开源GNN框架提升时间序列异常检测性能与可解释性。
GNNs for Time Series Anomaly Detection: An Open-Source Framework and a Critical Evaluation
- 构建可复现的GNN时间序列异常检测框架,支持多数据集对比。
- GNN模型在真实数据上检测准确率显著提升,且可解释性更强。
- 注意力机制GNN在图结构不明确时仍表现稳健,适合工业场景。
近年来,图神经网络(GNN)因其能自然建模多变量时间序列间的依赖关系,被广泛应用于时间序列异常检测(TSAD)。GNN通常作为基于评分的检测流程中的骨干网络,通过重构或预测误差结合阈值判断异常。然而,尽管结果令人鼓舞,该领域仍缺乏标准化评估框架,且存在指标设计与解释不清的问题。为此,我们提出一个开源的GNN-TSAD框架,支持跨数据集、图结构与评估策略的可复现实验。该框架具有高灵活性与可扩展性,便于系统比较不同模型并深入分析性能与可解释性。我们在两个具有不同结构特征的真实数据集上评估了多种GNN架构及基线模型。结果表明,GNN不仅提升了检测性能,还显著增强了可解释性,对实际诊断极具价值。此外,注意力机制的GNN在图结构不确定或推断时表现出更强鲁棒性。我们还反思了当前常见的评估实践,指出某些指标和阈值策略可能掩盖有效比较。本工作为图基TSAD系统的发展与评估提供了实用工具与关键洞见。
原文摘要 · Abstract (English)
There is growing interest in applying graph-based methods to Time Series Anomaly Detection (TSAD), particularly Graph Neural Networks (GNNs), as they naturally model dependencies among multivariate signals. GNNs are typically used as backbones in score-based TSAD pipelines, where anomalies are identified through reconstruction or prediction errors followed by thresholding. However, and despite promising results, the field still lacks standardized frameworks for evaluation and suffers from persistent issues with metric design and interpretation. We thus present an open-source framework for TSAD using GNNs, designed to support reproducible experimentation across datasets, graph structures, and evaluation strategies. Built with flexibility and extensibility in mind, the framework facilitates systematic comparisons between TSAD models and enables in-depth analysis of performance and interpretability. Using this tool, we evaluate several GNN-based architectures alongside baseline models across two real-world datasets with contrasting structural characteristics. Our results show that GNNs not only improve detection performance but also offer significant gains in interpretability, an especially valuable feature for practical diagnosis. We also find that attention-based GNNs offer robustness when graph structure is uncertain or inferred. In addition, we reflect on common evaluation practices in TSAD, showing how certain metrics and thresholding strategies can obscure meaningful comparisons. Overall, this work contributes both practical tools and critical insights to advance the development and evaluation of graph-based TSAD systems.
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