the design of a paradigmatic seasonal autoregressive fractionally integrated moving average(SARFIMA)for projections into 2030,and to compare the effectiveness with the seasonal autoregressive integrated moving average(SARIMA).METHODS Monthly HB and HC incidence cases in China were obtained from January 2004 to June 2023.Descriptive analysis and the Hodrick-Prescott method were employed to identify trends and seasonality.Two periods(from January 2004 to June 2022 and from January 2004 to December 2015,respectively)were used as the training sets to develop both models,while the remaining periods served as the test sets to evaluate the forecasting accuracy.RESULTS There were incidents of 23400874 HB cases and 3590867 HC cases from January 2004 to June 2023.Overall,HB remained steady[average annual percentage change(AAPC)=0.44,95%confidence interval(95%CI):-0.94-1.84]while HC was increasing(AAPC=8.91,95%CI:6.98-10.88),and both had a peak in March and a trough in February.In the 12-step-ahead HB forecast,the mean absolute deviation(15211.94),root mean square error(18762.94),mean absolute percentage error(0.17),mean error rate(0.15),and root mean square percentage error(0.25)under the best SARFIMA(3,0,0)(0,0.449,2)12 were smaller than those under the best SARIMA(3,0,0)(0,1,2)12(16867.71,20775.12,0.19,0.17,and 0.27,respectively).Similar results were also observed for the 90-step-ahead HB,12-step-ahead HC,and 90-step-ahead HC forecasts.The predicted HB incidents totaled 9865400(95%CI:7508093-12222709)cases and HC totaled 1659485(95%CI:856681-2462290)cases during 2023-2030.CONCLUSION Under current interventions,China faces enormous challenges to eliminate HB and HC epidemics by 2030,and effective strategies must be reinforced.The integration of SARFIMA into public health for the management of HB and HC epidemics can potentially result in more informed and efficient interventions,surpassing the capabilities of SARIMA.

A Memory-Guided Anomaly Detection Model with Contrastive Learning for Multivariate Time Series

Some reconstruction-based anomaly detection models in multivariate time series have brought impressive performance advancements but suffer from weak generalization ability and a lack of anomaly identification.These limitations can result in the misjudgment of models,leading to a degradation in overall detection performance.This paper proposes a novel transformer-like anomaly detection model adopting a contrastive learning module and a memory block(CLME)to overcome the above limitations.The contrastive learning module tailored for time series data can learn the contextual relationships to generate temporal fine-grained representations.The memory block can record normal patterns of these representations through the utilization of attention-based addressing and reintegration mechanisms.These two modules together effectively alleviate the problem of generalization.Furthermore,this paper introduces a fusion anomaly detection strategy that comprehensively takes into account the residual and feature spaces.Such a strategy can enlarge the discrepancies between normal and abnormal data,which is more conducive to anomaly identification.The proposed CLME model not only efficiently enhances the generalization performance but also improves the ability of anomaly detection.To validate the efficacy of the proposed approach,extensive experiments are conducted on well-established benchmark datasets,including SWaT,PSM,WADI,and MSL.The results demonstrate outstanding performance,with F1 scores of 90.58%,94.83%,91.58%,and 91.75%,respectively.These findings affirm the superiority of the CLME model over existing stateof-the-art anomaly detection methodologies in terms of its ability to detect anomalies within complex datasets accurately.

Research on Short-Term Load Forecasting of Distribution Stations Based on the Clustering Improvement Fuzzy Time Series Algorithm

An improved fuzzy time series algorithmbased on clustering is designed in this paper.The algorithm is successfully applied to short-term load forecasting in the distribution stations.Firstly,the K-means clustering method is used to cluster the data,and the midpoint of two adjacent clustering centers is taken as the dividing point of domain division.On this basis,the data is fuzzed to form a fuzzy time series.Secondly,a high-order fuzzy relation with multiple antecedents is established according to the main measurement indexes of power load,which is used to predict the short-term trend change of load in the distribution stations.Matlab/Simulink simulation results show that the load forecasting errors of the typical fuzzy time series on the time scale of one day and one week are[−50,20]and[−50,30],while the load forecasting errors of the improved fuzzy time series on the time scale of one day and one week are[−20,15]and[−20,25].It shows that the fuzzy time series algorithm improved by clustering improves the prediction accuracy and can effectively predict the short-term load trend of distribution stations.