针对多变量时间序列异常检测,提出关注通道重要性的对比学习方法。
CALAD: Channel-Aware contrastive Learning for multivariate time series Anomaly Detection

- 根据重构误差估计通道重要性,指导对比样本构建
- 在真实数据集上优于现有方法,尤其在分布偏移下表现更优
- 适合缺乏标签、通道差异大的工业时序数据场景
多变量时间序列异常检测在实际应用中日益重要,但标注数据常稀缺。现有方法多依赖无监督学习建模正常模式,却通常对所有通道一视同仁,导致异常相关信号被稀释。本文提出CALAD,一种面向多变量时间序列的通道感知对比学习框架。该框架利用基于Transformer的自编码器的重构误差估算通道相关性,并据此构建对比样本,使学习过程聚焦异常语义而非通用相似性。在此基础上,设计通道级增强策略:正样本保留异常敏感通道,负样本扰动这些通道,从而实现对无关通道变化的不变性,同时保持对关键通道变化的敏感性。此外,CALAD融合对比学习与辅助重构头,既学习判别性表征,又保留正常结构。在多个真实数据集上的实验表明,CALAD持续优于现有方法,尤其在分布偏移场景下表现显著。代码已开源:https://github.com/hirundo1218/CALAD。
原文摘要 · Abstract (English)
Multivariate time series anomaly detection has become increasingly important in real-world applications, where labeled data are often scarce. Many existing approaches rely on unsupervised learning to model normal patterns, but they often treat all channels equally. This design can dilute anomaly-relevant signals, since not all channels contribute equally to anomaly detection. In this paper, we propose CALAD, a channel-aware contrastive learning framework for multivariate time series anomaly detection. CALAD governs the construction of contrastive samples using estimated channel relevance, allowing the learning process to reflect anomaly semantics rather than generic similarity. Channel relevance is estimated from reconstruction errors of a transformer-based autoencoder and is used to distinguish channels that are more influential to anomalous behaviors. Using this information, we design a channel-wise augmentation strategy in which positive and negative samples are constructed based on whether anomaly-relevant channels are preserved or perturbed. This encourages invariance to changes in irrelevant channels while being sensitive to changes in anomaly-relevant channels. Furthermore, CALAD combines contrastive learning and an auxiliary reconstruction head, allowing the model to learn discriminative representations while retaining normal structures. Experiments on multiple real-world datasets shows that CALAD consistently outperforms existing methods, particularly under distribution shift scenarios. We provide the code for reproducibility at https://github.com/hirundo1218/CALAD
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