Detecting Anomalous Event Sequences with Temporal Point Processes

Authors: Oleksandr Shchur, Ali Caner Turkmen, Tim Januschowski, Jan Gasthaus, Stephan Günnemann

NeurIPS 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental In our experiments, we show that the proposed statistic excels at both traditional Go F testing, as well as at detecting anomalies in simulated and real-world data.
Researcher Affiliation Collaboration Oleksandr Shchur Technical University of Munich shchur@in.tum.de Ali Caner Türkmen Amazon Research atturkm@amazon.com Tim Januschowski Amazon Research tjnsch@amazon.com Jan Gasthaus Amazon Research gasthaus@amazon.com Stephan Günnemann Technical University of Munich guennemann@in.tum.de
Pseudocode Yes We provide the pseudocode description of our Oo D detection method in Appendix D.
Open Source Code Yes Code and datasets: https://github.com/shchur/tpp-anomaly-detection
Open Datasets Yes Code and datasets: https://github.com/shchur/tpp-anomaly-detection"; "LOGS: We generate server logs using Sock Shop microservices (Weave, 2017)"; "STEAD (Stanford Earthquake Dataset) (Mousavi et al., 2019)
Dataset Splits Yes We use the training set Dtrain to bit an RNN-based neural TPP model (Shchur et al., 2020) via maximum likelihood estimation (see Appendix F for details). Then, we de bone test statistics for the general TPP as follows."; "We split one large server log into 30-second subintervals, that are then partitioned into train and test sets.
Hardware Specification Yes The experiments were run on a machine with a 1080Ti GPU.
Software Dependencies No The paper mentions using an RNN-based neural TPP model and tools like Sock Shop microservices and Pumba, but does not provide specific version numbers for any software dependencies.
Experiment Setup Yes Details on the setup and datasets construction are provided in Appendix E & F."; "We use the training set Dtrain to bit an RNN-based neural TPP model (Shchur et al., 2020) via maximum likelihood estimation (see Appendix F for details).