Improved Variational Autoencoder Anomaly Detection in Time Series Data

Uncertainty in observations about the state of affairs is unavoidable, and generally undesirable, so we are motivated to try to minimize its effect on data analysis. Detection of anomalies in data has become an important research area. In this paper, we propose a novel approach to anomaly detection based on the Variational Autoencoder method with a Mish activation function and a Negative Log-Likelihood loss function. The proposed method is validated with ten standard datasets, comparing performance on each of the various activation functions and loss functions. Experimental results show that our proposed method offers an improvement over existing methods. Statistical properties (i.e., F1 score, AUC, and ROC) of the method are also examined in light of the experimental results.