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<b>Explaining Generative Adversarial Network Time Series Anomaly Detection using Shapley Additive Explanations</b>

<p dir="ltr">Anomaly detection is an active research field that widely applies to commercial applications to detect unusual patterns or outliers. Time series anomaly detection provides valuable insights into mission and safety-critical applications using ever-growing temporal data, including continuous streaming time series data from the Internet of Things (IoT), sensor networks, healthcare, stock prices, computer metrics, and application monitoring. While Generative Adversarial Networks (GANs) demonstrate promising results in time series anomaly detection, the opaque nature of generative deep learning models lacks explainability and hinders broader adoption. Understanding the rationale behind model predictions and providing human-interpretable explanations are vital for increasing confidence and trust in machine learning (ML) frameworks such as GANs. This study conducted a structured and comprehensive assessment of post-hoc local explainability in GAN-based time series anomaly detection using SHapley Additive exPlanations (SHAP). Using publicly available benchmarking datasets approved by Purdue’s Institutional Review Board (IRB), this study evaluated state-of-the-art GAN frameworks identifying their advantages and limitations for time series anomaly detection. This study demonstrated a systematic approach in quantifying the extent of GAN-based time series anomaly explainability, providing insights for businesses when considering adopting generative deep learning models. The presented results show that GANs capture complex time series temporal distribution and are applicable for anomaly detection. The analysis from this study shows SHAP can identify the significance of contributing features within time series data and derive post-hoc explanations to quantify GAN-detected time series anomalies.</p>

  1. 10.25394/pgs.26235260.v1
Identiferoai:union.ndltd.org:purdue.edu/oai:figshare.com:article/26235260
Date10 July 2024
CreatorsCher Simon (18324174)
Source SetsPurdue University
Detected LanguageEnglish
TypeText, Thesis
RightsCC BY 4.0
Relationhttps://figshare.com/articles/thesis/_b_Explaining_Generative_Adversarial_Network_Time_Series_Anomaly_Detection_using_Shapley_Additive_Explanations_b_/26235260

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