PatchAD: A Lightweight Patch-based MLP-Mixer for Time Series Anomaly Detection

Fuente: arXiv
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Hauptverfasser: Zhong, Zhijie, Yu, Zhiwen, Yang, Yiyuan, Wang, Weizheng, Yang, Kaixiang
Format: Preprint
Veröffentlicht: 2024
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author Zhong, Zhijie
Yu, Zhiwen
Yang, Yiyuan
Wang, Weizheng
Yang, Kaixiang
author_facet Zhong, Zhijie
Yu, Zhiwen
Yang, Yiyuan
Wang, Weizheng
Yang, Kaixiang
contents Time series anomaly detection is a pivotal task in data analysis, yet it poses the challenge of discerning normal and abnormal patterns in label-deficient scenarios. While prior studies have largely employed reconstruction-based approaches, which limit the models' representational capacities. Moreover, existing deep learning-based methods are not sufficiently lightweight. Addressing these issues, we present PatchAD, our novel, highly efficient multiscale patch-based MLP-Mixer architecture that utilizes contrastive learning for representation extraction and anomaly detection. With its four distinct MLP Mixers and innovative dual project constraint module, PatchAD mitigates potential model degradation and offers a lightweight solution, requiring only $0.403M$ parameters. Its efficacy is demonstrated by state-of-the-art results across $8$ datasets sourced from different application scenarios, outperforming over $30$ comparative algorithms. PatchAD significantly improves the classical F1 score by 6.84%, the Aff-F1 score by 4.27%, and the V-ROC by 2.49%. Simultaneously, an in-depth analysis of the mechanisms underlying PatchAD has been conducted from both theoretical and experimental perspectives, validating the design motivations of the model. The code is publicly available at https://github.com/EmorZz1G/PatchAD.
format Preprint
id arxiv_https___arxiv_org_abs_2401_09793
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle PatchAD: A Lightweight Patch-based MLP-Mixer for Time Series Anomaly Detection
Zhong, Zhijie
Yu, Zhiwen
Yang, Yiyuan
Wang, Weizheng
Yang, Kaixiang
Machine Learning
Time series anomaly detection is a pivotal task in data analysis, yet it poses the challenge of discerning normal and abnormal patterns in label-deficient scenarios. While prior studies have largely employed reconstruction-based approaches, which limit the models' representational capacities. Moreover, existing deep learning-based methods are not sufficiently lightweight. Addressing these issues, we present PatchAD, our novel, highly efficient multiscale patch-based MLP-Mixer architecture that utilizes contrastive learning for representation extraction and anomaly detection. With its four distinct MLP Mixers and innovative dual project constraint module, PatchAD mitigates potential model degradation and offers a lightweight solution, requiring only $0.403M$ parameters. Its efficacy is demonstrated by state-of-the-art results across $8$ datasets sourced from different application scenarios, outperforming over $30$ comparative algorithms. PatchAD significantly improves the classical F1 score by 6.84%, the Aff-F1 score by 4.27%, and the V-ROC by 2.49%. Simultaneously, an in-depth analysis of the mechanisms underlying PatchAD has been conducted from both theoretical and experimental perspectives, validating the design motivations of the model. The code is publicly available at https://github.com/EmorZz1G/PatchAD.
title PatchAD: A Lightweight Patch-based MLP-Mixer for Time Series Anomaly Detection
topic Machine Learning
url https://arxiv.org/abs/2401.09793