arXiv:2602.17028cs.LGcs.AI2026-02

通过预测不确定性提前发现异常前兆,无需标签即可预警。

Forecasting Anomaly Precursors via Uncertainty-Aware Time-Series Ensembles

  • 用多个预测模型的分歧度量化不确定性,识别异常前兆信号。
  • 在5个真实数据集上,早期预警准确率提升19.9个百分点。
  • 适合工业、金融等需实时防患于未然的场景。

时间序列异常检测在工业运营、金融和网络安全等领域至关重要,早期识别异常模式对保障系统可靠性与实现预防性维护尤为关键。然而,现有方法多为被动响应型,仅在异常发生后才被触发,缺乏主动预警能力。本文提出FATE(Forecasting Anomalies with Time-series Ensembles)框架,通过构建多样化的时间序列预测模型集成,利用预测不确定性来检测异常前兆(PoA)。不同于依赖重构误差或需要真实标签的方法,FATE在推理时无需目标值,即可通过模型间的分歧度预判未来异常。为更全面评估前兆检测效果,我们引入新指标PTaPR(Precursor Time-series Aware Precision and Recall),综合考虑片段级准确率、片段内覆盖率与预警及时性。在5个真实世界基准数据集上的实验表明,FATE在PTaPR AUC上平均提升19.9个百分点,在早期检测F1分数上提升20.02个百分点,显著优于基线方法,且无需异常标签,验证了其在复杂时序环境中的有效性与实用性。

原文摘要 · Abstract (English)

Detecting anomalies in time-series data is critical in domains such as industrial operations, finance, and cybersecurity, where early identification of abnormal patterns is essential for ensuring system reliability and enabling preventive maintenance. However, most existing methods are reactive: they detect anomalies only after they occur and lack the capability to provide proactive early warning signals. In this paper, we propose FATE (Forecasting Anomalies with Time-series Ensembles), a novel unsupervised framework for detecting Precursors-of-Anomaly (PoA) by quantifying predictive uncertainty from a diverse ensemble of time-series forecasting models. Unlike prior approaches that rely on reconstruction errors or require ground-truth labels, FATE anticipates future values and leverages ensemble disagreement to signal early signs of potential anomalies without access to target values at inference time. To rigorously evaluate PoA detection, we introduce Precursor Time-series Aware Precision and Recall (PTaPR), a new metric that extends the traditional Time-series Aware Precision and Recall (TaPR) by jointly assessing segment-level accuracy, within-segment coverage, and temporal promptness of early predictions. This enables a more holistic assessment of early warning capabilities that existing metrics overlook. Experiments on five real-world benchmark datasets show that FATE achieves an average improvement of 19.9 percentage points in PTaPR AUC and 20.02 percentage points in early detection F1 score, outperforming baselines while requiring no anomaly labels. These results demonstrate the effectiveness and practicality of FATE for real-time unsupervised early warning in complex time-series environments.

异常检测时间序列早期预警

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