Can LLMs Serve As Time Series Anomaly Detectors?

Fuente: arXiv
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Auteurs principaux: Dong, Manqing, Huang, Hao, Cao, Longbing
Format: Preprint
Publié: 2024
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author Dong, Manqing
Huang, Hao
Cao, Longbing
author_facet Dong, Manqing
Huang, Hao
Cao, Longbing
contents An emerging topic in large language models (LLMs) is their application to time series forecasting, characterizing mainstream and patternable characteristics of time series. A relevant but rarely explored and more challenging question is whether LLMs can detect and explain time series anomalies, a critical task across various real-world applications. In this paper, we investigate the capabilities of LLMs, specifically GPT-4 and LLaMA3, in detecting and explaining anomalies in time series. Our studies reveal that: 1) LLMs cannot be directly used for time series anomaly detection. 2) By designing prompt strategies such as in-context learning and chain-of-thought prompting, GPT-4 can detect time series anomalies with results competitive to baseline methods. 3) We propose a synthesized dataset to automatically generate time series anomalies with corresponding explanations. By applying instruction fine-tuning on this dataset, LLaMA3 demonstrates improved performance in time series anomaly detection tasks. In summary, our exploration shows the promising potential of LLMs as time series anomaly detectors.
format Preprint
id arxiv_https___arxiv_org_abs_2408_03475
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Can LLMs Serve As Time Series Anomaly Detectors?
Dong, Manqing
Huang, Hao
Cao, Longbing
Machine Learning
Artificial Intelligence
An emerging topic in large language models (LLMs) is their application to time series forecasting, characterizing mainstream and patternable characteristics of time series. A relevant but rarely explored and more challenging question is whether LLMs can detect and explain time series anomalies, a critical task across various real-world applications. In this paper, we investigate the capabilities of LLMs, specifically GPT-4 and LLaMA3, in detecting and explaining anomalies in time series. Our studies reveal that: 1) LLMs cannot be directly used for time series anomaly detection. 2) By designing prompt strategies such as in-context learning and chain-of-thought prompting, GPT-4 can detect time series anomalies with results competitive to baseline methods. 3) We propose a synthesized dataset to automatically generate time series anomalies with corresponding explanations. By applying instruction fine-tuning on this dataset, LLaMA3 demonstrates improved performance in time series anomaly detection tasks. In summary, our exploration shows the promising potential of LLMs as time series anomaly detectors.
title Can LLMs Serve As Time Series Anomaly Detectors?
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2408.03475