用极简网络修复时间序列,高效检测异常
Just Repair: A Minimal Denoising Network for Time Series Anomaly Detection
- 仅用一个卷积残差块修复噪声和掩码数据
- 在多变量/单变量基准上均达第二,速度超主流方法20倍
- 修复方向与真实异常距离相关,适合追求高效检测的场景
时间序列异常检测模型日趋复杂,包含注意力、对抗训练和随机潜变量等机制,但其必要性尚不明确。本文提出JuRe(Just Repair),一种刻意极简的检测器:仅用一个深度可分离卷积残差块,训练其修复高斯噪声污染与通道掩码的时间窗口,推理时通过固定结构差异函数评分,无任何可学习参数。JuRe在TSB-AD多变量基准上排名第二(AUC-PR 0.404,覆盖180个序列),在UCR单变量归档中也位列第二(AUC-PR 0.201,覆盖250个序列),且领先所有神经基线。在TSB-AD上,其运行速度约为顶级方法AxonAD的20倍。全基准消融实验表明,移除高斯噪声会使AUC-PR下降0.046,而不同架构变体间差异不超过0.017。合成线性流形实验显示,异常得分与真实离流形距离相关(皮尔逊r=0.725),且异常幅度越大,修复方向越接近真实投影方向。经威尔科克斯符号秩检验(霍尔姆校正)显示,相对于25个基线中的20个存在显著差异,但序列间依赖限制了数据集层面解释。代码已公开于https://github.com/iis-esslingen/JuRe。
原文摘要 · Abstract (English)
Time series anomaly detectors have grown steadily more complex, incorporating attention mechanisms, adversarial training, and stochastic latent variables. Yet, it is unclear how much of this machinery detection actually requires. We test this question with JuRe (Just Repair), a deliberately minimal detector: a single depthwise-separable convolutional residual block trained to repair Gaussian-corrupted, channel-masked windows, scored at inference by a fixed structural discrepancy function with no learned parameters. JuRe ranks second on the TSB-AD multivariate benchmark (AUC-PR 0.404 over 180 series) and second on the UCR univariate archive (AUC-PR 0.201 over 250 series), where it leads all neural baselines. On TSB-AD, JuRe runs roughly $20\times$ faster than AxonAD, one of the top-ranked methods on that benchmark. Full-benchmark ablations show that removing Gaussian corruption reduces AUC-PR by 0.046, whereas AUC-PR across the evaluated architecture variants spans at most 0.017. A synthetic linear-manifold experiment provides partial evidence for this geometric interpretation: anomaly scores correlate with true off-manifold distance (Pearson $r=0.725$), and repair directions align increasingly with the true projection as anomaly magnitude grows. Wilcoxon signed-rank tests with Holm correction find significant differences against 20 of 25 baselines, although dependence among series limits dataset-level interpretation. Code is available at https://github.com/iis-esslingen/JuRe.
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