arXiv:2602.19068cs.LG2026-02KDD

通过旋转时间频率域,让模型自动区分正常与异常数据。

TimeRadar: A Domain-Rotatable Foundation Model for Time Series Anomaly Detection

  • 在可旋转的分数时频域中表示时间序列,自适应区分异常信号。
  • 使用可学习的分数阶实现最优重建,提升异常检测精度。
  • 适合处理未见过的数据集,尤其擅长捕捉局部异常模式。

当前时间序列基础模型(TSFMs)主要聚焦于预定义时域或频域中的常见规律,适用于监督下游任务(如预测)。因此,在本质上无监督的任务——时间序列异常检测(TSAD)中表现不佳,因为异常模式在相同域中可能与正常模式高度相似。为此,我们提出TimeRadar,一种基于分数时频域的新型时间序列基础模型,支持跨多种未见数据集的通用异常检测。核心思想是将时间序列旋转至数据相关的分数时频表示,以自适应地区分不同数据集中的正常与异常信号。为此,我们设计了分数调制时频重建(FTFRecon)模块,利用可学习的分数阶将时间序列旋转至时频域中能最大化区分度的角度,实现对每个输入数据的最优重建。这使得模型能在最优时频域中有效区分全局的异常模式。为进一步建模全局重建无法捕捉的局部异常,我们引入上下文偏差学习(CDL)模块,用于学习输入相对于其上下文数据在可旋转域中的局部偏离,增强对细微异常的感知能力。

原文摘要 · Abstract (English)

Current time series foundation models (TSFMs) primarily focus on learning prevalent and regular patterns within a predefined time or frequency domain to enable supervised downstream tasks (e.g., forecasting). Consequently, they are often ineffective for inherently unsupervised downstream tasks-such as time series anomaly detection (TSAD), which aims to identify rare, irregular patterns. This limitation arises because such abnormal patterns can closely resemble the regular patterns when presented in the same time/frequency domain. To address this issue, we introduce TimeRadar, an innovative TSFM built in a fractional time-frequency domain to support generalist TSAD across diverse unseen datasets. Our key insight is that rotating a time series into a data-dependent fractional time-frequency representation can adaptively differentiate the normal and abnormal signals across different datasets. To this end, a novel component, namely Fractionally modulated Time-Frequency Reconstruction (FTFRecon), is proposed in TimeRadar to leverage a learnable fractional order to rotate the time series to the most pronounced angle between a continuous time and frequency domain for accurate data reconstruction. This provides adaptive data reconstruction in an optimal time-frequency domain for each data input, enabling effective differentiation of the unbounded abnormal patterns from the regular ones across datasets, including unseen datasets. To allow TimeRadar to model local abnormality that is not captured by the global data reconstruction, we further introduce a Contextual Deviation Learning (CDL) component to model the local deviation of the input relative to its contextual time series data in the rotatable domain.

时间序列异常检测分数阶自适应建模

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