{"id":10006779,"date":"2022-11-01T11:47:17","date_gmt":"2022-11-01T03:47:17","guid":{"rendered":"https:\/\/ityet.com\/?p=10006779"},"modified":"2022-11-01T11:47:17","modified_gmt":"2022-11-01T03:47:17","slug":"%e4%ba%ac%e4%b8%9c%e4%ba%91%e5%bc%80%e5%8f%91%e8%80%85%ef%bd%9c%e6%8f%90%e9%ab%98it%e8%bf%90%e7%bb%b4%e6%95%88%e7%8e%87%ef%bc%8c%e6%b7%b1%e5%ba%a6%e8%a7%a3%e8%af%bb%e4%ba%ac%e4%b8%9c%e4%ba%91aiops","status":"publish","type":"post","link":"https:\/\/itmax.cn\/?p=10006779","title":{"rendered":"\u4eac\u4e1c\u4e91\u5f00\u53d1\u8005\uff5c\u63d0\u9ad8IT\u8fd0\u7ef4\u6548\u7387\uff0c\u6df1\u5ea6\u89e3\u8bfb\u4eac\u4e1c\u4e91AIOps\u843d\u5730\u5b9e\u8df5"},"content":{"rendered":"<h2>\u57fa\u4e8e\u6df1\u5ea6\u5b66\u4e60\u5bf9\u8fd0\u7ef4\u65f6\u5e8f\u6307\u6807\u8fdb\u884c\u5f02\u5e38\u68c0\u6d4b\uff0c\u5feb\u901f\u53d1\u73b0\u7ebf\u4e0a\u4e1a\u52a1\u95ee\u9898<\/h2>\n<p>\u65f6\u95f4\u5e8f\u5217\u7684\u5f02\u5e38\u68c0\u6d4b\u662f\u5b9e\u9645\u5e94\u7528\u4e2d\u7684\u4e00\u4e2a\u5173\u952e\u95ee\u9898\uff0c\u5c24\u5176\u662f\u5728 IT \u884c\u4e1a\u3002\u6211\u4eec\u6ca1\u6709\u91c7\u7528\u4f20\u7edf\u7684\u57fa\u4e8e\u9608\u503c\u7684\u65b9\u6cd5\u6765\u5b9e\u73b0\u5f02\u5e38\u68c0\u6d4b\uff0c\u800c\u662f\u901a\u8fc7\u6df1\u5ea6\u5b66\u4e60\u63d0\u51fa\u4e86\u4e00\u79cd\u65e0\u9608\u503c\u65b9\u6cd5\uff1a\u57fa\u4e8e LSTM \u7f51\u7edc\u7684\u57fa\u7ebf\uff08\u4e00\u4e2a LSTM \u6846\u67b6\u8f85\u52a9\u51e0\u4e2a\u4f18\u5316\u6b65\u9aa4\uff09\u548c\u65e0\u76d1\u7763\u68c0\u6d4b\uff08\u795e\u7ecf\u7f51\u7edc\u548c\u591a\u79cd\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u7684\u7ec4\u5408\uff09\u534f\u540c\u7efc\u5408\u5206\u6790\u65f6\u95f4\u5e8f\u5217\u3002\u5f53\u65f6\u95f4\u5e8f\u5217\u663e\u793a\u51fa\u6e05\u6670\u7684\u5468\u671f\u6027\u5f62\u6001\u7684\u60c5\u51b5\u4e0b\u57fa\u7ebf\u8868\u73b0\u826f\u597d\uff0c\u800c\u65e0\u76d1\u7763\u68c0\u6d4b\u5728\u6548\u7387\u8981\u6c42\u9ad8\u4e14\u5468\u671f\u6027\u4e0d\u592a\u6e05\u6670\u7684\u60c5\u51b5\u4e0b\u8868\u73b0\u51fa\u8272\u3002\u901a\u8fc7\u4e24\u4e2a\u5e76\u884c\u6a21\u5757\u7684\u4e92\u8865\u8bbe\u8ba1\uff0c\u53ef\u4ee5\u5728\u4e0d\u4f9d\u8d56\u9608\u503c\u8bbe\u5b9a\u548c\u8c03\u6574\u7684\u60c5\u51b5\u4e0b\u5b9e\u73b0\u65e0\u9608\u503c\u5f02\u5e38\u68c0\u6d4b\u3002\u4eac\u4e1c\u4e91\u5185\u90e8\u5b9e\u8df5\u8bc1\u660e\uff0c\u6211\u4eec\u6240\u63d0\u51fa\u7684\u65e0\u9608\u503c\u65b9\u6cd5\u83b7\u5f97\u4e86\u51c6\u786e\u7684\u9884\u6d4b\u548c\u53ef\u9760\u7684\u68c0\u6d4b\u3002<\/p>\n<p>\u5728\u8fc7\u53bb\u7684\u51e0\u5e74\u4e2d\uff0caiops\u4e1a\u754c\u63d0\u51fa\u4e86\u5404\u79cd\u89e3\u51b3\u5f02\u5e38\u68c0\u6d4b\u95ee\u9898\u7684\u65b9\u6cd5\u3002\u673a\u5668\u5b66\u4e60 (ML) \u548c\u6df1\u5ea6\u5b66\u4e60 (DL) \u9887\u53d7\u6b22\u8fce\u3002\u5728\u4f20\u7edf\u7684 ML \u4e2d\uff0c\u901a\u5e38\u91c7\u7528 K-means\u3001\u57fa\u4e8e\u5bc6\u5ea6\u7684\u7a7a\u95f4\u805a\u7c7b\u548c\u9694\u79bb\u68ee\u6797 (IForest)\u7b49\u805a\u7c7b\u65b9\u6cd5\u3002\u9664\u4e86 ML\uff0c\u7531\u4e8e\u5176\u5f3a\u5927\u7684\u903c\u8fd1\u80fd\u529b\uff0c\u4f7f\u7528\u6df1\u5ea6\u795e\u7ecf\u7f51\u7edc (DNN) \u8fdb\u884c\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\u548c\u5f02\u5e38\u68c0\u6d4b\u88ab\u8d8a\u6765\u8d8a\u591a\u7684\u7b97\u6cd5\u540c\u5b66\u4f7f\u7528\u3002\u591a\u5c42\u611f\u77e5\u5668 (MLP) \u662f\u4e00\u79cd\u57fa\u672c\u7684 DNN \u67b6\u6784\uff0c\u7528\u4e8e\u8bc4\u4f30\u65f6\u95f4\u5e8f\u5217\u4e0a\u5f02\u5e38\u68c0\u6d4b\u7684\u6027\u80fd\u3002\u6b64\u5916\uff0c\u5faa\u73af\u795e\u7ecf\u7f51\u7edc (RNN) \u53ca\u5176\u53d8\u4f53\uff0c\u5982\u957f\u77ed\u671f\u8bb0\u5fc6 (LSTM) \u7f51\u7edc\u548c\u95e8\u63a7\u5faa\u73af\u5355\u5143 (GRU) \u662f\u89e3\u51b3\u4e0e\u65f6\u95f4\u5e8f\u5217\u76f8\u5173\u7684\u95ee\u9898\u7684\u5e38\u7528\u65b9\u6cd5\u3002<\/p>\n<p>\u5bf9\u4e8e\u5927\u591a\u6570\u4e0a\u8ff0\u7528\u4e8e\u89e3\u51b3\u5f02\u5e38\u68c0\u6d4b\u7684\u65b9\u6cd5\uff0c\u4e00\u822c\u662f\u65f6\u95f4\u5e8f\u5217\u662f\u5426\u8d85\u51fa\u9884\u5b9a\u4e49\u7684\u4e0a\u9650\u548c\u4e0b\u9650\u3002\u7136\u800c\uff0c\u56fa\u5b9a\u9608\u503c\u65e0\u6cd5\u8868\u5f81\u5177\u6709\u5185\u5728\u52a8\u6001\u8d8b\u52bf\u53d8\u5316\u7684\u65f6\u95f4\u5e8f\u5217\uff0c\u4ece\u800c\u5bfc\u81f4\u5f02\u5e38\u5206\u6790\u4e0d\u51c6\u786e\u3002\u6b64\u5916\uff0c\u7531\u4e8e\u5355\u4e2a\u9608\u503c\u65e0\u6cd5\u6db5\u76d6\u6240\u6709\u200b\u5f02\u5e38\u60c5\u51b5\uff0c\u56e0\u6b64\u8be5\u65b9\u6cd5\u4e5f\u5bb9\u6613\u9057\u6f0f\u5f02\u5e38\u3002\u6b64\u5916\uff0c\u8bbe\u7f6e\u4e0a\u9650\u548c\u4e0b\u9650\u7684\u8fc7\u7a0b\u662f\u4e00\u9879\u590d\u6742\u4e14\u91cd\u8981\u7684\u4efb\u52a1\uff0c\u603b\u662f\u9700\u8981\u4e3a\u5404\u79cd\u60c5\u51b5\u5b9a\u4e49\u65b0\u7684\u9608\u503c\uff0c\u8017\u65f6\u957f\u4e14\u8fc1\u79fb\u6027\u5dee\u3002<\/p>\n<p>\u4e3a\u4e86\u89e3\u51b3\u4e0a\u8ff0\u95ee\u9898\uff0c\u6211\u4eec\u4ecb\u7ecd\u4e00\u79cd\u65b0\u65b9\u6cd5\uff0c\u5373\u901a\u8fc7 DL \u8fdb\u884c\u65e0\u9608\u503c\u5f02\u5e38\u68c0\u6d4b\u3002<\/p>\n<p>\u6211\u4eec\u7684\u65b9\u6cd5\u4e0d\u9700\u8981\u9884\u5b9a\u4e49\u4e0a\u9650\u548c\u4e0b\u9650\uff0c\u800c\u662f\u901a\u8fc7\u62bd\u53d6\u4e00\u4e9b\u6613\u4e8e\u8c03\u6574\u7684\u53c2\u6570\uff0c\u5728\u5c0f\u8303\u56f4\u5185\u81ea\u52a8\u641c\u7d22\u9002\u914d\u4e0d\u540c\u573a\u666f\u7684\u76d1\u63a7\u6570\u636e\uff0c\u8fdb\u800c\u5b9e\u73b0\u65e0\u9608\u503c\u5f02\u5e38\u68c0\u6d4b\uff1a\u57fa\u4e8e LSTM \u7f51\u7edc\u7684\u57fa\u7ebf\u6a21\u5757\uff08LnB\uff09\u548c\u65e0\u76d1\u7763\u68c0\u6d4b\u6a21\u5757\uff08UnD\uff09\u3002\u5177\u4f53\u6765\u8bf4\uff0cLnB \u751f\u6210\u57fa\u7ebf\uff0c\u8be5\u57fa\u7ebf\u80fd\u591f\u4ee5\u81ea\u9002\u5e94\u548c\u81ea\u52a8\u7684\u65b9\u5f0f\u8868\u5f81\u65f6\u95f4\u5e8f\u5217\u7684\u52a8\u6001\u7279\u5f81\u3002 LnB \u7684\u6846\u67b6\u662f\u7528 LSTM \u7f51\u7edc\u6784\u5efa\u7684\uff0c\u957f\u77ed\u5468\u671f\u8bc6\u522b\u65b9\u6cd5\u662f\u6b64\u6846\u67b6\u7684\u8d21\u732e\u4e4b\u4e00\uff0c\u5b83\u5f15\u5165\u4e86\u4e00\u79cd\u7ea0\u6b63\u673a\u5236\uff0c\u53ef\u4ee5\u5b9e\u73b0\u66f4\u51c6\u786e\u7684\u62df\u5408\uff0c\u751f\u6210\u7684\u57fa\u7ebf\u63cf\u8ff0\u4e86\u68c0\u6d4b\u5230\u7684\u65f6\u95f4\u5e8f\u5217\u7684\u4e3b\u8981\u7279\u5f81\uff0c\u63d0\u4f9b\u4e86\u66ff\u4ee3\u4f20\u7edf\u9608\u503c\u7684\u9650\u5236\u3002 UnD\u662f\u4e00\u79cdDL\u548c\u591a\u79cdML\u7b97\u6cd5\u7684\u5408\u5e76\u6a21\u578b\uff0c\u57fa\u4e8e\u6295\u7968\u673a\u5236\u4ece\u5404\u4e2a\u89d2\u5ea6\u68c0\u6d4b\u5230\u7684\u65f6\u95f4\u5e8f\u5217\u662f\u5426\u6b63\u5e38\u3002\u4e24\u4e2a\u6a21\u5757\u4e2d\u7684\u4efb\u4f55\u4e00\u4e2a\u68c0\u6d4b\u5230\u5f02\u5e38\u8868\u660e\u53d1\u751f\u4e86\u5f02\u5e38\u3002\u4e24\u4e2a\u6a21\u5757\u7684\u878d\u5408\u4f7f\u6211\u4eec\u6240\u63d0\u51fa\u7684\u65b9\u6cd5\u80fd\u591f\u4ee5\u4e92\u8865\u548c\u5168\u9762\u7684\u65b9\u5f0f\u6709\u6548\u5730\u5206\u6790\u5177\u6709\u4e0d\u786e\u5b9a\u6027\u6216\u5404\u79cd\u5468\u671f\u6027\u7684\u65f6\u95f4\u5e8f\u5217\u3002<\/p>\n<p>\u65f6\u95f4\u5e8f\u5217X=(x1, x2, &#8230;, xt),\u6211\u4eec\u7684\u76ee\u6807\u662f\u786e\u5b9a\u4e0b\u4e00\u6b65 xt+1 \u7684\u503c\u662f\u5426\u5f02\u5e38\u3002\u5386\u53f2\u503c\u6709\u52a9\u4e8e\u6a21\u578b\u5b66\u4e60\u6307\u6807\u5f53\u524d\u548c\u672a\u6765\u7684\u72b6\u6001\uff0c\u4f46\u4e0e\u9884\u6d4b\u503c\u8ddd\u79bb\u8d8a\u8fd1\u7684\u70b9\u5bf9\u6a21\u578b\u9884\u6d4b\u7684\u5f71\u54cd\u8d8a\u5927\u3002\u56e0\u6b64\uff0c\u6211\u4eec\u9009\u62e9\u4f7f\u7528\u65f6\u95f4\u5e8f\u5217 Xt-T:t \u7684\u5e8f\u5217\uff0c\u800c\u4e0d\u662f\u53d6\u65f6\u95f4\u5e8f\u5217\u7684\u5355\u4e2a\u6b65\u957f\u6216\u6574\u4e2a\u5386\u53f2\u5e8f\u5217\u6765\u8fdb\u884c\u5f02\u5e38\u68c0\u6d4b\u3002 T \u662f\u9009\u62e9\u4f5c\u4e3a\u6a21\u578b\u8bad\u7ec3\u8f93\u5165\u7684\u5e8f\u5217\u957f\u5ea6\u3002\u4e0b\u56fe1\u4e3a\u65e0\u9608\u503c\u5f02\u5e38\u68c0\u6d4b\u7684\u603b\u4f53\u6846\u67b6\u5305\u62ec\u4e24\u4e2a\u9636\u6bb5\uff0c\u5373\u8bad\u7ec3\u8fc7\u7a0b\u548c\u5728\u7ebf\u68c0\u6d4b\u3002<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720621\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>LnB \u548c UnD\u4e24\u4e2a\u6a21\u5757\u90fd\u53ef\u4ee5\u5355\u72ec\u5b8c\u6210\u5f02\u5e38\u68c0\u6d4b\u3002\u4f46\u662f\u4e24\u4e2a\u6a21\u5757\u6709\u4e0d\u540c\u7684\u64c5\u957f\u65b9\u9762\uff0c\u6bcf\u4e2a\u6a21\u5757\u7684\u7ed3\u6784\u5dee\u5f02\u4e3a\u68c0\u6d4b\u5230\u7684\u65f6\u95f4\u5e8f\u5217\u63d0\u4f9b\u4e86\u4e0d\u540c\u7ef4\u5ea6\u7684\u68c0\u6d4b\u7ed3\u679c\u3002\u5176\u4e2d\uff0cLnB\u5c06\u66f4\u957f\u65f6\u671f\u7684\u5386\u53f2\u6570\u636e\u8f93\u5165\u5230\u6a21\u5757\u4e2d\uff0c\u5b83\u53ef\u4ee5\u5f88\u597d\u5730\u8bf4\u660e\u7279\u5b9a\u65f6\u95f4\u5e8f\u5217\u7684\u957f\u671f\u884c\u4e3a\uff0c\u4f46\u662f LnB \u5bf9\u90a3\u4e9b\u5468\u671f\u6027\u4e0d\u660e\u786e\u7684\u6307\u6807\u7684\u5f02\u5e38\u68c0\u6d4b\u80fd\u529b\u8f83\u5f31\u3002\u76f8\u53cd\uff0cUnD \u4ece\u4e00\u4e2a DL \u6a21\u578b\u548c\u591a\u4e2a ML \u6a21\u578b\u4e2d\u83b7\u5f97\u6295\u7968\u7ed3\u679c\uff0c\u5bf9\u5177\u6709\u4e0d\u786e\u5b9a\u6027\u6216\u5404\u79cd\u5468\u671f\u6027\u7684\u65f6\u95f4\u5e8f\u5217\u5177\u6709\u66f4\u5f3a\u7684\u9c81\u68d2\u6027\u3002\u6b64\u5916\uff0cUnD \u5728\u8f93\u5165\u7684\u68c0\u6d4b\u6307\u6807\u7684\u5386\u53f2\u6570\u636e\u4e0d\u8db3\u7684\u60c5\u51b5\u4e0b\u63d0\u4f9b\u4e86\u66f4\u5408\u7406\u7684\u68c0\u6d4b\u3002<\/p>\n<p>\u56fe 1 \u4e2d\u7684\u5b9e\u7ebf\u7bad\u5934\u8868\u793a\u524d\u5411\u6d41\uff0c\u800c\u865a\u7ebf\u7bad\u5934\u8868\u793a\u53cd\u5411\u4f20\u64ad\u8bad\u7ec3\u3002\u5728\u5f97\u5230\u6bcf\u4e2a\u6a21\u5757\u7684\u68c0\u6d4b\u7ed3\u679c\u540e\uff0c\u6839\u636e\u4e3a\u6bcf\u4e2a\u6a21\u5757\u8bbe\u7f6e\u7684\u635f\u5931\u51fd\u6570\u5206\u522b\u5bf9LnB\u548cUnD\u8fdb\u884c\u53cd\u5411\u4f20\u64ad\u8bad\u7ec3\uff0cLnB\u548cUnD\u90fd\u8fdb\u884c\u66f4\u65b0\uff0c\u5373\u6a21\u578b\u8bad\u7ec3\u3002\u5728\u6a21\u578b\u8bad\u7ec3\u4e4b\u540e\uff0cLnB \u5b66\u4e60\u751f\u6210\u4e00\u4e2a\u81ea\u9002\u5e94\u57fa\u7ebf\uff0c\u540c\u65f6\uff0cLnB\u4e3aUnD\u8d4b\u4e88 \u57fa\u4e8e\u65e0\u76d1\u7763\u5b66\u4e60\u9884\u6d4b\u672a\u6765\u5f02\u5e38\u72b6\u6001\u7684\u80fd\u529b\u3002<\/p>\n<p>\u5728\u7ebf\u68c0\u6d4b\u4e0d\u9700\u8981\u8bad\u7ec3\u6b65\u9aa4\uff0c\u6240\u4ee5\u6309\u5165\u53c2\u683c\u5f0f\u8f93\u5165\u65f6\u95f4\u5e8f\u5217\uff0c\u53ef\u76f4\u63a5\u5f97\u5230\u68c0\u6d4b\u7ed3\u679c\u3002\u8fd9\u8bad\u7ec3\u548c\u5728\u7ebf\u68c0\u6d4b\u4e24\u4e2a\u6a21\u5757\u7684\u8be6\u7ec6\u4ecb\u7ecd\u5982\u4e0b\uff1a<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720622\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u5176\u4e2d f \u8868\u793a\u6a21\u578b\u5b66\u4e60\u6240\u91c7\u7528\u7684\u7f51\u7edc\uff0cTi \u8868\u793a\u7b2c i \u5929\u7684\u6570\u636e\u3002 \u5728\u8bad\u7ec3\u9636\u6bb5\uff0ca \u548c b \u4f1a\u53ca\u65f6\u968f\u7740\u4f20\u5165\u7684\u6307\u6807\u6570\u636e\u81ea\u52a8\u66f4\u65b0\uff0c\u5f62\u6210\u53ef\u9002\u5e94\u7684\u57fa\u7ebf\u3002\u5728\u6d4b\u8bd5\u72b6\u6001\u4e0b\uff0cy &#8216; final \u662f\u6211\u4eec\u7684\u6700\u7ec8\u9884\u6d4b\u3002\u957f\u77ed\u5468\u671f\u8bc6\u522b\u7684\u91cd\u70b9\u662f\u5f15\u5165\u6821\u6b63\u9879\uff0c\u4e3a\u5386\u53f2\u4e0a\u6700\u6709\u4ef7\u503c\u7684\u201c\u8bb0\u5fc6\u201d\u8d4b\u4e88\u66f4\u591a\u7684\u6743\u91cd\u3002<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720623\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u5982\u4e0a\u6240\u8ff0\uff0c\u6709\u4e24\u79cd\u65b9\u6cd5\u7528\u4e8e\u8bc6\u522b\u957f\u77ed\u5468\u671f\uff0c\u5373\u5cf0\u503c\u68c0\u6d4b\u548c SBD\u8ddd\u79bb\u8ba1\u7b97\u3002\u6bcf\u5929\u7684\u5cf0\u503c\u6570\u91cf\u3001\u6bcf\u5929\u7684\u5cf0\u503c\u6700\u5927\u503c\u4ee5\u53ca\u6bcf\u5929\u7b2c\u4e00\u548c\u7b2c\u4e8c\u4e2a\u6700\u5927\u503c\u7684\u6b8b\u5dee\u662f\u7528\u4e8e\u8bc6\u522b\u957f\u77ed\u5468\u671f\uff0c\u9664\u4e86\u8fd9\u79cd\u5cf0\u503c\u68c0\u67e5\uff0cSBD \u662f\u8bc6\u522b\u957f\u77ed\u5468\u671f\u7684\u66ff\u4ee3\u65b9\u6cd5\u3002\u5047\u8bbe\u6211\u4eec\u6709\u4e24\u4e2a\u8f93\u5165\u5e8f\u5217 X \u548c Y\uff08\u5728\u6211\u4eec\u7684\u4f8b\u5b50\u4e2d\uff0c14 \u5929\u7684\u6570\u636e\u88ab\u5e73\u5747\u5206\u6210\u4e24\u90e8\u5206\uff09\u3002\u4e24\u4e2a\u5e8f\u5217\u7684SBD\u7ed3\u679c\u53ef\u4ee5\u6839\u636e\u4ee5\u4e0b\u7b49\u5f0f\u8ba1\u7b97\uff0c<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720624\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u5176\u4e2d SBD \u7684\u8303\u56f4\u4ece 0 \u5230 2\uff0c\u5728\u6211\u4eec\u7684\u6848\u4f8b\u4e2d s=0\u3002 SBD \u8d8a\u5c0f\uff0c\u8bf4\u660e\u4e24\u4e2a\u5e8f\u5217\u5c5e\u4e8e\u540c\u4e00\u5468\u671f\u7684\u76f8\u4f3c\u5ea6\u8d8a\u9ad8\u3002<\/p>\n<p>\u6700\u4f73\u5f00\u59cb\u65f6\u95f4\u901a\u8fc7\u5bfb\u627e\u4e0d\u540c\u65f6\u95f4\u7c92\u5ea6\uff08\u598210s \u548c 1min\uff09\u4e0b\u7684\u6700\u4f73\u5f00\u59cb\u65f6\u95f4\u6765\u5173\u6ce8\u62df\u5408\u7cbe\u5ea6\u3002\u5f85\u68c0\u6d4b\u7684\u65f6\u95f4\u5e8f\u5217\u603b\u662f\u9075\u5faa\u4e00\u5b9a\u7684\u5468\u671f\u6027\uff0c\u4f46\u6839\u636e\u6211\u4eec\u7684\u5b9e\u9a8c\u9a8c\u8bc1\uff0c\u5728\u4e0d\u540c\u4f4d\u7f6e\u9009\u62e9\u7684\u5f00\u59cb\u65f6\u95f4\u53ef\u80fd\u4f1a\u5bfc\u81f4\u62df\u5408\u7cbe\u5ea6\u4e0d\u540c\u3002\u6211\u4eec\u9009\u53d6\u5747\u65b9\u6839\u8bef\u5dee (RMSE) \u7528\u4f5c\u4f18\u5316\u641c\u7d22\u8fc7\u7a0b\u7684\u76ee\u6807\u51fd\u6570\uff1a<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720625\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u5176\u4e2d y&#8217; \u4ee3\u8868\u9884\u6d4b\u7ed3\u679c\uff0c\u800c y \u4ee3\u8868\u57fa\u672c\u4e8b\u5b9e\u3002 k \u8868\u793a\u68c0\u6d4b\u5230\u7684\u5e8f\u5217\u4e2d\u7684\u7b2c k \u4e2a\u8d77\u59cb\u4f4d\u7f6e\u3002\u91c7\u7528L-BFGS\u901a\u8fc7\u6700\u5c0f\u5316\u76ee\u6807\u51fd\u6570\u5b9e\u73b0\u81ea\u52a8\u641c\u7d22\u3002<\/p>\n<p>\u57fa\u7ebf\u751f\u6210 LnB \u7684\u6838\u5fc3\u8fc7\u7a0b\u662f\u57fa\u7ebf\u751f\u6210\u3002\u4e0eRNN\u76f8\u6bd4\uff0cLSTM\u5305\u542b\u4e86\u4e09\u4e2a\u95e8\uff0c\u5373\u9057\u5fd8\u95e8\u3001\u8f93\u5165\u95e8\u548c\u8f93\u51fa\u95e8\uff0c\u8fd9\u79cd\u95e8\u8bbe\u8ba1\u5728\u8bc6\u522b\u5386\u53f2\u4e2d\u7684\u91cd\u8981\u4fe1\u606f\u65b9\u9762\u8868\u73b0\u51fa\u66f4\u597d\u7684\u6027\u80fd\uff0c\u51cf\u8f7b\u4e86\u5bf9\u8fdc\u7a0b\u5386\u53f2\u7684\u4f9d\u8d56\u548c\u68af\u5ea6\u6d88\u5931\u3002\u8f93\u5165\u6570\u636e\u7ecf LSTM\uff0c\u8f93\u51fa\u7406\u8bba\u4e0a\u6697\u793a\u4e86\u6b63\u5e38\u6570\u636e\u7684\u671f\u671b\u3002\u56e0\u6b64\uff0c\u6211\u4eec\u5c06\u635f\u5931\u51fd\u6570\u8bad\u7ec3\u4e3a\uff1a<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720626\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u901a\u8fc7\u51cf\u5c11\u5b9e\u9645\u503c\u548c\u9884\u6d4b\u503c\u4e4b\u95f4\u7684\u8bef\u5dee\uff0c\u7f51\u7edc\u53ef\u4ee5\u5b66\u4e60\u9884\u6d4b\u65f6\u95f4\u5e8f\u5217\u7684\u6b63\u5e38\u884c\u4e3a\u3002<\/p>\n<p>\u6211\u4eec\u9009\u62e9 95% \u7f6e\u4fe1\u533a\u95f4\uff0c\u8ba1\u7b97\u57fa\u7ebf\u7684\u4e0a\u9650\u548c\u4e0b\u9650\uff1a<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720627\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>LnB \u7684\u6700\u540e\u4e00\u6b65\u662f\u81ea\u9002\u5e94\u8c03\u6574\uff0c\u8fd9\u662f\u5b9e\u73b0\u201c\u81ea\u9002\u5e94\u201d\u7684\u5173\u952e\u6b65\u9aa4\u3002\u901a\u8fc7 LSTM \u83b7\u5f97\u7684\u4e0a\u9650\u548c\u4e0b\u9650\u662f\u521d\u59cb\u57fa\u7ebf\u3002\u7136\u540e\u901a\u8fc7\u6781\u503c\u70b9\u5e73\u6ed1\u548c\u63d2\u503c\u4fee\u6539\u521d\u59cb\u57fa\u7ebf\u3002\u5373\u521d\u59cb\u57fa\u7ebf\u4e2d\u7684\u6240\u6709\u5cf0\u70b9\u548c\u8c37\u70b9\u90fd\u5f62\u6210\u4e86\u521d\u59cb\u4e0a\u9650\u548c\u4e0b\u9650\u3002\u7136\u540e\u91c7\u7528\u62c9\u683c\u6717\u65e5\u63d2\u503c\u8fdb\u884c\u7ec6\u7c92\u5ea6\u6570\u636e\u586b\u5145\u4ee5\u5f62\u6210\u5e73\u6ed1\u7684\u57fa\u7ebf\u3002<\/p>\n<p>DL (GRU) \u548c ML\uff08IForest\u3001\u57fa\u4e8e\u89d2\u5ea6\u7684\u5f02\u5e38\u503c\u68c0\u6d4b-ABOD \u548c\u57fa\u4e8e\u96c6\u7fa4\u7684\u5c40\u90e8\u5f02\u5e38\u503c\u56e0\u5b50-CBLOF\uff09\u4ece\u591a\u4e2a\u7ea7\u522b\u68c0\u6d4b\u5f02\u5e38\uff0c\u4e0d\u9700\u8981\u6807\u7b7e\u4fe1\u606f\u6216\u9608\u503c\u5b9a\u4e49\u3002\u4f5c\u4e3a\u56de\u5f52\u4efb\u52a1\uff0cGRU \u5b66\u4e60\u7ed9\u5b9a\u65f6\u95f4\u5e8f\u5217\u7684\u6b63\u6001\u5206\u5e03\u5e76\u8f93\u51fa\u5bf9\u672a\u6765\u7684\u9884\u6d4b\u3002\u4e0e LSTM \u4ece\u957f\u671f\u5386\u53f2\u4e2d\u6355\u6349\u5185\u5728\u7279\u5f81\u7684\u80fd\u529b\u76f8\u6bd4\uff0cGRU \u5728\u6570\u636e\u91cf\u4e0d\u8db3\u4e14\u9700\u8981\u6548\u7387\u7684\u60c5\u51b5\u4e0b\u7406\u8bba\u4e0a\u8868\u73b0\u826f\u597d\u3002\u4e0e LnB \u4e0d\u540c\uff0cUnD \u5c06\u8f83\u77ed\u7684\u5e8f\u5217\u4f5c\u4e3a\u8f93\u5165\u3002\u56e0\u6b64\uff0cUnD \u4e2d\u7684 GRU \u5355\u5143\u662f LnB \u7684\u8865\u5145\u3002\u53e6\u4e00\u65b9\u9762\uff0cIForest\u3001ABOD \u548c CBLOF \u662f\u7528\u4e8e\u5f02\u5e38\u68c0\u6d4b\u7684\u4e09\u79cd\u57fa\u4e8e ML \u7684\u805a\u7c7b\u7b97\u6cd5\u3002 UnD\u7684\u6700\u7ec8\u68c0\u6d4b\u662fGRU\u3001IForest\u3001ABOD\u548cCBLOF\u901a\u8fc7\u6295\u7968\u65b9\u6848\u7684\u5408\u5e76\u7ed3\u679c\u3002<\/p>\n<p>\u5bf9\u4e8e GRU\uff0c\u6211\u4eec\u91c7\u7528\u4e0e LnB \u76f8\u540c\u7684\u635f\u5931\u51fd\u6570\u3002\u533a\u522b\u5728\u4e8e\u8f93\u5165\u957f\u5ea6\uff08\u5728\u4e0b\u4e00\u8282\u4e2d\u89e3\u91ca\uff09\u3002\u8bad\u7ec3\u6709\u7d20\u7684 GRU \u4f1a\u7ed9\u51fa\u9884\u6d4b\u7684\u51c6\u786e\u503c y&#8217;\u3002\u5728\u8fd9\u91cc\uff0c\u5b9a\u4e49\u5f02\u5e38\u6743\u91cd (AW) \u4ee5\u786e\u5b9a\u9884\u6d4b\u662f\u5426\u5f02\u5e38\u3002<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720628\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>AW \u662f\u5f02\u5e38\u8bc6\u522b\u7684\u5173\u952e\u51b3\u5b9a\u56e0\u7d20\uff0c\u5e76\u4e14\u6839\u636e\u7ecf\u9a8c\u77e5\u8bc6\u81ea\u52a8\u5b66\u4e60\u4ee5\u6ee1\u8db3\u5728\u6211\u4eec\u7684\u6848\u4f8b\u4e2d\u68c0\u6d4b\u5230\u7684\u5f02\u5e38\u767e\u5206\u6bd4\u5e94\u5728 1%-3% \u4ee5\u5185\u7684\u6761\u4ef6\u3002\u5f53\u6d89\u53ca\u5230\u4e0d\u540c\u7684\u9886\u57df\u6216\u6570\u636e\u96c6\u65f6\uff0c\u4e5f\u53ef\u4ee5\u6839\u636e\u7ecf\u9a8c\u77e5\u8bc6\u786e\u5b9a AW\u3002 IForest\u3001ABOD\u548cCBLOF\u662f\u5e38\u7528\u7684\u5f02\u5e38\u503c\u68c0\u6d4b\u65b9\u6cd5\uff0c\u5b83\u4eec\u7684\u8f93\u51fa\u7ed3\u679c\u53ef\u4ee5\u770b\u4f5c\u662f\u4e00\u4e2a\u63cf\u8ff0\u5f02\u5e38\u6982\u7387\u7684\u5206\u6570\u3002\u7136\u540e\u5c06\u6240\u6709 GRU\u3001IForest\u3001ABOD \u548c CBLOF \u7684\u68c0\u6d4b\u7ed3\u679c\u7f16\u7801\u5e76\u62fc\u63a5\u6210\u4e00\u4e2a one-hot \u77e9\u9635\uff0c\u5176\u4e2d 0 \u8868\u793a\u6b63\u5e38\uff0c1 \u8868\u793a\u5f02\u5e38\uff0c\u5982\u56fe 3 \u6240\u793a\u7684\u793a\u4f8b\u3002\u63a5\u4e0b\u6765\uff0c\u6211\u4eec\u5f97\u5230\u6bcf\u4e2a\u65f6\u95f4\u6b65\u5bf9\u5e94\u7684\u201c1\u201d\u7684\u603b\u6570\u3002\u901a\u8fc7\u4e0e\u6295\u7968\u6570 n \uff08\u5728\u6211\u4eec\u7684\u4f8b\u5b50\u4e2d n = 2\uff09\u7684\u6bd4\u8f83\uff0c\u5982\u679c\u201c1\u201d\u7684\u603b\u6570\u4e0d\u5c0f\u4e8e n \uff0c\u5219\u5408\u5e76\u7ed3\u679c\u88ab\u68c0\u6d4b\u4e3a\u5f02\u5e38\uff0c\u53cd\u4e4b\u4ea6\u7136\u3002 n \u662f\u4e00\u4e2a\u53c2\u6570\uff0c\u9700\u8981\u901a\u8fc7\u51e0\u4e2a\u7b80\u5355\u7684\u8bd5\u9a8c\u6765\u786e\u5b9a\uff0c\u4f8b\u5982\u9010\u6e10\u589e\u52a0\u503c\u6216\u7f29\u5c0f\u8303\u56f4\u3002<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720629\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u901a\u8fc7\u6295\u7968\u65b9\u6848\u7684\u5408\u5e76\u7ed3\u679c\u53ef\u4ee5\u4ece\u4e0d\u540c\u65b9\u9762\u63ed\u793a\u5185\u5728\u7279\u5f81\uff0c\u56e0\u4e3a GRU \u7684\u56de\u5f52\u7ed3\u679c\u5305\u542b\u663e\u793a\u589e\u52a0\u6216\u51cf\u5c11\u8d8b\u52bf\u7684\u7cbe\u786e\u503c\uff0c\u800c ML \u7ed3\u679c\u5448\u73b0 0 \u6216 1 \u4ec5\u8868\u793a\u5f02\u5e38\u4e0e\u5426\uff0c\u4f46\u5177\u6709\u66f4\u51c6\u786e\u7684\u51b3\u7b56\uff0c\u56e0\u4e3a\u8fd9\u4e9b\u6a21\u578b\u53ef\u4ee5\u5229\u7528\u4ece\u9644\u52a0\u7ef4\u5ea6\u6216\u6d4b\u91cf\u4e2d\u6355\u83b7\u7684\u4fe1\u606f\uff08\u4f8b\u5982\uff0c\u57fa\u4e8e\u89d2\u5ea6\u89c6\u89d2\u7684 ABOD \u548c\u57fa\u4e8e\u6982\u7387\u89c6\u89d2\u7684 CBLOF\uff09\u3002\u56e0\u6b64\uff0c\u591a\u4e2a\u9ad8\u7ea7\u7b97\u6cd5\u7684\u5408\u5e76\u7ed3\u679c\u53ef\u4ee5\u5145\u5206\u5229\u7528\u7ed9\u5b9a\u7684\u6570\u636e\u8fdb\u884c\u5168\u9762\u7684\u9884\u6d4b\u3002<\/p>\n<p>\u6211\u4eec\u7684\u6a21\u578b\u4e3b\u8981\u6709\u4e09\u4e2a\u6b65\u9aa4\uff0c\u8be6\u7ec6\u4ecb\u7ecd\u5982\u4e0b\uff1a<\/p>\n<p><strong>\u7b2c\u4e00\u6b65\uff1a\u6570\u636e\u9884\u5904\u7406<\/strong><\/p>\n<p>LnB\u548cUnD\u5bf9\u6570\u636e\u62c6\u5206\u548c\u8fde\u63a5\u6709\u4e0d\u540c\u7684\u8981\u6c42\uff0c\u4e24\u4e2a\u6a21\u5757\u7684\u8f93\u5165\u6570\u636e\u662f\u4e0d\u540c\u7684\u3002\u4f8b\u5982\uff0c\u5f53\u524d\u65f6\u95f4\u4e3a t\uff0c\u65f6\u95f4\u5e8f\u5217\u7684\u5468\u671f\u6027\u4e3a T\uff08\u5982 7 \u5929\uff09\u3002\u6211\u4eec\u7684\u76ee\u6807\u662f\u68c0\u6d4b t+1 \u65f6\u523b\u7684\u503c\u662f\u5426\u5f02\u5e38\u3002\u5728\u8fd9\u79cd\u60c5\u51b5\u4e0b\uff0cLnB \u7684\u8f93\u5165\u662f\u8fc7\u53bb 2*T \u5468\u671f\uff08\u5373 14 \u5929\uff09\u6536\u96c6\u7684\u5386\u53f2\u6570\u636e\u3002\u9009\u62e9 2*T \u5468\u671f\u7684\u539f\u56e0\u662f 14 \u5929\u4e4b\u524d\u7684\u5386\u53f2\u6570\u636e\u91cd\u8981\u6027\u8f83\u4f4e\uff0c\u5982\u679c\u53ea\u6536\u96c6\u4e00\u4e2a\u5468\u671f\u7684\u6570\u636e\uff0c\u53ef\u80fd\u4f1a\u53d7\u5230\u5f02\u5e38\u4e8b\u4ef6\u7684\u5f71\u54cd\u3002\u76f8\u53cd\uff0cUnD\u91c7\u7528\u6700\u76f8\u5173\u7684\u4fe1\u606f\u800c\u4e0d\u662f\u4f7f\u7528\u957f\u5386\u53f2\uff0c\u5e76\u4e14\u9009\u62e9\u4e09\u4e2a\u6ed1\u52a8\u7a97\u53e3\u8986\u76d6\u7684\u5e8f\u5217\u4f5c\u4e3a\u8f93\u5165\u6570\u636e\u3002\u4e09\u4e2a\u7a97\u53e3\u7684\u957f\u5ea6\u5206\u522b\u4e3a 30 \u5206\u949f\u300160 \u5206\u949f\u548c 60 \u5206\u949f\u3002<\/p>\n<p>\u4ece\u56fe4\u53ef\u4ee5\u770b\u51fa\uff0cUnD\u8f93\u5165\u4e2d\u67093\u4e2a\u6bb5\u4e32\u8054\uff0c\u5373[Xt-30min:t, Xt+1-1day-30min:t+1- 1day+30min, Xt+1-7days-30min: t+1-7 \u5929+30 \u5206\u949f]\u3002\u8fd9\u79cd\u8fde\u63a5\u63d0\u4f9b\u4e86\u4e00\u79cd\u65b0\u7684\u8f93\u5165\u7ed3\u6784\u8bbe\u8ba1\uff0c\u4e3a\u7279\u5f81\u5b66\u4e60\u548c\u672a\u6765\u9884\u6d4b\u63d0\u4f9b\u4e86\u6700\u76f8\u5173\u7684\u4fe1\u606f\u3002\u603b\u4e4b\uff0cLnB \u5c06\u8fc7\u53bb 14 \u5929\u7684\u5e8f\u5217\u4f5c\u4e3a\u8f93\u5165\uff0c\u800c UnD \u5c06\u8fc7\u53bb 30 \u5206\u949f\u30011 \u5929\u524d\u7684 60 \u5206\u949f\u548c 7 \u5929\u524d\u7684 60 \u5206\u949f\u4f5c\u4e3a\u8f93\u5165\u3002<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720630\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u6570\u636e\u586b\u5145\u91c7\u7528 K-NN \u4f5c\u4e3a\u6570\u636e\u586b\u5145\u65b9\u6cd5\uff0c\u4ee5\u786e\u4fdd\u6240\u6709\u8f93\u5165\u6837\u672c\u7684\u957f\u5ea6\u76f8\u540c\u4e14\u53ef\u8bfb\u3002\u6570\u636e\u8fc7\u6ee4\u4e3a\u4fdd\u8bc1\u8f93\u5165\u6570\u636e\u7684\u6709\u6548\u6027\uff0c\u5bf9\u8f93\u5165\u6570\u636e\u8fdb\u884c\u5e73\u6ed1\u8fc7\u6ee4\uff0c\u4ee5\u6d88\u9664\u56e0\u566a\u58f0\u5f15\u8d77\u7684\u6bdb\u523a\u3002\u6570\u636e\u8f6c\u6362\u5bf9\u8bad\u7ec3\u7ed3\u679c\u548c\u5feb\u901f\u6536\u655b\u975e\u5e38\u91cd\u8981\u3002\u5728\u8f93\u5165\u8bad\u7ec3\u8fc7\u7a0b\u4e4b\u524d\uff0c\u539f\u59cb\u6570\u636e\u8fd8\u9700\u8981\u4e00\u4e2a\u8f6c\u6362\u8fc7\u7a0b\uff0c\u5305\u62ec\u5f52\u4e00\u5316\u548c\u5bf9\u6570\u8f6c\u6362\uff0c\u5982\uff087\uff09\u6240\u793a\u3002<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720631\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u5f52\u4e00\u5316\u907f\u514d\u4e86\u4e0d\u540c\u7ef4\u5ea6\u7684\u526f\u4f5c\u7528\uff0c\u6709\u5229\u4e8e\u6a21\u578b\u5feb\u901f\u6536\u655b\u3002\u6b64\u5916\uff0c\u5b83\u8fd8\u786e\u4fdd\u8f93\u51fa\u4e0d\u4f1a\u8d85\u8fc7\u8f93\u5165\u7684\u6700\u5c0f\u503c\u548c\u6700\u5927\u503c\uff0c\u56e0\u4e3a\u5728\u8f93\u51fa\u4e0a\u5b9e\u65bd\u4e86\u6307\u6570\u53d8\u6362\u3002\u540c\u65f6\uff0c\u5bf9\u6570\u53d8\u6362\u53ef\u4ee5\u5728\u4e0d\u6539\u53d8\u6570\u636e\u7279\u5f81\u548c\u6570\u636e\u76f8\u5173\u6027\u7684\u60c5\u51b5\u4e0b\uff0c\u51cf\u8f7b\u65b9\u5dee\uff0c\u5e73\u6ed1\u53d8\u5316\u3002<\/p>\n<p><strong>\u7b2c\u4e8c\u6b65\uff1a\u6a21\u578b\u8bad\u7ec3<\/strong><\/p>\n<p>\u5982\u56fe 1 \u4e2d\u7684\u6d41\u7a0b\u56fe\u6240\u793a\uff0cLnB \u548c UnD \u90fd\u662f\u6839\u636e\u8bad\u7ec3\u6570\u636e\u5206\u522b\u8bad\u7ec3\u7684\u3002\u4f46\u662f\uff0c\u5982\u4e0a\u6240\u8ff0\uff0c\u4e24\u4e2a\u6a21\u5757\u7684\u8f93\u5165\u662f\u4e0d\u540c\u7684\u3002 LnB \u5c06\u8f83\u957f\u7684\u5386\u53f2\u6570\u636e\u4f5c\u4e3a\u8f93\u5165\uff0c\u5e76\u5c1d\u8bd5\u6355\u83b7\u68c0\u6d4b\u5230\u7684\u65f6\u95f4\u5e8f\u5217\u7684\u4e30\u5bcc\u4fe1\u606f\uff0c\u800c UnD \u5c06\u6700\u76f8\u5173\u4f46\u8f83\u77ed\u7684\u5e8f\u5217\u90e8\u7f72\u4e3a\u8bad\u7ec3\u6570\u636e\u3002 UnD \u4e2d\u7684GRU\u548c LnB\u901a\u8fc7\u51cf\u5c11\u7b2c\u4e8c\u90e8\u5206\u4e2d\u4ecb\u7ecd\u7684\u635f\u5931\u51fd\u6570\u6765\u5b66\u4e60\u68c0\u6d4b\u5230\u7684\u5e8f\u5217\u7684\u6b63\u5e38\u884c\u4e3a\u3002\u540c\u65f6\uff0cIForest\u3001ABOD \u548c CBLOF \u5b66\u4e60\u4e86\u65e0\u76d1\u7763\u805a\u7c7b\u6a21\u578b\u3002\u4e0a\u8ff0\u5355\u5143\u7684\u6240\u6709\u8f93\u51fa\u90fd\u662f\u4e00\u6b65\u8d85\u524d\u7684\u5f02\u5e38\u68c0\u6d4b\u3002<\/p>\n<p><strong>\u7b2c\u4e09\u6b65\uff1a\u5728\u7ebf\u5f02\u5e38\u68c0\u6d4b<\/strong><\/p>\n<p>\u5728\u8fd0\u884c\u65f6\uff0c\u4f20\u5165\u7684\u6570\u636e\u9996\u5148\u8fdb\u5165\u9884\u5904\u7406\u6a21\u5757\uff0c\u7136\u540e\u540c\u65f6\u8fdb\u5165LnB\u548cUnD\u3002\u8f93\u5165\u6570\u636e\u7684\u683c\u5f0f\u5e94\u4e0e\u8bad\u7ec3\u9636\u6bb5\u4e00\u81f4\u3002\u5982\u679c\u4e24\u4e2a\u6a21\u5757\u7684\u4efb\u4e00\u7ed3\u679c\u5f02\u5e38\uff0c\u5219\u63d0\u793a\u5f85\u68c0\u6d4b\u6570\u636e\u5f02\u5e38\u3002LnB\u548cUnD\u7684\u878d\u5408\u673a\u5236\u5bf9\u65f6\u95f4\u5e8f\u5217\u8fdb\u884c\u4e86\u5168\u9762\u7684\u68c0\u6d4b\uff0c\u964d\u4f4e\u4e86\u6f5c\u5728\u5f02\u5e38\u9057\u6f0f\u7684\u6982\u7387\u3002\u53e6\u4e00\u65b9\u9762\uff0cLnB \u4e2d\u8f83\u957f\u7684\u5386\u53f2\u8f93\u5165\u548c UnD \u4e2d\u7684\u591a\u6a21\u578b\u6295\u7968\u65b9\u6848\u6709\u6548\u5730\u907f\u514d\u4e86\u5c06\u6b63\u5e38\u7684\u8bef\u8ba4\u4e3a\u662f\u5f02\u5e38\u7684\u3002<\/p>\n<p>\u7ecf\u8fc7\u4eac\u4e1c\u5185\u90e8\u591a\u573a\u666f\u591a\u7ec4\u6570\u636e\u9a8c\u8bc1\uff0c\u6a21\u578b\u5728\u7ebf\u4e0a\u8fd0\u884c\u7684\u6548\u679c\u8bc4\u4f30\u5982\u4e0b\u8868\u6240\u793a\uff1a<\/p>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720632\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u6b64\u5916\uff0c\u53ef\u4ee5\u7075\u6d3b\u9009\u62e9\u201cand\u201d\u6216\u201cor\u201d\u6765\u6574\u5408LnB\u548cUnD\u7684\u7ed3\u679c\u3002\u6ca1\u6709\u7edf\u4e00\u7684\u89c4\u5219\uff0c\u8981\u770b\u5b9e\u9645\u573a\u666f\u7684\u9700\u6c42\u3002\u5728\u6211\u4eec\u7684\u843d\u5730\u5b9e\u8df5\u573a\u666f\u4e2d\uff0c\u8fd9\u4e24\u4e2a\u6570\u636e\u96c6\u90fd\u9700\u8981\u4fdd\u8bc1\u53ec\u56de\u7387\uff0c\u56e0\u6b64\u6211\u4eec\u91c7\u53d6\u201c\u6216\u201d\u64cd\u4f5c\uff0c\u8fd9\u610f\u5473\u7740\u65e0\u8bba\u54ea\u4e2a\u68c0\u6d4b\u5230\u5f02\u5e38\u90fd\u4f1a\u62a5\u8b66\u3002\u5982\u679c\u9700\u8981\u8f83\u4f4e\u7684\u8b66\u544a\u7ea7\u522b\uff0c\u6211\u4eec\u53ef\u4ee5\u9009\u62e9\u201c\u548c\u201d\u4f5c\u4e3a\u79ef\u5206\u8fd0\u7b97\u3002\u9009\u62e9\u4e09\u4e2a\u6d41\u884c\u7684\u57fa\u7ebf IForest\u3001ABOD \u548c CBLOF \u8fdb\u884c\u6bd4\u8f83\u3002\u6b64\u5916\u3002\u6211\u4eec\u8fd8\u6bd4\u8f83\u4e86\u6211\u4eec\u7684\u65b9\u6cd5\u548c\u5355\u72ec\u4f7f\u7528 LnB \u6216 UnD \u7684\u65b9\u6cd5\u7684\u7ed3\u679c\uff0c\u5982\u4e0a\u8868\u6240\u793a\u3002\u4ece\u5b9a\u91cf\u6bd4\u8f83\u4e2d\uff0c\u5f88\u660e\u663e\uff0c\u6240\u63d0\u51fa\u7684\u65b9\u6cd5\uff0c\u5373 LnB+UnD \u5728\u4e24\u8005\u4e2d\u90fd\u83b7\u5f97\u4e86\u6700\u9ad8\u7684 F1 \u5206\u6570\u6570\u636e\u96c6\u3002 LnB+UnD \u7684\u7ec4\u5408\u6bd4\u5355\u72ec\u91c7\u7528 LnB \u6216 UnD \u6548\u679c\u66f4\u597d\u3002\u800c\u4e14\u6211\u4eec\u7684\u6a21\u578b\u4f18\u4e8e\u5176\u4ed6\u4e09\u4e2a\u57fa\u7ebf\uff0c\u8fd9\u4e5f\u8bc1\u660e\u4e86\u6211\u4eec\u5e76\u884c\u673a\u5236\u7684\u6709\u6548\u6027\u548c\u5fc5\u8981\u6027\u3002<\/p>\n<p>\u6211\u4eec\u63d0\u51fa\u7684\u4e00\u79cd\u7528\u4e8e\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u7684\u65e0\u9608\u503c\u5f02\u5e38\u68c0\u6d4b\u65b9\u6cd5\uff0c\u5373 LSTM \u6784\u5efa\u7684 LnB\u548cDL\u3001ML \u6a21\u578b\u878d\u5408\u673a\u5236\u6784\u5efa\u7684 UnD\uff0c\u4ee5\u4e92\u8865\u548c\u667a\u80fd\u7684\u65b9\u5f0f\u5b9e\u73b0\u5f02\u5e38\u68c0\u6d4b\u3002\u5728\u5177\u6709\u4e0d\u540c\u957f\u77ed\u5468\u671f\u548c\u53d8\u5316\u8d8b\u52bf\u7684\u771f\u5b9e\u5b9e\u8df5\u573a\u666f\u7684\u4e24\u4e2a\u6570\u636e\u96c6\u4e0a\u8fdb\u884c\u4e86\u5b9e\u9a8c\uff0c\u6bd4\u8f83\u7ed3\u679c\u8bc1\u660e\u4e86\u6211\u4eec\u65b9\u6cd5\u7684\u6709\u6548\u6027\u548c\u51c6\u786e\u6027\u3002<\/p>\n<ul>\n<li>Threshold-free Anomaly Detection for Streaming Time Series through Deep Learning. ICMLA.<\/li>\n<li><strong>ieeexplore\u68c0\u7d22\uff1a<\/strong><a href=\"https:\/\/link.segmentfault.com\/?enc=xd06lGUJPAHiqqgEkbkfDw%3D%3D.Cln1WckCs8P%2BtciptGXsgLeQsNqXrvRst6p%2FXa2n2KG4GTIWwOwcOsJiQ0eYgdk5p74vxT%2Bit7SgIMCGfTFIFA%3D%3D\" rel=\"nofollow\">https:\/\/ieeexplore.ieee.org\/a&#8230;<\/a><\/li>\n<\/ul>\n<p><img decoding=\"async\" referrerpolicy=\"no-referrer\" src=\"https:\/\/segmentfault.com\/img\/remote\/1460000042720633\" alt=\"\" title=\"\" loading=\"lazy\"><\/p>\n<p>\u4f5c\u8005\uff1a\u5f20\u9759<\/p>\n<p><a href=\"https:\/\/segmentfault.com\/a\/1190000042720619\">https:\/\/segmentfault.com\/a\/1190000042720619<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u57fa\u4e8e\u6df1\u5ea6\u5b66\u4e60\u5bf9\u8fd0\u7ef4\u65f6\u5e8f\u6307\u6807\u8fdb\u884c\u5f02\u5e38\u68c0\u6d4b\uff0c\u5feb\u901f\u53d1\u73b0\u7ebf\u4e0a\u4e1a\u52a1\u95ee\u9898 \u65f6\u95f4\u5e8f\u5217\u7684\u5f02\u5e38\u68c0\u6d4b\u662f\u5b9e\u9645\u5e94\u7528\u4e2d\u7684\u4e00\u4e2a\u5173\u952e\u95ee\u9898\uff0c\u5c24 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[4],"tags":[],"class_list":["post-10006779","post","type-post","status-publish","format-standard","hentry","category-share"],"jetpack_sharing_enabled":true,"jetpack_featured_media_url":"","_links":{"self":[{"href":"https:\/\/itmax.cn\/index.php?rest_route=\/wp\/v2\/posts\/10006779","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/itmax.cn\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/itmax.cn\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/itmax.cn\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/itmax.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=10006779"}],"version-history":[{"count":0,"href":"https:\/\/itmax.cn\/index.php?rest_route=\/wp\/v2\/posts\/10006779\/revisions"}],"wp:attachment":[{"href":"https:\/\/itmax.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=10006779"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/itmax.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=10006779"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/itmax.cn\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=10006779"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}