Pattern and Anomaly Detection in Complex and Dynamic Data

Following a series of deep learning breakthroughs in the area of image segmentation, multiple objects in an image input can be finely sub-categorized. Although Convolutional Neural Networks (CNNs) are known for their state-of-the-art performance in image classification, they present drawbacks when used to analyze different data types, such as time series. In this paper, we propose the Sequential Mask Convolutional Neural Network (SMCNN), a method that overcomes such drawbacks, and leverages CNNs for sequential data analysis. Our method transforms sequential data into an image representation by means of a specialized filter that produces flexible shape forms, and detects multiple types of outliers simultaneously. We evaluate the effectiveness of our method on data containing a variety of anomaly types combined with different concept drifts. The solution shows to significantly outperform prior endeavors and to provide high generalization capabilities on a wide array of data characteristics. We attribute its success to its ability to pinpoint the exact location of patterns and anomalies in parallel and to the invariance of CNNs, which allows them to adapt seamlessly to concept drifts.