通过动态因果结构实现可解释的多变量时序异常检测
Structured Temporal Causality for Interpretable Multivariate Time Series Anomaly Detection
- 用因果嵌入建模变量时序依赖,联合预测与重建输入窗口
- 基于预测误差和稳定结构偏离双重评分,精准定位异常点
- 能追溯根因变量,适合需要可解释性的工业场景
真实世界多变量时序数据中的异常稀少且通常无标签。现有方法依赖复杂架构在基准上调优,仅检测异常片段并高估性能。本文提出OracleAD,一种简单且可解释的无监督多变量时序异常检测框架。该方法将每个变量的历史序列编码为单一因果嵌入,联合预测当前时刻并重构输入窗口,有效建模时序动态。这些嵌入经自注意力机制投影至共享潜在空间,捕捉空间关系。该关系非静态,源于各变量的时序动态特性。投影嵌入被对齐到代表正常状态关系的稳定潜在结构(SLS)。异常通过基于预测误差与偏离SLS的双重评分机制识别,实现在每个时间点及个体变量上的细粒度诊断。由于任何显著的SLS偏离均源自违反正常数据时序因果性的嵌入,OracleAD可在嵌入层面直接定位根因变量。在多个真实数据集与评估协议下,OracleAD取得领先性能,同时保持可解释性。
原文摘要 · Abstract (English)
Real-world multivariate time series anomalies are rare and often unlabeled. Additionally, prevailing methods rely on increasingly complex architectures tuned to benchmarks, detecting only fragments of anomalous segments and overstating performance. In this paper, we introduce OracleAD, a simple and interpretable unsupervised framework for multivariate time series anomaly detection. OracleAD encodes each variable's past sequence into a single causal embedding to jointly predict the present time point and reconstruct the input window, effectively modeling temporal dynamics. These embeddings then undergo a self-attention mechanism to project them into a shared latent space and capture spatial relationships. These relationships are not static, since they are modeled by a property that emerges from each variable's temporal dynamics. The projected embeddings are aligned to a Stable Latent Structure (SLS) representing normal-state relationships. Anomalies are identified using a dual scoring mechanism based on prediction error and deviation from the SLS, enabling fine-grained anomaly diagnosis at each time point and across individual variables. Since any noticeable SLS deviation originates from embeddings that violate the learned temporal causality of normal data, OracleAD directly pinpoints the root-cause variables at the embedding level. OracleAD achieves state-of-the-art results across multiple real-world datasets and evaluation protocols, while remaining interpretable through SLS.
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