通过分析高维空间中的数据分散性,提出新型时序异常检测方法。
ScatterAD: Temporal-Topological Scattering Mechanism for Time Series Anomaly Detection
- 利用样本表示间的平均距离衡量分散性,构建时空联合散射机制。
- 在多个公开数据集上达到当前最佳性能,尤其对高维异常更敏感。
- 适合工业物联网中多变量时序数据的异常检测任务。
工业物联网中的时间序列异常检测面临多变量数据中复杂的时空耦合问题。传统方法通常独立建模空间或时间依赖性,导致表征学习不充分,对高维空间中异常的分散性敏感度不足。本文实证发现,正常与异常样本均在高维空间中呈现分散趋势,其中异常样本尤为显著。我们形式化这一现象为「散射」,以样本表示间的平均成对距离量化,并将其作为归纳信号用于增强时空异常检测。技术上,提出ScatterAD模型,融合拓扑编码器捕捉图结构散射,以及时间编码器通过最小化相邻时间步的均方误差来抑制过度散射。引入对比融合机制保证时空表征互补性。理论上证明,最大化时序与拓扑视图间的条件互信息可提升跨视图一致性,生成更具判别性的表示。在多个公共基准测试中,ScatterAD表现优异,达到当前最优水平。代码已开源:https://github.com/jk-sounds/ScatterAD。
原文摘要 · Abstract (English)
One main challenge in time series anomaly detection for industrial IoT lies in the complex spatio-temporal couplings within multivariate data. However, traditional anomaly detection methods focus on modeling spatial or temporal dependencies independently, resulting in suboptimal representation learning and limited sensitivity to anomalous dispersion in high-dimensional spaces. In this work, we conduct an empirical analysis showing that both normal and anomalous samples tend to scatter in high-dimensional space, especially anomalous samples are markedly more dispersed. We formalize this dispersion phenomenon as scattering, quantified by the mean pairwise distance among sample representations, and leverage it as an inductive signal to enhance spatio-temporal anomaly detection. Technically, we propose ScatterAD to model representation scattering across temporal and topological dimensions. ScatterAD incorporates a topological encoder for capturing graph-structured scattering and a temporal encoder for constraining over-scattering through mean squared error minimization between neighboring time steps. We introduce a contrastive fusion mechanism to ensure the complementarity of the learned temporal and topological representations. Additionally, we theoretically show that maximizing the conditional mutual information between temporal and topological views improves cross-view consistency and enhances more discriminative representations. Extensive experiments on multiple public benchmarks show that ScatterAD achieves state-of-the-art performance on multivariate time series anomaly detection. Code is available at this repository: https://github.com/jk-sounds/ScatterAD.
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