Huidong Jin

Guansong Pang, Chunhua Shen, Huidong Jin et al.

Recent semi-supervised anomaly detection methods that are trained using small labeled anomaly examples and large unlabeled data (mostly normal data) have shown largely improved performance over unsupervised methods. However, these methods often focus on fitting abnormalities illustrated by the given anomaly examples only (i.e.,, seen anomalies), and consequently they fail to generalize to those that are not, i.e., new types/classes of anomaly unseen during training. To detect both seen and unseen anomalies, we introduce a novel deep weakly-supervised approach, namely Pairwise Relation prediction Network (PReNet), that learns pairwise relation features and anomaly scores by predicting the relation of any two randomly sampled training instances, in which the pairwise relation can be anomaly-anomaly, anomaly-unlabeled, or unlabeled-unlabeled. Since unlabeled instances are mostly normal, the relation prediction enforces a joint learning of anomaly-anomaly, anomaly-normal, and normal-normal pairwise discriminative patterns, respectively. PReNet can then detect any seen/unseen abnormalities that fit the learned pairwise abnormal patterns, or deviate from the normal patterns. Further, this pairwise approach also seamlessly and significantly augments the training anomaly data. Empirical results on 12 real-world datasets show that PReNet significantly outperforms nine competing methods in detecting seen and unseen anomalies. We also theoretically and empirically justify the robustness of our model w.r.t. anomaly contamination in the unlabeled data. The code is available at https://github.com/mala-lab/PReNet.

Xinyang Chen, Huidong Jin, Yu Huang et al.

Despite the prevalent assumption of uniform variable importance in long-term time series forecasting models, real world applications often exhibit asymmetric causal relationships and varying data acquisition costs. Specifically, cost-effective exogenous data (e.g., local weather) can unilaterally influence dynamics of endogenous variables, such as lake surface temperature. Exploiting these links enables more effective forecasts when exogenous inputs are readily available. Transformer-based models capture long-range dependencies but incur high computation and suffer from permutation invariance. Patch-based variants improve efficiency yet can miss local temporal patterns. To efficiently exploit informative signals across both the temporal dimension and relevant exogenous variables, this study proposes XLinear, a lightweight time series forecasting model built upon MultiLayer Perceptrons (MLPs). XLinear uses a global token derived from an endogenous variable as a pivotal hub for interacting with exogenous variables, and employs MLPs with sigmoid activation to extract both temporal patterns and variate-wise dependencies. Its prediction head then integrates these signals to forecast the endogenous series. We evaluate XLinear on seven standard benchmarks and five real-world datasets with exogenous inputs. Compared with state-of-the-art models, XLinear delivers superior accuracy and efficiency for both multivariate forecasts and univariate forecasts influenced by exogenous inputs.