Learning Representations from Healthcare Time Series Data for Unsupervised Anomaly Detection

The amount of time series data generated in Healthcare is growing very fast and so is the need for methods that can analyse these data, detect anomalies and provide meaningful insights. However, most of the data available is unlabelled and, therefore, anomaly detection in this scenario has been a great challenge for researchers and practitioners. Recently, unsupervised representation learning with deep generative models has been applied to find representations of data, without the need for big labelled datasets. Motivated by their success, we propose an unsupervised framework for anomaly detection in time series data. In our method, both representation learning and anomaly detection are fully unsupervised. In addition, the training data may contain anomalous data. We first learn representations of time series using a Variational Recurrent Autoencoder. Afterwards, based on those representations, we detect anomalous time series using Clustering and the Wasserstein distance. Our results on the publicly available ECG5000 electrocardiogram dataset show the ability of the proposed approach to detect anomalous heartbeats in a fully unsupervised fashion, while providing structured and expressive data representations. Furthermore, our approach outperforms previous supervised and unsupervised methods on this dataset.