Fusing anomaly detection with false positive mitigation methodology for predictive maintenance under multivariate time series.

Anomaly detection aims to identify observations that differ significantly from the majority of the data. Time series, which are data with a temporal component, is often used for anomaly detection. Identifying anomalies is not perfect and may produce many false positives, which labels standard data as anomalous. In this context, false positive mitigation is the task of reducing the number of false positives tagged by the anomaly detector, and thus both problems are closely linked. Moreover, current techniques for false positive mitigation are ad-hoc solutions for specific data sets. In this paper, we propose a novel two-stage methodology for Multivariate Anomaly Detection for Time Series and False Positive Mitigation, namely F A D F P M methodology, which creates the fusion of two learning models. The first stage is a multivariate anomaly detection stage. The second stage consists of training a new classifier on the false and true positives from the anomaly detector, which refines the observations labeled as anomalous by the anomaly detector to obtain more accurate and higher-quality results. Experiments using two benchmark data sets, as well as a real-world case study have shown the performance and validity of the proposal. • Proposed methodology decreases impact from FPs in anomaly detection. • A thorough comparison with latest SOA methods is performed. • We also provide a series of hints for applying the methodology. • High sensitivity methods are more benefited from the proposal. • A real-world case of study provided by ArcelorMIttal is analyzed. [ABSTRACT FROM AUTHOR]