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    基于双重异常感知的时间序列异常检测

    Based on Dual Anomaly-Aware for Time Series Anomaly Detection

    • 摘要: 时间序列的异常检测在金融风控、故障诊断等领域中有着重要的应用价值,其关键在于构建能够有效区分正常与异常模式的表征空间。然而时间序列内在的特点以及异常的稀缺性,导致学习具有强判别能力的表征映射函数颇为困难,且泛化能力受限。与此同时,对比表示学习通过构建清晰可区分的样本实例的表征空间,为时序异常检测提供了更为自然且富有前景的解决方案。鉴于此,设计了基于双重异常感知的Transformer模型(DAT),通过异常注入和异常感知的手段,使DAT提前捕获异常样本的复杂特征。此外,通过结合上下文对比损失函数指导双分支学习正常样本与异常样本之间更本质、更具区分度的语义特征。实验在5个公开数据集上进行验证,并与21种基线模型进行对比。结果表明DAT在公共数据集上优于基线模型的平均性能,甚至在MSL和PSM数据集上能够达到SOTA。

       

      Abstract: Anomaly detection for time series holds practical value in diverse fields such as financial risk control and industrial fault diagnosis, where the core challenge lies in constructing a representation space that effectively distinguishes between normal and anomalous patterns. However, the inherent characteristics of temporal data, coupled with the extreme scarcity of labeled anomalies, make it highly difficult to learn a representative mapping function with strong discriminative power, often leading to limited generalization capabilities. Meanwhile, contrastive representation learning constructs a discriminative feature space that clearly differentiates between instances, offering a more natural and promising solution for temporal anomaly detection. To address these challenges, we propose a dual anomaly-aware transformer (DAT) model. By incorporating anomaly injection and anomaly awareness mechanisms, DAT is specifically enabled to capture the complex features of potential anomalous samples during the training phase. Additionally, a contextual contrastive loss function is adopted to guide a dual-branch structure for extracting more intrinsic and discriminative semantic features between normal and anomalous samples. Comprehensive experiments conducted on five public datasets demonstrate the superiority of DAT over 21 baseline models. The results show that DAT not only achieves competitive performance across all benchmark datasets but also achieves state-of-the-art (SOTA) performance on the MSL and PSM datasets.

       

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