将时间序列转为图像,用多模态模型高效检测异常并解释原因
Moon: A Modality Conversion-based Efficient Multivariate Time Series Anomaly Detection
- 把多变量时间序列转成图像,结合数值与图像特征融合分析
- 在6个真实数据集上效率提升93%,准确率提高4%
- 能解释哪些变量导致异常,适合需要可解释性的工业场景
多变量时间序列(MTS)异常检测旨在识别每个时间戳包含多个变量的异常模式。现有方法分为重建、预测和分类三类,但面临两大挑战:(1) 无监督方法依赖误差阈值,易产生误判;(2) 半监督方法主要建模正常数据,忽略异常标签,难以发现细微异常;(3) 监督方法常忽视局部关系,计算成本高,且受限于标注数据稀缺。为此,我们提出Moon——一种基于模态转换的监督式多变量时间序列异常检测框架。Moon引入多变量马尔可夫转移场(MV-MTF)技术,将数值时间序列转化为图像表示,捕捉变量间跨时间的关系。为保留原始数值特征,采用共享参数的多模态CNN融合数值与图像数据,提升训练效率。最后,基于SHAP的异常解释器定位关键异常变量,增强可解释性。在六个真实世界数据集上的实验表明,Moon相较六种先进方法,在效率上最高提升93%,准确率提升4%,解释性能提升10.8%。
原文摘要 · Abstract (English)
Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and classifier-based methods. However, these methods face two key challenges: (1) Unsupervised learning methods, such as reconstruction-based and prediction-based methods, rely on error thresholds, which can lead to inaccuracies; (2) Semi-supervised methods mainly model normal data and often underuse anomaly labels, limiting detection of subtle anomalies;(3) Supervised learning methods, such as classifier-based approaches, often fail to capture local relationships, incur high computational costs, and are constrained by the scarcity of labeled data. To address these limitations, we propose Moon, a supervised modality conversion-based multivariate time series anomaly detection framework. Moon enhances the efficiency and accuracy of anomaly detection while providing detailed anomaly analysis reports. First, Moon introduces a novel multivariate Markov Transition Field (MV-MTF) technique to convert numeric time series data into image representations, capturing relationships across variables and timestamps. Since numeric data retains unique patterns that cannot be fully captured by image conversion alone, Moon employs a Multimodal-CNN to integrate numeric and image data through a feature fusion model with parameter sharing, enhancing training efficiency. Finally, a SHAP-based anomaly explainer identifies key variables contributing to anomalies, improving interpretability. Extensive experiments on six real-world MTS datasets demonstrate that Moon outperforms six state-of-the-art methods by up to 93% in efficiency, 4% in accuracy and, 10.8% in interpretation performance.
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