仅用一次去噪评估,实现多变量时序异常检测的高效高精度。
FirstDiff: One-Step Diffusion-Based Anomaly Detection for Multivariate Time Series via Initial Noise Prediction

- 利用初始反向扩散噪声预测进行异常判断,跳过完整去噪过程。
- 在五个公开数据集上达到当前最优性能,推理速度显著提升。
- 适合对实时性要求高的工业时序监控场景,如设备故障预警。
扩散模型通过迭代去噪学习正常数据分布,在多变量时序异常检测中展现出强大潜力。然而,现有方法通常需完成整个反向扩散过程,依赖最终重建信号,忽视去噪过程中产生的中间信息,导致计算开销大且无法利用过程特征。本文提出FirstDiff,基于观察:初始反向扩散阶段预测的噪声已包含足够异常判别信息。FirstDiff使用验证数据建模正常行为下的噪声统计分布,仅通过一次去噪网络评估即可完成异常推断,无需走完整反向轨迹。为捕捉复杂的时序与传感器间依赖关系,采用扩散变换器(Diffusion Transformer)作为去噪主干。在五个公开基准数据集上的实验表明,FirstDiff在保持最高性能的同时,将扩散推理从完整轨迹缩减为单次评估。
原文摘要 · Abstract (English)
Diffusion models have recently shown strong potential for multivariate time-series anomaly detection by learning the distribution of normal data through iterative denoising. Existing diffusion-based approaches, however, typically perform anomaly detection after completing the reverse diffusion process, relying primarily on the final reconstructed signal and overlooking informative representations produced during denoising. This design incurs substantial computational cost and limits the use of intermediate diffusion information for anomaly detection. In this paper, we propose FirstDiff, a diffusion-based anomaly detection framework based on the observation that the predicted diffusion noise at the initial reverse-diffusion evaluation already contains sufficient information for accurate anomaly detection. FirstDiff models the statistical distribution of predicted diffusion noise under normal behavior using validation data, enabling anomaly inference from a single denoising-network evaluation rather than completing the reverse diffusion trajectory. To model complex temporal and inter-sensor dependencies, FirstDiff employs a Diffusion Transformer as the denoising backbone. Extensive experiments on five public benchmark datasets demonstrate that FirstDiff achieves state-of-the-art performance while reducing diffusion inference from the full reverse trajectory to a single denoising-network evaluation.
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