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arXiv · 2212.09518

FedTADBench: Federated Time-Series Anomaly Detection Benchmark

Abstract

Time series anomaly detection strives to uncover potential abnormal behaviors and patterns from temporal data, and has fundamental significance in diverse application scenarios. Constructing an effective detection model usually requires adequate training data stored in a centralized manner, however, this requirement sometimes could not be satisfied in realistic scenarios. As a prevailing approach to address the above problem, federated learning has demonstrated its power to cooperate with the distributed data available while protecting the privacy of data providers. However, it is still unclear that how existing time series anomaly detection algorithms perform with decentralized data storage and privacy protection through federated learning. To study this, we conduct a federated time series anomaly detection benchmark, named FedTADBench, which involves five representative time series anomaly detection algorithms and four popular federated learning methods. We would like to answer the following questions: (1)How is the performance of time series anomaly detection algorithms when meeting federated learning? (2) Which federated learning method is the most appropriate one for time series anomaly detection? (3) How do federated time series anomaly detection approaches perform on different partitions of data in clients? Numbers of results as well as corresponding analysis are provided from extensive experiments with various settings. The source code of our benchmark is publicly available at https://github.com/fanxingliu2020/FedTADBench.

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BibTeXRIS

Fanxing Liu, Cheng Zeng, Le Zhang, Yingjie Zhou, Qing Mu, Yanru Zhang, Ling Zhang, Ce Zhu. 2022-12-19. FedTADBench: Federated Time-Series Anomaly Detection Benchmark. https://arxiv.org/abs/2212.09518

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