用大模型嵌入检测时间序列异常,效果强且结果可解释。
THEMIS: Unlocking Pretrained Knowledge with Foundation Model Embeddings for Anomaly Detection in Time Series
- 从时序大模型提取嵌入,构建自相似矩阵进行异常检测。
- 在MSL数据集上达到当前最优,对SMAP和SWAT*也表现优异。
- 无需调参即稳定,适合需要可解释性的工业场景。
时间序列异常检测在多个领域至关重要,但面临诸多挑战:数据具有季节性、趋势、噪声及概念漂移,正常行为难以定义;异常类型多样(单点、上下文或集体异常),且极为稀少,导致数据极度不平衡。现代时序数据维度高,实时检测要求严苛,阈值设定与结果可解释性也成难题。为此,本文提出THEMIS框架,利用时序大模型Chronos的编码器提取嵌入,并基于自相似矩阵采用局部异常因子(LOF)和谱分解方法检测异常。实验表明,该模块化方法在MSL数据集上达到领先水平,在SMAP和SWAT*数据集上也表现强劲。尤为突出的是,THEMIS超越了专为异常检测训练的模型,具备天然的超参数鲁棒性与可解释性。本工作倡导使用大模型预训练表示,实现高效、灵活的时间序列异常检测。
原文摘要 · Abstract (English)
Time series anomaly detection forms a very crucial area in several domains but poses substantial challenges. Due to time series data possessing seasonality, trends, noise, and evolving patterns (concept drift), it becomes very difficult to set a general notion of what constitutes normal behavior. Anomalies themselves could be varied, ranging from a single outlier to contextual or collective anomalies, and are normally very rare; hence, the dataset is largely imbalanced. Additional layers of complexities arise due to the problems of increased dimensionality of modern time series, real-time detection criteria, setting up appropriate detection thresholds, and arriving at results that are interpretable. To embrace these multifaceted challenges, very strong, flexible, and interpretable approaches are required. This paper presents THEMIS, a new framework for time series anomaly detection that exploits pretrained knowledge from foundation models. THEMIS extracts embeddings from the encoder of the Chronos time series foundation model and applies outlier detection techniques like Local Outlier Factor and Spectral Decomposition on the self-similarity matrix, to spot anomalies in the data. Our experiments show that this modular method achieves SOTA results on the MSL dataset and performs quite competitively on the SMAP and SWAT$^*$ datasets. Notably, THEMIS exceeds models trained specifically for anomaly detection, presenting hyperparameter robustness and interpretability by default. This paper advocates for pretrained representations from foundation models for performing efficient and adaptable anomaly detection for time series data.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。