Temporal dependence Mahalanobis distance for anomaly detection in multivariate spacecraft telemetry series

Abstract

Spacecraft telemetry data are real-time data as the only basis for ground operation station and management system to judge the working performance and health status of spacecrafts in orbit. Telemetry data are high dimension, strong-dependent, and pseudo-periodic series, which bring great challenges to traditional anomaly detection methods of multivariate parameters. In this case, with the advantages of strong feature extraction and space injection ability, Mahalanobis distance (MD)-based approach has been a strong foundation for industrial system health monitoring. However, the typical MD-based method performs anomaly detection with a fixed threshold for MD series without capturing temporal evolution which cause high false alarms or missing alarms for complex abnormal modes. In this work, the temporal dependence Mahalanobis distance (TDMD) is realized based on multi-factors prediction which can effectively detect contextual and collective anomalies in multivariate telemetry series. Upper and lower limits with time series correlation and dynamic characteristics for the MD of each arriving multivariate point are constructed for online testing. Adequate experiments on simulated and real telemetry series verify the effectiveness and applicability of the proposed method.

Keywords: Anomaly detection; Dynamic Mahalanobis distance thresholds; Factor analysis; Multivariate telemetry series; Relevance vector machine.