DARTs: A Dual-Path Robust Framework for Anomaly Detection in High-Dimensional Multivariate Time Series
This addresses the challenge of identifying anomalies in large-scale industrial control systems, representing an incremental improvement with a novel hybrid method.
The paper tackles the problem of robust anomaly detection in high-dimensional multivariate time series, which existing methods struggle with due to noise and complex dependencies, and demonstrates superior performance through extensive experiments.
Multivariate time series anomaly detection (MTSAD) aims to accurately identify and localize complex abnormal patterns in the large-scale industrial control systems. While existing approaches excel in recognizing the distinct patterns under the low-dimensional scenarios, they often fail to robustly capture long-range spatiotemporal dependencies when learning representations from the high-dimensional noisy time series. To address these limitations, we propose DARTs, a robust long short-term dual-path framework with window-aware spatiotemporal soft fusion mechanism, which can be primarily decomposed into three complementary components. Specifically, in the short-term path, we introduce a Multi-View Sparse Graph Learner and a Diffusion Multi-Relation Graph Unit that collaborate to adaptively capture hierarchical discriminative short-term spatiotemporal patterns in the high-noise time series. While in the long-term path, we design a Multi-Scale Spatiotemporal Graph Constructor to model salient long-term dynamics within the high-dimensional representation space. Finally, a window-aware spatiotemporal soft-fusion mechanism is introduced to filter the residual noise while seamlessly integrating anomalous patterns. Extensive qualitative and quantitative experimental results across mainstream datasets demonstrate the superiority and robustness of our proposed DARTs. A series of ablation studies are also conducted to explore the crucial design factors of our proposed components. Our code and model will be made publicly open soon.