Unraveling the ‘anomaly’ in time series anomaly detection: A self-supervised tri-domain solution

• Main Authors: SUN, Yuting, PANG, Guansong, YE, Guanhua, CHEN, Tong, HU, Xia, YIN, Hongzhi
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: Time series; Anomaly detection; Self-supervised learning; Contrastive learning; Databases and Information Systems
• Online Access: https://ink.library.smu.edu.sg/sis_research/9282; https://ink.library.smu.edu.sg/context/sis_research/article/10282/viewcontent/2311.11235v2.pdf
• Institution: Singapore Management University

The ongoing challenges in time series anomaly detection (TSAD), including the scarcity of anomaly labels and the variability in anomaly lengths and shapes, have led to the need for a more robust and efficient solution. As limited anomaly labels hinder traditional supervised models in anomaly detection, various state-of-the-art (SOTA) deep learning (DL) techniques (e.g., self-supervised learning) are introduced to tackle this issue. However, they encounter difficulties handling variations in anomaly lengths and shapes, limiting their adaptability to diverse anomalies. Additionally, many benchmark datasets suffer from the problem of having explicit anomalies that even random functions can detect. This problem is exacerbated by an ill-posed evaluation metric, known as point adjustment (PA), which results in inflated model performance. In this context, we propose a novel self-supervised learning based Tri-domain Anomaly Detector (TriAD), which addresses these challenges by modeling features across three aspects - temporal, frequency, and residual domains - without relying on anomaly labels. Unlike traditional contrastive learning methods, TriAD employs both inter-domain and intra-domain contrastive loss to learn common attributes among normal data and differentiate them from anomalies. Additionally, our approach can detect anomalies of varying lengths by integrating with a discord discovery algorithm. It is worth noting that this study is the first to reevaluate the DL potential in TSAD, utilizing both rigorously designed datasets and evaluation metrics. Experimental results demonstrate that TriAD achieves a consistent and significant performance increase over both DL and non-DL SOTA baselines. Moreover, in comparison to SOTA discord discovery algorithms, TriAD improves anomaly detection accuracy by 50 % while cutting the inference time down to just one-tenth. Illuminating the significance of rigorous datasets and evaluation metrics, this paper offers a new direction for addressing the multifaceted challenges of TSAD. The source code is publicly available at https://github.com/pseudo-Skye/TriAD.