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LEAP: 用于时间序列异常检测的潜在嵌入异常补丁 Transformer

LEAP: a Latent Embedding Anomaly Patch-Transformer for time-series anomaly detection

Cristhian Moya-Mota · Ignacio Aguilera-Martos · Diego Garc\'ia-Gil · Juli\'an Luengo

中文摘要

时间序列异常检测领域由基于重构的神经网络主导,但其目标存在结构性缺陷。由于目标即输入,高表达力模型可能重构异常,导致残差缺乏信息。近期大规模基准显示,在精选数据上,复杂的深度检测器很少胜过简单统计基线,而当前领先方法依赖表示学习。LEAP 结合掩码预测与基于潜在表示的异常证据,不依赖重构或基于注意力的评分。模型从窗口中移除补丁,利用剩余的时间与跨通道上下文进行预测,预测误差衡量学习到的动态对隐藏片段的解释程度。确定性互补组掩码确保每个时间步在隐藏状态下被评分,且训练与推理期间可见比例相同。LEAP 引入三个无标签证据源:经局部密度校准的潜在嵌入新颖性、局部时间对比以及由六个无标签标准选定的通道池化新颖性。在 TSB-AD 协议下,完整模型在 180 条保留多变量序列上取得 VUS-PR 0.5179 ± 0.0022。在 TSB-AD-U 上,结合多尺度掩码预测评分与潜在新颖性的单变量变体(无对比或通道池化新颖性)在 350 条保留序列上取得 0.6194 ± 0.0016。结果均基于三个随机种子平均。在 TSB-AD-M 上的五阶段消融实验及配对 Wilcoxon 符号秩检验表明,每个后续组件均带来统计显著的提升。

关键要点

  1. 01指出基于重构的检测器存在结构性缺陷,复杂深度模型在精选数据上常难胜过简单统计基线。
  2. 02提出 LEAP 模型,结合掩码预测与潜在表示异常证据,避免使用重构或注意力评分机制。
  3. 03引入确定性互补组掩码策略,确保训练与推理阶段可见数据比例一致,覆盖所有时间步。
  4. 04在 TSB-AD 基准上,完整模型 VUS-PR 达 0.5179,单变量变体在 TSB-AD-U 上达 0.6194。
  5. 05消融实验证实各组件逐步引入均带来统计显著的性能提升。

解读

尚无解读。

原始英文摘要

arXiv:2610.35190v1 Announce Type: new Abstract: Time-series anomaly detection is dominated by reconstruction-based neural detectors, whose objective is structurally flawed. Since the target is also the input, an expressive model can learn to reconstruct anomalies too, leaving uninformative residuals. Recent large-scale benchmarks show that, on curated data, elaborate deep detectors rarely beat simple statistical baselines, while current leaders rely on representation learning. We propose LEAP (Latent Embedding Anomaly Patch-Transformer), which combines masked prediction with latent representation-based anomaly evidence, without relying on reconstruction or attention-based scoring. The model removes patches from a window and predicts them from the remaining temporal and cross-channel context, so prediction errors measure how well learned dynamics explain hidden segments. Deterministic complementary group masking ensures every time step is scored while hidden, with identical visible fractions during training and inference. LEAP adds three label-free evidence sources: latent-embedding novelty calibrated by local density, local temporal contrast, and per-channel novelty pooled over channels selected by six label-free criteria. Under the TSB-AD protocol, the full model achieves a VUS-PR of $0.5179 \pm 0.0022$ on $180$ held-out multivariate series. On TSB-AD-U, a univariate variant combining multi-scale masked-prediction scoring with latent novelty, without contrast or channel-pool novelty, achieves $0.6194 \pm 0.0016$ on $350$ held-out series. Both results average three random seeds. A five-stage ablation on TSB-AD-M, supported by paired Wilcoxon signed-rank tests, shows statistically significant gains from each successive component.

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