A framework for using LSTMs to detect anomalies in multivariate time series data. Includes spacecraft anomaly data and experiments from the Mars Science Laboratory and SMAP missions.

Overview

Telemanom (v2.0)

v2.0 updates:

  • Vectorized operations via numpy
  • Object-oriented restructure, improved organization
  • Merge branches into single branch for both processing modes (with/without labels)
  • Update requirements.txt and Dockerfile
  • Updated result output for both modes
  • PEP8 cleanup

Anomaly Detection in Time Series Data Using LSTMs and Automatic Thresholding

License

Telemanom employs vanilla LSTMs using Keras/Tensorflow to identify anomalies in multivariate sensor data. LSTMs are trained to learn normal system behaviors using encoded command information and prior telemetry values. Predictions are generated at each time step and the errors in predictions represent deviations from expected behavior. Telemanom then uses a novel nonparametric, unsupervised approach for thresholding these errors and identifying anomalous sequences of errors.

This repo along with the linked data can be used to re-create the experiments in our 2018 KDD paper, "Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding", which describes the background, methodologies, and experiments in more detail. While the system was originally deployed to monitor spacecraft telemetry, it can be easily adapted to similar problems.

Getting Started

Clone the repo (only available from source currently):

git clone https://github.com/khundman/telemanom.git && cd telemanom

Configure system/modeling parameters in config.yaml file (to recreate experiment from paper, leave as is). For example:

  • train: True if True, a new model will be trained for each input stream. If False (default) existing trained model will be loaded and used to generate predictions
  • predict: True Generate new predictions using models. If False (default), use existing saved predictions in evaluation (useful for tuning error thresholding and skipping prior processing steps)
  • l_s: 250 Determines the number of previous timesteps input to the model at each timestep t (used to generate predictions)

To run via Docker:

docker build -t telemanom .

# rerun experiment detailed in paper or run with your own set of labeled anomlies in 'labeled_anomalies.csv'
docker run telemanom -l labeled_anomalies.csv

# run without labeled anomalies
docker run telemanom

To run with local or virtual environment

From root of repo, curl and unzip data:

curl -O https://s3-us-west-2.amazonaws.com/telemanom/data.zip && unzip data.zip && rm data.zip

Install dependencies using python 3.6+ (recommend using a virtualenv):

pip install -r requirements.txt

Begin processing (from root of repo):

# rerun experiment detailed in paper or run with your own set of labeled anomlies
python example.py -l labeled_anomalies.csv

# run without labeled anomalies
python example.py

A jupyter notebook for evaluating results for a run is at telemanom/result_viewer.ipynb. To launch notebook:

jupyter notebook telemanom/result-viewer.ipynb

Plotly is used to generate interactive inline plots, e.g.:

drawing2

Data

Using your own data

Pre-split training and test sets must be placed in directories named data/train/ and data/test. One .npy file should be generated for each channel or stream (for both train and test) with shape (n_timesteps, n_inputs). The filename should be a unique channel name or ID. The telemetry values being predicted in the test data must be the first feature in the input.

For example, a channel T-1 should have train/test sets named T-1.npy with shapes akin to (4900,61) and (3925, 61), where the number of input dimensions are matching (61). The actual telemetry values should be along the first dimension (4900,1) and (3925,1).

Raw experiment data

The raw data available for download represents real spacecraft telemetry data and anomalies from the Soil Moisture Active Passive satellite (SMAP) and the Curiosity Rover on Mars (MSL). All data has been anonymized with regard to time and all telemetry values are pre-scaled between (-1,1) according to the min/max in the test set. Channel IDs are also anonymized, but the first letter gives indicates the type of channel (P = power, R = radiation, etc.). Model input data also includes one-hot encoded information about commands that were sent or received by specific spacecraft modules in a given time window. No identifying information related to the timing or nature of commands is included in the data. For example:

drawing

This data also includes pre-split test and training data, pre-trained models, predictions, and smoothed errors generated using the default settings in config.yaml. When getting familiar with the repo, running the result-viewer.ipynb notebook to visualize results is useful for developing intuition. The included data also is useful for isolating portions of the system. For example, if you wish to see the effects of changes to the thresholding parameters without having to train new models, you can set Train and Predict to False in config.yaml to use previously generated predictions from prior models.

Anomaly labels and metadata

The anomaly labels and metadata are available in labeled_anomalies.csv, which includes:

  • channel id: anonymized channel id - first letter represents nature of channel (P = power, R = radiation, etc.)
  • spacecraft: spacecraft that generated telemetry stream
  • anomaly_sequences: start and end indices of true anomalies in stream
  • class: the class of anomaly (see paper for discussion)
  • num values: number of telemetry values in each stream

To provide your own labels, use the labeled_anomalies.csv file as a template. The only required fields/columns are channel_id and anomaly_sequences. anomaly_sequences is a list of lists that contain start and end indices of anomalous regions in the test dataset for a channel.

Dataset and performance statistics:

Data

SMAP MSL Total
Total anomaly sequences 69 36 105
Point anomalies (% tot.) 43 (62%) 19 (53%) 62 (59%)
Contextual anomalies (% tot.) 26 (38%) 17 (47%) 43 (41%)
Unique telemetry channels 55 27 82
Unique ISAs 28 19 47
Telemetry values evaluated 429,735 66,709 496,444

Performance (with default params specified in paper)

Spacecraft Precision Recall F_0.5 Score
SMAP 85.5% 85.5% 0.71
Curiosity (MSL) 92.6% 69.4% 0.69
Total 87.5% 80.0% 0.71

Processing

Each time the system is started a unique datetime ID (ex. 2018-05-17_16.28.00) will be used to create the following

  • a results file (in results/) that extends labeled_anomalies.csv to include identified anomalous sequences and related info
  • a data subdirectory containing data files for created models, predictions, and smoothed errors for each channel. A file called params.log is also created that contains parameter settings and logging output during processing.

As mentioned, the jupyter notebook telemanom/result-viewer.ipynb can be used to visualize results for each stream.

Citation

If you use this work, please cite:

  title={Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding},
  author={Hundman, Kyle and Constantinou, Valentino and Laporte, Christopher and Colwell, Ian and Soderstrom, Tom},
  journal={arXiv preprint arXiv:1802.04431},
  year={2018}
}

License

Telemanom is distributed under Apache 2.0 license.

Contact: Kyle Hundman ([email protected])

Contributors

Comments
  • Help to solve errors

    Help to solve errors

    Hi sir, I am running your project and I am facing these errors. Can you help me? I would be very thankful to you. Thanks

    Traceback (most recent call last): File "example.py", line 10, in detector.run() File "C:\Users\Muhammad Talmeez\telemanom\telemanom\detector.py", line 210, in run errors.process_batches(channel) File "C:\Users\Muhammad Talmeez\telemanom\telemanom\errors.py", line 141, in process_batches window.prune_anoms() File "C:\Users\Muhammad Talmeez\telemanom\telemanom\errors.py", line 418, in prune_anoms
    E_seq = np.delete(E_seq, i_to_remove, axis=0) File "<array_function internals>", line 5, in delete File "C:\Users\Muhammad Talmeez\AppData\Local\Programs\Python\Python38\lib\site-packages\numpy\lib\function_base.py", line 4406, in delete keep[obj,] = False IndexError: arrays used as indices must be of integer (or boolean) type

    opened by MuhammadTalmeez337 6
  • Does the data only have categorical inputs?

    Does the data only have categorical inputs?

    I have noticed that most of the input entries are zero, and I am wondering if the attached dataset has any numerical inputs (sensor readings, etc.)? If there is, are you using them with one-hot encodings directly?

    opened by francisduan 6
  • Multi Variant time series data - not telemetry

    Multi Variant time series data - not telemetry

    Hi. I am trying to use this approach for multi variant time series data present to find anomalies in payment gateway attributes like timeouts, latency, etc.. In the paper it is mentioned that I should be using the first dimension of each channel to be telemetry values. Would it matter if I don't have any telemetry data to work with?

    opened by Pooja199 5
  • some problem of test and train data

    some problem of test and train data

    I can not find test and train data from these files. My graduation project will use your model, but I can't find your training set and test set. I want to understand the input format of the entire code through this. I look forward to hearing back.

    opened by edision96 5
  • start and end of anomalies

    start and end of anomalies

    Hello, Thank you for sharing this project. I have some questions regarding the indexes of the outliers. When the anomaly is a point, isn't it supposed to be on one point so why is there a start and end index also for points in anomaly_sequence?

    And for collective anomalies, you only consider the start and end indexes as outliers, I wanted to know why you didn't consider taking all the indexes between the start and the end as outliers, especially for short anomalies that represent a temporary change. Thank you in advance.

    opened by loubnabnl 4
  • Asking for parameters setting tricks

    Asking for parameters setting tricks

    Hi Hundman,

    I am trying to implement 'telemanom' on my own data. And after few experiments, I have some questions about 'telemanom', would you like to give me some intuitions about tuning parameters?

    1. Dose 'telemanom' fit better on seasonal streaming data (the one we are gonna predict)? And should I delete the known anomalies in the training data or do denoising on the data?

    2. Do I need to reset the anomalies labels when I using different ' l_s : num previous timesteps provided to model to predict future values '? Actually, I did it in my experiments, otherwise the results are not as expected.

    3. How could I find a set of parameters could be widely-used for different multiple time series? Will you consider the "score" derived from the unsupervised anomaly detection part?

    4. Will you add the code for the supervised anomaly detection by using the labels (which you mentioned in the paper ) in the 'telemanom' open source code?

    Thanks a lot.

    enhancement 
    opened by miazoin 4
  • Issues with run.py

    Issues with run.py

    Hi,

    I'm having a few issues with this repo (I cloned the no-labels branch for unsupervised learning).

    • I tried to run run.py in my IDE (Spyder downloaded via Anaconda) but am given the error ModuleNotFoundError: No module named 'telemanom._globals', yet I can run the script in my Anaconda Prompt.

    • When I do run run.py in the prompt, only 76/85 of the channels seem to be processed. For instance, the issue I get with T-11 is Chan: T-11 (76 of 85) Traceback (most recent call last): File "run.py", line 90, in <module> run(config, _id, logger) File "run.py", line 51, in run X_train, y_train, X_test, y_test = helpers.load_data(anom) File "C:\...\telemanom\telemanom\helpers.py", line 83, in load_data X_test, y_test = shape_data(test, train=False) File "C:\...\telemanom\telemanom\helpers.py", line 110, in shape_dat a data = data[:, :] IndexError: too many indices for array

    • Regarding the above line of code (data = data[:,:]) in helpers.py, I was wondering what the purpose of it is? It seems to just reassign data to itself and ensure it two-dimensional.

    • Lastly, after executing run.py the average channel seems to take on average about 45 s. This leads to an accumulated processing time of around 45 min every time I try to make a change to the script to get it working. Is this normal?

    Thank you in advance!

    opened by matmil1997 4
  • Dealing with different l_s values

    Dealing with different l_s values

    Hello @khundman,

    First of all congrats for the very nice work you have done with telemanom. After trying it out I noticed there was an issue when I changed the l_s values. The tests to check if the anomalies were detected in the expected range started giving unexpected results (although I could see the anomaly was actually being detected) and also the colored plot boxes seemed to be shifted in the jupyter notebook. I think you had already mentioned these problems of non adaptability of the code to l_s in issue #5

    After going through the code what I understood is that the indices you made available in the .csv file don't represent the position of the anomaly in the initial array saved in the .npy file, but the position in the array y_test that is created after you pre-process the data for training (which indices are shifted l_s to the left as the first points are used for the prediction). Correct me if I am wrong on this one, but from what I experimented it seems to be this (hit my head against the walls a few times to understand what was the problem :) )

    To solve this issue what I propose and have implemented is:

    1. Shift the indices in the .csv file to +250 so that they represent the index in the original array, this way we don't have to hard-code the value 250 somewhere in the code + anyone who wants to use their own data can create a labeled_anomalies.csv file like the one you have can do it without having to take into consideration this +250 thing. A problem that this +250 generated is that some indices went over the maximum length of the array. This happens for A-8/9, D-1/4/7/9/12, E-3, F-2/8 and T-2, in these cases I just set the index to the array length - 1. I think leaving them bigger than the maximum length wouldn't hurt the code anywhere, but it might generate questions from other people and you had already raised this question in issue #6 also.

    2. Changed just a few lines in the code to take into consideration the chosen (variable) l_s value. This changes only happen right before returning E_seq back to the main file and on the plotting functions.

    I re-run the code and everything seems to be running smoothly. In this commit I also included the results with this new indexing as the old results had to be removed because they contained the 'wrong' indexing according to the new rules.

    I thought this was the best alternative to change as less code as possible, avoid hard coding values plus make it as general and user friendly as possible. Hope it helps !

    opened by diogodcarvalho 3
  • Normalisation of test and training data

    Normalisation of test and training data

    First, many thanks for your insightful work ...

    I however have an issue when loading the training and test data sets: in most cases they seem to be normalised to [-1,1] independently, and I was wondering whether this would not make the trained model inaccurate.

    Eg. a density plot for the channel E4 : distplot-E-4

    Or did i miss something else?

    opened by plankthom 3
  • Does Channel mean the first column in the dataset

    Does Channel mean the first column in the dataset

    In section 3.1 the last paragraph, I read

    “A prediction length lp then determines the number of steps ahead to predict, where the number of dimensions d being predicted is 1 ≤ d ≤ m. Since our aim is to predict telemetry values for a single channel we consider the ...“

    I think the word “channel” is overloaded – if I were to consider channel as group of sensors, the above highlighted phrase is meant to say “single sensor” I think. Because predict channel means, predicting all the dimensions. OR

    Should I assume the first column is the channel and remaining columns are command inputs or status outputs and "predicting channel" means predicting the first column - I think it is the latter - but wanted to confirm.

    opened by sada-narayanappa 2
  • labeled_anomalies.csv  - numvalues does not match data

    labeled_anomalies.csv - numvalues does not match data

    HI

    Thank you for the code and publication. I have a few question I post them separately for tracking.

    In README.md, the description for labeled_anomalies.csv suppose to bem channel id, … num_values

    When I inspect A-1.npy I get the following shape d = np.load(f"../data/train/A-1.npy") d.shape, d.shape[0] * d.shape[1]

    Out: ((2880, 25) However, the corresponding entry for A-1 in the labeled_anomalies.csv is: A-1, SMAP, [[4690, 4774]], [point], 8640

    I was wondering num_values are 8640 which is not what I see in the data which is 2880

    What does num_values mean and am In reading it right? please clarify

    opened by sada-narayanappa 2
  • Bump tensorflow from 2.0.1 to 2.9.3

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    dependencies 
    opened by dependabot[bot] 0
  • first letter represents nature of channel id

    first letter represents nature of channel id

    Hi, thanks for your work on anomaly detection and for providing the datasets! For my own project I want to not only detect anomalies, but also learn which sensors correlate with each other. This correlations should then be investigated. For that I would like to have more information about the different sensors for the MSL dataset.

    You stated "channel id: anonymized channel id - first letter represents nature of channel (P = power, R = radiation, etc.)". Could you explain the other letters as well?

    Thanks a lot! :)

    opened by peerschuett 0
  • Bump numpy from 1.17.4 to 1.22.0

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    v1.22.0

    NumPy 1.22.0 Release Notes

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  • Extend the algorithm to determine the type of anomaly.

    Extend the algorithm to determine the type of anomaly.

    Can this algorithm be extended to determine different types of anomalies? For example, different control inputs and disturbances to a system can produce different classes of anomalous data (anomaly due to high operating temperature, short circuit, excessive load etc). How do I extend the network to determine which control input and disturbance led to the particular anomaly in order to classify the type of anomaly? From my understanding the network currently only determines if there is an anomaly or not.

    opened by bhavisheythapar 0
  • Error during operation

    Error during operation

    Hello Kyle,

    I have a question for you, an error pops up when I run python example.py -l labeled_anomalies.csv. The error occurred after a certain epoch. I executed the code twice and got the error after the 16th and 20th epochs. The error content is as follows:

    Epoch 19/35
    2096/2096 [==============================] - 22s 11ms/step - loss: 0.0106 - val_loss: 1.6608e-04
    Epoch 20/35
    2096/2096 [==============================] - 21s 10ms/step - loss: 0.0101 - val_loss: 2.0771e-04
    normalized prediction error: 0.01
    Traceback (most recent call last):
      File "example.py", line 10, in <module>
        detector.run()
      File "E:\Zotero\Paper\storage\37LDVKWR\telemanom\telemanom\detector.py", line 210, in run
        errors.process_batches(channel)
      File "E:\Zotero\Paper\storage\37LDVKWR\telemanom\telemanom\errors.py", line 141, in process_batches
        window.prune_anoms()
      File "E:\Zotero\Paper\storage\37LDVKWR\telemanom\telemanom\errors.py", line 418, in prune_anoms
        E_seq = np.delete(E_seq, i_to_remove, axis=0)
      File "<__array_function__ internals>", line 6, in delete
      File "D:\Anaconda3\envs\tf2\lib\site-packages\numpy\lib\function_base.py", line 4406, in delete
        keep[obj,] = False
    IndexError: arrays used as indices must be of integer (or boolean) type
    

    Thank you very much and hope to hear from you soon.

    opened by huliqujing 1
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MARS: Learning Modality-Agnostic Representation for Scalable Cross-media Retrieva

Introduction This is the source code of our TCSVT 2021 paper "MARS: Learning Modality-Agnostic Representation for Scalable Cross-media Retrieval". Ple

null 7 Aug 24, 2022
This repository contains the implementations related to the experiments of a set of publicly available datasets that are used in the time series forecasting research space.

TSForecasting This repository contains the implementations related to the experiments of a set of publicly available datasets that are used in the tim

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Repo for flood prediction using LSTMs and HAND

Abstract Every year, floods cause billions of dollars’ worth of damages to life, crops, and property. With a proper early flood warning system in plac

null 1 Oct 27, 2021
Python package for multiple object tracking research with focus on laboratory animals tracking.

motutils is a Python package for multiple object tracking research with focus on laboratory animals tracking. Features loads: MOTChallenge CSV, sleap

Matěj Šmíd 2 Sep 5, 2022
Official implementation for NIPS'17 paper: PredRNN: Recurrent Neural Networks for Predictive Learning Using Spatiotemporal LSTMs.

PredRNN: A Recurrent Neural Network for Spatiotemporal Predictive Learning The predictive learning of spatiotemporal sequences aims to generate future

THUML: Machine Learning Group @ THSS 243 Dec 26, 2022
Wind Speed Prediction using LSTMs in PyTorch

Implementation of Deep-Forecast using PyTorch Deep Forecast: Deep Learning-based Spatio-Temporal Forecasting Adapted from original implementation Setu

Onur Kaplan 151 Dec 14, 2022