通过多尺度聚类提升时间序列异常检测精度
SCAN: Enhance Time Series Anomaly Detection via Multi-Scale Neighborhood-Centered Clustering

- 用多尺度聚类中心约束重建目标,防止模型过度拟合
- 结合聚类概率与重构误差,双指标判断异常
- 适合需要高精度异常检测的工业、金融场景
时间序列异常检测在众多实际应用中至关重要。基于重构的方法虽为主流,但面临过泛化与欠泛化的难题,难以平衡。为此,本文引入多尺度聚类以增强重构型方法。在表示层面,整合正常模式的聚类中心表示,引导模型聚焦代表性正常模式进行重构,避免强大容量导致的偏差;在异常判别层面,基于聚类成员概率构建异常置信度分数,并与重构误差结合,形成双重判别标准。此外,聚类中心表示与异常置信度的有效性依赖于聚类性能,因此采用邻域中心表示进行多视角聚类以提升聚类效果。在多个来自不同应用领域的真实数据集上进行的广泛实验表明,SCAN 方法达到当前最优性能。
原文摘要 · Abstract (English)
Time series anomaly detection plays a crucial role in a wide range of real-world applications. Reconstruction-based methods have become the mainstream paradigm, but they suffer from over-generalization and under-generalization problems, which are challenging to balance. To address this, we introduce multi-scale clustering to enhance reconstruction-based methods. At the representation level, we integrate the cluster center representations of normal patterns to constrain the model to target representative normal patterns for reconstruction, preventing dominance of powerful capacity and representation capability. At the anomaly criterion level, we derive anomaly confidence score based on cluster membership probability and combine it with reconstruction error, providing dual criteria for detection. Furthermore, the effectiveness of the cluster center representations and anomaly confidence score depends on the clustering performance. Accordingly, we extract neighborhood-centered representations for multi-view clustering to improve clustering performance. Extensive experiments on multiple real-world datasets from diverse application domains demonstrate the state-of-the-art performance of SCAN.
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