Adversarial Anomaly Detection for Marked Spatio-Temporal Streaming Data
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Spatio-temporal event data are becoming increasingly available in a wide variety of applications, such as electronic transaction records, social network data, and crime data. How to efficiently detect anomalies in these dynamic systems using these streaming event data? We propose a novel anomaly detection framework for such event data combining the Long short-term memory (LSTM) and marked spatio-temporal point processes. The detection procedure can be computed in an online and distributed fashion via feeding the streaming data through an LSTM and a neural network-based discriminator. We study the false-alarm-rate and detection delay using theory and simulation and show that it can achieve weak signal detection by aggregating local statistics over time and networks. Finally, we demonstrate the good performance using real-world datasets.
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