利用动态图对比正则化,让无监督异常检测更适应真实系统的结构漂移。
Contrast to Detect: Dynamic Graph Contrastive Regularization for Unsupervised Anomaly Detection in Multivariate Time Series

- 从时序、属性、结构三视角编码,用频域过滤抑制噪声干扰
- 基于动态DTW距离构建稀疏图快照,对比差异对与稳定锚点正则化
- 在5个真实数据集上均达最优F1,SWaT等3个数据集AUC领先
多变量时间序列中的异常检测受动态变量依赖和频谱噪声下特征纠缠的阻碍,且实际中缺乏异常标签。现有基于重建的方法会将异常与正常模式同样恢复,而主流图对比方法假设关系结构恒定,无法应对真实系统中的结构漂移。本文提出ContrastAD,一种将结构演化本身作为学习信号的无监督框架。多视角嵌入器从时序、属性和结构三个角度编码输入;频域感知注意力混合器在注意力前进行谱域Top-K过滤,防止噪声渗入查询-键相似性。核心组件为动态图对比学习器,基于批次级动态时间规整(DTW)距离构建幂律启发的稀疏图快照,将最差异化的样本对与稳定锚点对比,正则化隐空间而不强制刚性不变性。在五个真实世界基准上,ContrastAD在所有五个数据集上取得最高平均F1,在三个数据集上(SWaT 93.60,SMD 98.66,PSM 97.79)AUC领先,且在SWaT和PSM上显著优于最强基线。在MSL和SMAP上,其AUC落后于领先者不足0.7分,但仍保持F1领先。消融与敏感性分析进一步表明,对比目标作为软正则化效果最佳,支持‘严格不变性在非平稳动态下次优’的观点。
原文摘要 · Abstract (English)
Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further complicated by the absence of anomaly labels. Existing reconstruction-based detectors tend to recover anomalies as faithfully as normal patterns, while prevailing graph contrastive methods enforce invariance across views and thus assume a stationary relational structure, an assumption that breaks under structural drift in real systems. We propose ContrastAD, an unsupervised framework that turns structural evolution itself into a learning signal rather than suppressing it. A Multi-Perspective Embedder encodes inputs from temporal, attribute, and structural perspectives. A Frequency-Aware Attention Mixer then performs spectral top-K filtering before attention, preventing noise from leaking into query-key similarities. The core component, a Dynamic Graph Contrastive Learner, builds power-law-inspired sparse graph snapshots from batch-level DTW distances and contrasts the most divergent pair against a stable anchor, regularizing the latent space without imposing rigid invariance. Across five real-world benchmarks, ContrastAD attains the highest mean F1 on all five datasets and the highest AUC on three (SWaT 93.60, SMD 98.66, PSM 97.79), with statistically significant F1 and AUC margins over the strongest baseline on SWaT and PSM. On MSL and SMAP, it trails the AUC leader by under 0.7 points while still leading on F1. Ablation and sensitivity studies further confirm that the contrastive objective works best as a soft regularizer, supporting our claim that strict invariance is suboptimal under non-stationary dynamics.
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。