arXiv:2602.11539cs.LG2026-02

通过前后向建模提前预警异常,提升工业金融等场景的响应速度

Real-Time Proactive Anomaly Detection via Forward and Backward Forecast Modeling

  • 用前后向预测框架捕捉时间动态,结合TCN、GRU与Transformer
  • 在四个数据集上优于主流方法,异常预警提前量显著提升
  • 适合对响应时效要求高的工业监控与网络安全场景

传统反向异常检测依赖事后偏差识别,难以满足工业监测、金融和网络安全等需及时干预的场景。本文提出前向预测模型(FFM)与后向重建模型(BRM),均采用融合时间卷积网络(TCN)、门控循环单元(GRU)与Transformer编码器的混合架构,分别通过未来序列预测和从未来推演历史来发现早期异常征兆。异常由预测误差大小与方向嵌入差异判定。模型支持连续与离散多变量特征,在MSL、SMAP、SMD和PSM四个基准数据集上,各项检测指标均超越现有最优方法,显著提升异常预警的及时性。该方法适用于对实时性要求高的主动监控场景。

原文摘要 · Abstract (English)

Reactive anomaly detection methods, which are commonly deployed to identify anomalies after they occur based on observed deviations, often fall short in applications that demand timely intervention, such as industrial monitoring, finance, and cybersecurity. Proactive anomaly detection, by contrast, aims to detect early warning signals before failures fully manifest, but existing methods struggle with handling heterogeneous multivariate data and maintaining precision under noisy or unpredictable conditions. In this work, we introduce two proactive anomaly detection frameworks: the Forward Forecasting Model (FFM) and the Backward Reconstruction Model (BRM). Both models leverage a hybrid architecture combining Temporal Convolutional Networks (TCNs), Gated Recurrent Units (GRUs), and Transformer encoders to model directional temporal dynamics. FFM forecasts future sequences to anticipate disruptions, while BRM reconstructs recent history from future context to uncover early precursors. Anomalies are flagged based on forecasting error magnitudes and directional embedding discrepancies. Our models support both continuous and discrete multivariate features, enabling robust performance in real-world settings. Extensive experiments on four benchmark datasets, MSL, SMAP, SMD, and PSM, demonstrate that FFM and BRM outperform state-of-the-art baselines across detection metrics and significantly improve the timeliness of anomaly anticipation. These properties make our approach well-suited for deployment in time-sensitive domains requiring proactive monitoring.

异常检测时间序列前瞻预警多变量

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