Unsupervised Anomaly Detection in Multivariate Time Series across Heterogeneous Domains

Fuente: arXiv
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Main Authors: Jacob, Vincent, Diao, Yanlei
Format: Preprint
Published: 2025
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author Jacob, Vincent
Diao, Yanlei
author_facet Jacob, Vincent
Diao, Yanlei
contents The widespread adoption of digital services, along with the scale and complexity at which they operate, has made incidents in IT operations increasingly more likely, diverse, and impactful. This has led to the rapid development of a central aspect of "Artificial Intelligence for IT Operations" (AIOps), focusing on detecting anomalies in vast amounts of multivariate time series data generated by service entities. In this paper, we begin by introducing a unifying framework for benchmarking unsupervised anomaly detection (AD) methods, and highlight the problem of shifts in normal behaviors that can occur in practical AIOps scenarios. To tackle anomaly detection under domain shift, we then cast the problem in the framework of domain generalization and propose a novel approach, Domain-Invariant VAE for Anomaly Detection (DIVAD), to learn domain-invariant representations for unsupervised anomaly detection. Our evaluation results using the Exathlon benchmark show that the two main DIVAD variants significantly outperform the best unsupervised AD method in maximum performance, with 20% and 15% improvements in maximum peak F1-scores, respectively. Evaluation using the Application Server Dataset further demonstrates the broader applicability of our domain generalization methods.
format Preprint
id arxiv_https___arxiv_org_abs_2503_23060
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Unsupervised Anomaly Detection in Multivariate Time Series across Heterogeneous Domains
Jacob, Vincent
Diao, Yanlei
Machine Learning
The widespread adoption of digital services, along with the scale and complexity at which they operate, has made incidents in IT operations increasingly more likely, diverse, and impactful. This has led to the rapid development of a central aspect of "Artificial Intelligence for IT Operations" (AIOps), focusing on detecting anomalies in vast amounts of multivariate time series data generated by service entities. In this paper, we begin by introducing a unifying framework for benchmarking unsupervised anomaly detection (AD) methods, and highlight the problem of shifts in normal behaviors that can occur in practical AIOps scenarios. To tackle anomaly detection under domain shift, we then cast the problem in the framework of domain generalization and propose a novel approach, Domain-Invariant VAE for Anomaly Detection (DIVAD), to learn domain-invariant representations for unsupervised anomaly detection. Our evaluation results using the Exathlon benchmark show that the two main DIVAD variants significantly outperform the best unsupervised AD method in maximum performance, with 20% and 15% improvements in maximum peak F1-scores, respectively. Evaluation using the Application Server Dataset further demonstrates the broader applicability of our domain generalization methods.
title Unsupervised Anomaly Detection in Multivariate Time Series across Heterogeneous Domains
topic Machine Learning
url https://arxiv.org/abs/2503.23060