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arXiv 2408.14756cs.LG
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免训练的时间序列异常检测:利用图像基础模型

Training-Free Time-Series Anomaly Detection: Leveraging Image Foundation Models

Fujitsu Limited(富士通有限公司)

Nobuo Namura, Yuma Ichikawa

AI总结:

提出免训练的ITF-TAD方法,利用小波变换将时间序列转为图像并结合图像基础模型进行异常检测,无需网络训练或调参,在五个基准数据集上性能媲美或超越深度模型。

摘要:

时间序列异常检测的最新进展依赖于深度学习模型来处理时间序列数据的多样行为。然而,这些模型经常遭受不稳定的训练并需要大量的超参数调整,导致实际限制。尽管基础模型提供了一个潜在的解决方案,但它们在时间序列中的使用是有限的。为了克服这些问题,我们提出了一种创新的基于图像的、免训练的时间序列异常检测(ITF-TAD)方法。ITF-TAD使用小波变换将时间序列数据转换为图像,并将其压缩为单一表示,利用图像基础模型进行异常检测。这种方法实现了高性能的异常检测,而无需不稳定的神经网络训练或超参数调整。此外,ITF-TAD识别不同频率的异常,为用户提供异常及其对应频率的详细可视化。在五个基准数据集上的综合实验,包括单变量和多变量时间序列,表明ITF-TAD提供了一个实用且有效的解决方案,其性能超过或与深度模型相当。

英文摘要:

Recent advancements in time-series anomaly detection have relied on deep learning models to handle the diverse behaviors of time-series data. However, these models often suffer from unstable training and require extensive hyperparameter tuning, leading to practical limitations. Although foundation models present a potential solution, their use in time series is limited. To overcome these issues, we propose an innovative image-based, training-free time-series anomaly detection (ITF-TAD) approach. ITF-TAD converts time-series data into images using wavelet transform and compresses them into a single representation, leveraging image foundation models for anomaly detection. This approach achieves high-performance anomaly detection without unstable neural network training or hyperparameter tuning. Furthermore, ITF-TAD identifies anomalies across different frequencies, providing users with a detailed visualization of anomalies and their corresponding frequencies. Comprehensive experiments on five benchmark datasets, including univariate and multivariate time series, demonstrate that ITF-TAD offers a practical and effective solution with performance exceeding or comparable to that of deep models.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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