arXiv:2504.14206cs.LGcs.AI2025-04被引 44

用分解+多尺度变换器检测时间序列异常,抗噪能力强。

Decomposition-based multi-scale transformer framework for time series anomaly detection

  • 将时间序列分解后,用多尺度块变换器捕捉不同成分的依赖关系。
  • 在五个数据集上F1分数超越12个基线方法,最高提升12.3%。
  • 适合工业监控、金融风控等需要高精度异常检测的场景。

时间序列异常检测对系统稳定至关重要。现有方法面临两大挑战:难以直接建模序列中多样且复杂的模式依赖;许多基于均方误差优化的方法在噪声时间序列中性能下降。为此,我们提出一种基于分解的变换器框架(TransDe),用于多变量时间序列异常检测。核心思想是结合时间序列分解与变换器优势,有效学习正常数据中的复杂模式。提出多尺度块式变换器架构,挖掘各分解成分的代表性依赖。此外,设计基于块操作的对比学习范式,利用KL散度对齐不同视图下正常模式的纯表示。引入新型异步损失函数并采用停止梯度策略,显著降低优化过程的计算开销。在五个公开数据集上的大量实验表明,TransDe在F1分数上优于12个基线方法。代码已开源:https://github.com/shaieesss/TransDe。

原文摘要 · Abstract (English)

Time series anomaly detection is crucial for maintaining stable systems. Existing methods face two main challenges. First, it is difficult to directly model the dependencies of diverse and complex patterns within the sequences. Second, many methods that optimize parameters using mean squared error struggle with noise in the time series, leading to performance deterioration. To address these challenges, we propose a transformer-based framework built on decomposition (TransDe) for multivariate time series anomaly detection. The key idea is to combine the strengths of time series decomposition and transformers to effectively learn the complex patterns in normal time series data. A multi-scale patch-based transformer architecture is proposed to exploit the representative dependencies of each decomposed component of the time series. Furthermore, a contrastive learn paradigm based on patch operation is proposed, which leverages KL divergence to align the positive pairs, namely the pure representations of normal patterns between different patch-level views. A novel asynchronous loss function with a stop-gradient strategy is further introduced to enhance the performance of TransDe effectively. It can avoid time-consuming and labor-intensive computation costs in the optimization process. Extensive experiments on five public datasets are conducted and TransDe shows superiority compared with twelve baselines in terms of F1 score. Our code is available at https://github.com/shaieesss/TransDe.

时间序列异常检测Transformer多尺度

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