arXiv:2604.17998cs.LG2026-04被引 1

用因果图约束预测模型,提升多变量时序异常检测的准确率和可解释性。

Causally-Constrained Probabilistic Forecasting for Time-Series Anomaly Detection

论文配图:Causally-Constrained Probabilistic Forecasting for Time-Series Anomaly Detection
图 1 · 摘自论文原文
  • 引入因果图先验,通过硬父节点掩码限制预测路径仅依赖因果关系。
  • 在ASD和SMD数据集上分别达到96.19%和95.32%的F1分数,优于现有方法。
  • 适合需要定位异常根源的工业监测场景,尤其关注可解释性与鲁棒性。

多变量时间序列异常检测在工业监控中至关重要,因故障常源于复杂的时序动态与跨传感器交互。尽管近期深度学习模型(如图神经网络和Transformer)表现出色,但多数方法仍以相关性为主,缺乏因果解释与根因定位能力。本文提出一种因果约束的概率预测框架,采用因果引导的Transformer(CGT)模型,将显式的时间滞后因果图先验与深度序列建模结合。针对每个目标变量,专用预测模块使用来自因果发现的硬父节点掩码,限制主预测路径仅包含图支持的因果因素,同时采用潜空间高斯头捕捉预测不确定性。为利用残余相关性信息而不破坏因果表示,引入带有停止梯度隔离与安全门控融合机制的影子辅助路径,当可靠性较低时抑制非因果贡献。异常通过负对数似然分数与自适应流式阈值识别,根因变量则通过维度级概率归因与反事实夹紧确定。在ASD和SMD基准上的实验表明,该方法实现最先进的检测性能,F1得分分别为96.19%(ASD)和95.32%(SMD),并显著提升变量级归因质量。结果表明,因果结构先验可增强多传感器系统中深层异常检测的鲁棒性与可解释性。

原文摘要 · Abstract (English)

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph neural networks and Transformers, have demonstrated strong empirical performance, most approaches remain primarily correlational and offer limited support for causal interpretation and root-cause localization. This study introduces a causally-constrained probabilistic forecasting framework which is a Causally Guided Transformer (CGT) model for multivariate time-series anomaly detection, integrating an explicit time-lagged causal graph prior with deep sequence modeling. For each target variable, a dedicated forecasting block employs a hard parent mask derived from causal discovery to restrict the main prediction pathway to graph-supported causes, while a latent Gaussian head captures predictive uncertainty. To leverage residual correlational information without compromising the causal representation, a shadow auxiliary path with stop-gradient isolation and a safety-gated blending mechanism is incorporated to suppress non-causal contributions when reliability is low. Anomalies are identified using negative log-likelihood scores with adaptive streaming thresholding, and root-cause variables are determined through per-dimension probabilistic attribution and counterfactual clamping. Experiments on the ASD and SMD benchmarks indicate that the proposed method achieves state-of-the-art detection performance, with F1-scores of 96.19% on ASD and 95.32% on SMD, and enhances variable-level attribution quality. These findings suggest that causal structural priors can improve both robustness and interpretability in detecting deep anomalies in multivariate sensor systems.

异常检测因果推理时间序列Transformer

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。