Unsupervised Anomaly Detection Based on Minimum Spanning Tree Approximated Distance Measures and its Application to Hydropower Turbines

Anomalies are data points or a cluster of data points that lie away from the neighboring points or clusters and are inconsistent with the overall pattern of the data. Anomaly detection techniques help distinguish the anomalous observations from the regular ones, and thus provide the basis for developing a standard performance guideline for process control. The process of identifying anomalies becomes complicated in the absence of labeled training data as in supervised learning. Moreover, Euclidean distance between two points is less likely able to reflect the intrinsic structural distance imposed by the underlying manifold structure. In this paper, the authors propose a minimum spanning tree (MST)-based anomaly detection method. The merit of the method is that an MST provides a new distance measure, capable of capturing the relative connectedness of data points/clusters in a complicated manifold, and could be a better (dis)similarity metric, than the simple Euclidean distance, to identify anomalies in unsupervised learning settings. The proposed method is compared with 13 popular anomaly detection methods on 20 benchmark data sets, demonstrating a considerable improvement in its ability of identifying anomalies. Furthermore, the MST-based anomaly detection is applied to the data set from a hydropower turbine and demonstrates remarkable detection competence.