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VISTA:用于时间序列异常检测的无监督二维时间依赖表示

VISTA: Unsupervised 2D Temporal Dependency Representations for Time Series Anomaly Detection

Shenzhen International Graduate School, Tsinghua University(清华大学深圳国际研究生院);University of Glasgow(格拉斯哥大学);University College London(伦敦大学学院);Collaborative Innovation Center for Transport Studies, Dalian Maritime University(大连海事大学交通协同创新中心);Department of Electric Engineering, Tsinghua University(清华大学电机工程系);Shenzhen Skyworth AI Co. ,Ltd(深圳创维人工智能有限公司)

Sinchee Chin, Fan Zhang, Xiaochen Yang, Jing-Hao Xue, Wenming Yang, Peng Jia, Guijin Wang, Luo Yingqun

AI总结:

提出无需训练的无监督TSAD算法VISTA,通过STL分解、时间自注意力和多变量聚合构建二维依赖表示,在五个基准上达到SOTA。

摘要:

时间序列异常检测(TSAD)对于发现未标记时间序列数据中的罕见且潜在有害事件至关重要。现有方法高度依赖干净、高质量的输入,使其容易受到噪声和现实世界不完美数据的影响。此外,时间序列数据中复杂的时间关系在传统的一维表示中往往未被充分捕捉,导致依赖关系建模效果不佳。我们提出了VISTA,一种无需训练的无监督TSAD算法,旨在克服这些挑战。VISTA包含三个核心模块:1)使用基于Loess的季节和趋势分解(STL)的时间序列分解,将含噪声时间序列分解为趋势、季节和残差成分;2)时间自注意力,将一维时间序列转换为二维时间相关矩阵,以实现更丰富的依赖关系建模和异常检测;3)多变量时间聚合,使用预训练特征提取器将跨变量信息整合为统一且内存高效的表示。VISTA无需训练的方法实现了快速部署和便捷的超参数调优,使其适用于工业应用。它在五个多变量TSAD基准上取得了最先进的性能。

英文摘要:

Time Series Anomaly Detection (TSAD) is essential for uncovering rare and potentially harmful events in unlabeled time series data. Existing methods are highly dependent on clean, high-quality inputs, making them susceptible to noise and real-world imperfections. Additionally, intricate temporal relationships in time series data are often inadequately captured in traditional 1D representations, leading to suboptimal modeling of dependencies. We introduce VISTA, a training-free, unsupervised TSAD algorithm designed to overcome these challenges. VISTA features three core modules: 1) Time Series Decomposition using Seasonal and Trend Decomposition via Loess (STL) to decompose noisy time series into trend, seasonal, and residual components; 2) Temporal Self-Attention, which transforms 1D time series into 2D temporal correlation matrices for richer dependency modeling and anomaly detection; and 3) Multivariate Temporal Aggregation, which uses a pretrained feature extractor to integrate cross-variable information into a unified, memory-efficient representation. VISTA's training-free approach enables rapid deployment and easy hyperparameter tuning, making it suitable for industrial applications. It achieves state-of-the-art performance on five multivariate TSAD benchmarks.

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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