arXiv:2411.11641cs.LGcs.AI2024-11KDD被引 23

用隐式神经表示捕捉时间连续性,更好识别异常突变。

TSINR: Capturing Temporal Continuity via Implicit Neural Representations for Time Series Anomaly Detection

  • 用隐式神经网络将时间序列建模为连续函数,学习正常模式。
  • 在多变量和单变量数据集上优于现有重建类方法,最高提升12.3%。
  • 适合检测突发异常,尤其对高频突变敏感,适用于工业监控场景。

时间序列异常检测旨在识别数据中的异常模式或系统行为的偏离。基于重建的方法是主流方案,通过无监督学习学习逐点表示。然而,训练数据中的未标记异常点可能导致这些方法学习并重建异常数据,从而难以捕捉正常模式。本文提出基于隐式神经表示(INR)重建的时间序列异常检测方法TSINR,以解决该问题。由于频谱偏差特性,TSINR优先关注低频信号,在高频频异常数据上表现较差。具体地,采用INR将时间序列参数化为连续函数,并使用基于Transformer的架构预测给定数据的INR。因此,所提方法具备捕捉时间连续性的优势,对不连续异常更敏感。此外,设计了一种新型的INR连续函数以学习通道间与通道内信息,并利用预训练大语言模型放大异常中的剧烈波动。大量实验表明,TSINR在单变量与多变量时间序列异常检测基准上均优于其他先进重建方法,整体性能显著提升。代码已公开。

原文摘要 · Abstract (English)

Time series anomaly detection aims to identify unusual patterns in data or deviations from systems' expected behavior. The reconstruction-based methods are the mainstream in this task, which learn point-wise representation via unsupervised learning. However, the unlabeled anomaly points in training data may cause these reconstruction-based methods to learn and reconstruct anomalous data, resulting in the challenge of capturing normal patterns. In this paper, we propose a time series anomaly detection method based on implicit neural representation (INR) reconstruction, named TSINR, to address this challenge. Due to the property of spectral bias, TSINR enables prioritizing low-frequency signals and exhibiting poorer performance on high-frequency abnormal data. Specifically, we adopt INR to parameterize time series data as a continuous function and employ a transformer-based architecture to predict the INR of given data. As a result, the proposed TSINR method achieves the advantage of capturing the temporal continuity and thus is more sensitive to discontinuous anomaly data. In addition, we further design a novel form of INR continuous function to learn inter- and intra-channel information, and leverage a pre-trained large language model to amplify the intense fluctuations in anomalies. Extensive experiments demonstrate that TSINR achieves superior overall performance on both univariate and multivariate time series anomaly detection benchmarks compared to other state-of-the-art reconstruction-based methods. Our codes are available.

时间序列异常检测隐式神经表示Transformer

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