通过对抗学习提升多变量时间序列异常检测的定位精度
POST: Prior-Observation Adversarial Learning of Spatio-Temporal Associations for Multivariate Time Series Anomaly Detection

- 采用先验-观测对抗机制,动态优化空间结构以避免过度泛化
- 在多个公开数据集和自建基准上实现时间与通道级异常检测双领先
- 适合关注异常精确定位的工业监测与金融风控场景
现有多变量时间序列异常检测框架越来越多地结合图神经网络与序列模型来捕捉复杂的时空依赖关系。然而,对空间过泛化问题关注不足——无约束的结构建模会不分青红皂白地重建异常,不可避免地降低检测召回率。为此,我们提出一种新框架,通过联合先验-观测对抗学习统一建模时空关联。在空间维度上,模型交替学习邻接矩阵作为结构先验,并以极小极大方式建模先验与数据驱动观测之间的关联差异。该对抗优化不仅提升了时间维度上的检测敏感性,还使模型能够将异常精准定位到特定通道。为系统评估这一定位能力,我们进一步构建了一个带有精确通道标注的合成基准。在多个公开数据集及自建基准上的大量实验表明,所提框架在时间维度检测与空间定位任务中均达到新的最先进水平。代码、预训练模型与基准已公开于 https://github.com/anocodetest1/POST。
原文摘要 · Abstract (English)
Existing Multivariate Time Series Anomaly Detection (MTSAD) frameworks increasingly rely on integrating Graph Neural Networks (GNNs) with sequence models to capture complex spatio-temporal dependencies. However, less attention is paid to the spatial over-generalization problem, where unconstrained structural modeling indiscriminately reconstructs anomalies, inevitably degrading detection recall. To tackle this problem, we propose a novel framework that unifies spatio-temporal modeling through a joint prior-observation adversarial learning paradigm. In the spatial dimension, the model alternately learns adjacency matrices as structural prior and models the association discrepancy between prior and data-driven observation in a minimax manner during training. Such adversarial optimization not only improves the model sensitivity for time-wise detection, but also enables the model to localize anomalies to specific channels. To systematically evaluate this anomaly localization capability, we further construct a synthetic benchmark equipped with precise channel-wise annotations. Extensive experiments across public datasets and our dedicated benchmark demonstrate that the proposed framework establishes a new state-of-the-art in both time-wise detection and spatial localization tasks. Our code, pre-trained models, and benchmark are publicly available at https://github.com/anocodetest1/POST.
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