arXiv:2505.00941cs.LG2025-05被引 11

融合频域信息的卷积注意力模型,提升时间序列异常检测鲁棒性。

FreCT: Frequency-augmented Convolutional Transformer for Robust Time Series Anomaly Detection

  • 用补丁操作生成对比视图,结合卷积与改进Transformer捕捉长程依赖。
  • 通过傅里叶变换引入频域特征,提升对非时序模式的识别能力。
  • 采用停止梯度KL散度和绝对误差,增强训练稳定性,适合工业监控场景。

时间序列异常检测在金融、医疗等领域至关重要,但基于重建的方法常因序列模式复杂而难以准确识别异常。现有方法多关注时域依赖,忽略频域信息,且易受异常数据干扰导致表示失真。为此,本文提出频率增强型卷积注意力模型(FreCT),利用补丁操作生成对比视图,并结合卷积模块与改进的Transformer架构,有效捕捉长期依赖并保留局部拓扑结构。引入基于傅里叶变换的频域分析,增强对非时域特征的建模能力。为提升训练鲁棒性,使用停止梯度的KL散度与绝对误差联合优化时域与频域的一致性。在四个公开数据集上的实验表明,FreCT显著优于现有方法。

原文摘要 · Abstract (English)

Time series anomaly detection is critical for system monitoring and risk identification, across various domains, such as finance and healthcare. However, for most reconstruction-based approaches, detecting anomalies remains a challenge due to the complexity of sequential patterns in time series data. On the one hand, reconstruction-based techniques are susceptible to computational deviation stemming from anomalies, which can lead to impure representations of normal sequence patterns. On the other hand, they often focus on the time-domain dependencies of time series, while ignoring the alignment of frequency information beyond the time domain. To address these challenges, we propose a novel Frequency-augmented Convolutional Transformer (FreCT). FreCT utilizes patch operations to generate contrastive views and employs an improved Transformer architecture integrated with a convolution module to capture long-term dependencies while preserving local topology information. The introduced frequency analysis based on Fourier transformation could enhance the model's ability to capture crucial characteristics beyond the time domain. To protect the training quality from anomalies and improve the robustness, FreCT deploys stop-gradient Kullback-Leibler (KL) divergence and absolute error to optimize consistency information in both time and frequency domains. Extensive experiments on four public datasets demonstrate that FreCT outperforms existing methods in identifying anomalies.

时间序列异常检测频域分析Transformer

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