VG-Net: Sensor Time Series Anomaly Detection with Joint Variational Autoencoder and Graph Neural Network

Intelligent Cyber-Physical Systems typically utilize sensors to gather a significant amount of raw data which often possesses temporal and high-dimensional characteristics. Ensuring the data reliability is crucial for the normal operation of the system. While most existing methods are capable of identifying anomalies in high-dimensional time series data from sensors, they often lack adequate accuracy and fail to adequately consider the correlation between sensor nodes. To address these limitations, we propose an unsupervised framework which is a combination of variational autoencoder and graph neural network(VG-Net). By jointly optimizing the reconstruction module and the prediction module, VG-Net effectively models the correlation between sensor nodes while simultaneously detecting anomalies. The reconstruction module is responsible for modeling the latent representation space and reconstructing the time series data through variational autoencoder. The prediction module leverages bidirectional long short term memory networks and neural tensor network to learn the relationships between sensor nodes, and uses graph neural network to predict the future behavior of the data. Experiments on eight real and synthetic datasets demonstrate that, compared with existing methods, VG-Net can accurately model the relationship between sensor nodes and enhance the anomaly detection performance of high-dimensional time series data.