arXiv:2608.11801cs.LG2026-08

JAPE通过建模依赖结构变化,实现异常预测与变量级解释的联合优化。

JAPE: Joint Anomaly Prediction and Intrinsic Explanation in Multivariate Time Series

论文配图:JAPE: Joint Anomaly Prediction and Intrinsic Explanation in Multivariate Time Series
图 1 · 摘自论文原文
  • 分离时空建模,用可学习滞后聚合捕捉早期结构先兆
  • 融合数值预测与动态依赖图,提升细微异常检测能力
  • 直接复用预测依赖图进行变量重要性排序,无需额外训练

多变量时间序列异常预测旨在从历史观测中识别未来时段是否及何时发生异常。现有方法主要将异常视为未来数值偏离,可能忽略弱异常前兆引发的细微依赖关系变化,且无法原生提供变量级解释。为此,我们提出JAPE框架,将异常预测从数值偏差建模升级为依赖结构建模。JAPE是首个同时支持点级预警与原生变量级解释的异常预测框架。具体而言:(i) 提出解耦时空表示(DSTR)主干,分离时序与空间建模,通过可学习滞后聚合捕捉滞后感知依赖关系,提前感知结构先兆;(ii) 设计双视角告警机制,融合数值预测与演化依赖图,实现点级异常检测,即使在微小数值偏离下仍能捕捉结构证据;(iii) 提出原生预测解释(NPE),直接利用预测依赖图对变量按结构偏离程度排序,无需额外模型或训练。在五个真实世界基准数据集上,跨三个预测时长的实验表明,JAPE平均F1和AUC-PR分别提升19.7%和41.3%,解释性在MRR指标上提高26.6%。

原文摘要 · Abstract (English)

Multivariate time-series anomaly prediction aims to identify whether and when anomalies will occur over a future horizon from historical observations. Existing methods primarily characterize anomalies as deviations in future numerical values, which may overlook subtle dependency changes induced by weak anomaly precursors and provide no native variable-level explanation together with the alert. To bridge these gaps, we propose JAPE, a Joint Anomaly Prediction and Explanation framework that lifts anomaly prediction from numerical-deviation modeling to dependency-structure modeling. JAPE is the first anomaly prediction framework to explicitly model evolving dependency structures for both point-wise alerting and native variable-level explanation. Specifically, JAPE (i) proposes a Decoupled Spatio-Temporal Representation (DSTR) backbone that decouples temporal and spatial modeling and captures lag-aware dependencies via learnable lag aggregation, thereby perceiving structural precursors before numerical deviations emerge; (ii) designs a dual-view alerting mechanism that fuses numerical forecasts with evolving dependency graphs for point-wise anomaly prediction, capturing structural evidence even under subtle numerical deviations; and (iii) presents Native Predictive Explanation (NPE), which directly reuses the predicted dependency graphs to rank variables by structural deviations without additional models or training. Extensive experiments on five real-world benchmarks across three prediction horizons demonstrate that JAPE improves average F1 and AUC-PR by 19.7% and 41.3%, respectively, while improving explainability with 26.6% gain in MRR.

异常检测时间序列可解释性

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