arXiv:2606.09874cs.LGstat.ML2026-06

重审视重建类时序异常检测的推理窗口策略,发现重叠窗口可提升性能达28%。

Disjoint or Overlapping? Inference Windowing for Reconstruction-Based Time Series Anomaly Detection

  • 采用重叠窗口推理,取代传统不重叠方式,提升检测效果。
  • 在多个模型上验证,平均性能提升最高达28%,且改变方法排名。
  • 适合关注可复现性与实际部署的时序分析研究者参考。

基于重建的时序异常检测方法广泛使用,通过训练模型重建子序列并利用重建误差识别异常。然而,由于评估标准不统一、推理过程描述不清,现有结果难以比较。本文在单变量离线设置下重新审视该方法,重点研究推理步长的影响——即子序列是否以不重叠或重叠窗口处理。我们提出了在精选的TSB-AD基准上统一的训练、调参与多随机种子评估协议,并研究了多种重建模型(包括基于PCA的基线、DLinear、自编码器、TimesNet和Transformer变体)在不同推理窗口下的表现。结果表明,所有模型均显示重叠窗口带来一致改进,平均相对提升高达28%,且可能改变方法排序。我们进一步分析了数据集、随机种子和超参数配置带来的差异。最后,结合滑动窗口重建标准,在完整UCR档案上进行定位评估。整体结果表明,重建类方法的表现不仅取决于模型架构与训练,也受推理策略影响,强调建立清晰可复现的流程的重要性。结果显示,重建基线在TSB-AD和UCR上均表现强劲,支持其作为单变量时间序列异常检测的有力且实用方案。

原文摘要 · Abstract (English)

Reconstruction-based methods are widely used for time series anomaly detection, where models are trained to reconstruct subsequences, and anomalies are identified through reconstruction errors. However, reported results are often hard to compare due to heterogeneous evaluation practices and underspecified inference procedures. In this paper, we revisit reconstruction-based anomaly detection in the univariate offline setting and study the role of the inference stride, which controls whether subsequences are processed as disjoint windows or with overlap. We propose a unified training, tuning, and multi-seed evaluation protocol on the curated TSB-AD benchmark, and study how overlapping inference affects anomaly detection performance for a range of reconstruction models, including PCA-based baselines, DLinear, an AutoEncoder, TimesNet, and Transformer variants. The results show that across all models, overlapping windows yield consistent improvements, with average relative gain up to +28%, and can alter method rankings. We further analyze variability across datasets, random seeds, and hyperparameter configurations. Finally, we complement the benchmark study with an evaluation on the full UCR archive using localization criteria aligned with sliding-window reconstruction. Overall, our results highlight that reconstruction-based anomaly detection performance depends not only on model architecture and training, but also on inference choices, motivating a clear and reproducible protocol. Our results show that reconstructionbased baselines achieve strong performance on both TSB-AD and UCR benchmarks, supporting them as competitive and practical approaches for univariate time series anomaly detection.

异常检测时间序列重建模型推理策略

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