MultiRC: Joint Learning for Time Series Anomaly Prediction and Detection with Multi-scale Reconstructive Contrast
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arXiv
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| Main Authors: | , , , , , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866910658219474944 |
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| author | Hu, Shiyan Zhao, Kai Qiu, Xiangfei Shu, Yang Hu, Jilin Yang, Bin Guo, Chenjuan |
| author_facet | Hu, Shiyan Zhao, Kai Qiu, Xiangfei Shu, Yang Hu, Jilin Yang, Bin Guo, Chenjuan |
| contents | Many methods have been proposed for unsupervised time series anomaly detection. Despite some progress, research on predicting future anomalies is still relatively scarce. Predicting anomalies is particularly challenging due to the diverse reaction time and the lack of labeled data. To address these challenges, we propose MultiRC to integrate reconstructive and contrastive learning for joint learning of anomaly prediction and detection, with multi-scale structure and adaptive dominant period mask to deal with the diverse reaction time. MultiRC also generates negative samples to provide essential training momentum for the anomaly prediction tasks and prevent model degradation. We evaluate seven benchmark datasets from different fields. For both anomaly prediction and detection tasks, MultiRC outperforms existing state-of-the-art methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_15997 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | MultiRC: Joint Learning for Time Series Anomaly Prediction and Detection with Multi-scale Reconstructive Contrast Hu, Shiyan Zhao, Kai Qiu, Xiangfei Shu, Yang Hu, Jilin Yang, Bin Guo, Chenjuan Machine Learning Many methods have been proposed for unsupervised time series anomaly detection. Despite some progress, research on predicting future anomalies is still relatively scarce. Predicting anomalies is particularly challenging due to the diverse reaction time and the lack of labeled data. To address these challenges, we propose MultiRC to integrate reconstructive and contrastive learning for joint learning of anomaly prediction and detection, with multi-scale structure and adaptive dominant period mask to deal with the diverse reaction time. MultiRC also generates negative samples to provide essential training momentum for the anomaly prediction tasks and prevent model degradation. We evaluate seven benchmark datasets from different fields. For both anomaly prediction and detection tasks, MultiRC outperforms existing state-of-the-art methods. |
| title | MultiRC: Joint Learning for Time Series Anomaly Prediction and Detection with Multi-scale Reconstructive Contrast |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2410.15997 |