arXiv:2601.02037cs.LGcs.DB2026-01

动态模型池与集成提升多变量时序异常检测效果

Multivariate Time-series Anomaly Detection via Dynamic Model Pool & Ensembling

  • 构建可自适应更新的多样化模型池,支持动态扩展与合并
  • 在8个真实数据集上优于所有基线,准确率显著提升
  • 适合需要高可扩展性与鲁棒性的工业监控场景

多变量时间序列(MTS)异常检测在服务监控、物联网和网络安全等领域至关重要。尽管基于选择或集成的多模型方法优于单模型方法,但仍存在局限:(i) 选择方法依赖单一模型且对策略敏感;(ii) 集成方法常组合全部模型或仅限于单变量数据;(iii) 多数方法依赖固定数据维度,限制可扩展性。为此,我们提出DMPEAD框架——一种用于多变量时间序列异常检测的动态模型池与集成方法。该框架首先通过参数迁移和多样性度量构建多样化模型池;其次利用元模型与基于相似性的策略实现池的自适应扩展、子集选择与池合并;最后通过代理指标排序与top-k聚合,在选定子集中集成表现最优的模型,输出最终异常检测结果。在8个真实世界数据集上的大量实验表明,本方法全面超越所有基线,展现出卓越的适应性与可扩展性。

原文摘要 · Abstract (English)

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face limitations: (i) selection methods rely on a single chosen model and are sensitive to the strategy; (ii) ensembling methods often combine all models or are restricted to univariate data; and (iii) most methods depend on fixed data dimensionality, limiting scalability. To address these, we propose DMPEAD, a Dynamic Model Pool and Ensembling framework for MTS Anomaly Detection. The framework first (i) constructs a diverse model pool via parameter transfer and diversity metric, then (ii) updates it with a meta-model and similarity-based strategy for adaptive pool expansion, subset selection, and pool merging, finally (iii) ensembles top-ranked models through proxy metric ranking and top-k aggregation in the selected subset, outputting the final anomaly detection result. Extensive experiments on 8 real-world datasets show that our model outperforms all baselines, demonstrating superior adaptability and scalability.

异常检测时间序列模型集成动态池

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。