Unsupervised Anomaly Detection in Multivariate Spatio-Temporal Datasets Using Deep Learning

Techniques used for spatio-temporal anomaly detection in an unsupervised settings has attracted great attention in recent years. It has extensive use in a wide variety of applications such as: medical diagnosis, sensor events analysis, earth science, fraud detection systems, etc. Most of the real world time series datasets have spatial dimension as additional context such as geographic location. Although many temporal data are spatio-temporal in nature, existing techniques are limited to handle both contextual (spatial and temporal) attributes during anomaly detection process. Taking into account of spatial context in addition to temporal context would help uncovering complex anomaly types and unexpected and interesting knowledge about problem domain. In this paper, a new approach to the problem of unsupervised anomaly detection in a multivariate spatio-temporal dataset is proposed using a hybrid deep learning framework. The proposed approach is composed of a Long Short Term Memory (LSTM) Encoder and Deep Neural Network (DNN) based classifier to extract spatial and temporal contexts. Although the approach has been employed on crime dataset from San Francisco Police Department to detect spatio-temporal anomalies, it can be applied to any spatio-temporal datasets.