通过双分支重构与自回归流建模,更精准识别多变量时间序列异常。
Multivariate Time Series Anomaly Detection via Dual-Branch Reconstruction and Autoregressive Flow-based Residual Density Estimation

- 双分支结构分离变量间关联与单变量统计特性,避免虚假相关性。
- 自回归流建模残差分布,准确识别重建误差大但正常的样本。
- 在7个基准数据集上表现领先,适合工业监控等高可靠性场景。
多变量时间序列异常检测(MTSAD)在工业控制和航空航天系统等真实场景中至关重要。主流基于重构的检测方法存在两大缺陷:一是过度强调变量间建模导致对虚假相关性的过拟合;二是简单叠加多变量重构误差生成异常分数,难以区分难重构样本与真实异常。为此,本文提出DBR-AF框架,融合双分支重构(DBR)编码器与自回归流(AF)模块。DBR编码器解耦变量间相关性学习与单变量统计特性建模,缓解虚假相关性;AF模块通过多重堆叠可逆变换建模复杂多变量残差分布,并利用密度估计精确识别重建误差大但属于正常状态的样本。在7个基准数据集上的大量实验表明,DBR-AF达到当前最优性能,消融实验证实其核心组件不可或缺。
原文摘要 · Abstract (English)
Multivariate Time Series Anomaly Detection (MTSAD) is critical for real-world monitoring scenarios such as industrial control and aerospace systems. Mainstream reconstruction-based anomaly detection methods suffer from two key limitations: first, overfitting to spurious correlations induced by an overemphasis on cross-variable modeling; second, the generation of misleading anomaly scores by simply summing up multivariable reconstruction errors, which makes it difficult to distinguish between hard-to-reconstruct samples and genuine anomalies. To address these issues, we propose DBR-AF, a novel framework that integrates a dual-branch reconstruction (DBR) encoder and an autoregressive flow (AF) module. The DBR encoder decouples cross-variable correlation learning and intra-variable statistical property modeling to mitigate spurious correlations, while the AF module employs multiple stacked reversible transformations to model the complex multivariate residual distribution and further leverages density estimation to accurately identify normal samples with large reconstruction errors. Extensive experiments on seven benchmark datasets demonstrate that DBR-AF achieves state-of-the-art performance, with ablation studies validating the indispensability of its core components.
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