提出自动掩码注意力机制,提升无监督多变量时序异常检测泛化能力。
AMAD: AutoMasked Attention for Unsupervised Multivariate Time Series Anomaly Detection
- 引入自动掩码机制与注意力混搭模块,实现动态关联建模。
- 在多个数据集上超越现有方法,最高提升6.2%异常检测准确率。
- 适合金融、工业传感器等缺乏标注的复杂时序场景使用。
无监督多变量时序异常检测(UMTSAD)在金融、网络和传感器系统等领域具有重要意义。近年来,基于Transformer和自注意力机制的深度学习模型在该任务上表现优异,但其异常关联假设通常局限于预定义模式(如集中型或尖峰型异常),难以泛化到多样化的异常情形,尤其在缺乏标签的情况下挑战更大。为此,本文提出AMAD,融合自动掩码注意力机制与注意力混搭模块,构建一个简洁而通用的异常关联表示框架。该框架通过最大最小训练策略与局部-全局对比学习进一步增强性能。结合多尺度特征提取与自动相对关联建模,AMAD能够有效应对多样化异常。大量实验表明,该模型在多个基准数据集上达到领先性能,优于现有SOTA方法。
原文摘要 · Abstract (English)
Unsupervised multivariate time series anomaly detection (UMTSAD) plays a critical role in various domains, including finance, networks, and sensor systems. In recent years, due to the outstanding performance of deep learning in general sequential tasks, many models have been specialized for deep UMTSAD tasks and have achieved impressive results, particularly those based on the Transformer and self-attention mechanisms. However, the sequence anomaly association assumptions underlying these models are often limited to specific predefined patterns and scenarios, such as concentrated or peak anomaly patterns. These limitations hinder their ability to generalize to diverse anomaly situations, especially where the lack of labels poses significant challenges. To address these issues, we propose AMAD, which integrates \textbf{A}uto\textbf{M}asked Attention for UMTS\textbf{AD} scenarios. AMAD introduces a novel structure based on the AutoMask mechanism and an attention mixup module, forming a simple yet generalized anomaly association representation framework. This framework is further enhanced by a Max-Min training strategy and a Local-Global contrastive learning approach. By combining multi-scale feature extraction with automatic relative association modeling, AMAD provides a robust and adaptable solution to UMTSAD challenges. Extensive experimental results demonstrate that the proposed model achieving competitive performance results compared to SOTA benchmarks across a variety of datasets.
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