Selective Denoising Diffusion Model for Time Series Anomaly Detection

Fuente: arXiv
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Autori principali: Obata, Kohei, Chen, Zheng, Matsubara, Yasuko, Zhu, Lingwei, Sakurai, Yasushi
Natura: Preprint
Pubblicazione: 2026
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author Obata, Kohei
Chen, Zheng
Matsubara, Yasuko
Zhu, Lingwei
Sakurai, Yasushi
author_facet Obata, Kohei
Chen, Zheng
Matsubara, Yasuko
Zhu, Lingwei
Sakurai, Yasushi
contents Time series anomaly detection (TSAD) has been an important area of research for decades, with reconstruction-based methods, mostly based on generative models, gaining popularity and demonstrating success. Diffusion models have recently attracted attention due to their advanced generative capabilities. Existing diffusion-based methods for TSAD rely on a conditional strategy, which reconstructs input instances from white noise with the aid of the conditioner. However, this poses challenges in accurately reconstructing the normal parts, resulting in suboptimal detection performance. In response, we propose a novel diffusion-based method, named AnomalyFilter, which acts as a selective filter that only denoises anomaly parts in the instance while retaining normal parts. To build such a filter, we mask Gaussian noise during the training phase and conduct the denoising process without adding noise to the instances. The synergy of the two simple components greatly enhances the performance of naive diffusion models. Extensive experiments on five datasets demonstrate that AnomalyFilter achieves notably low reconstruction error on normal parts, providing empirical support for its effectiveness in anomaly detection. AnomalyFilter represents a pioneering approach that focuses on the noise design of diffusion models specifically tailored for TSAD.
format Preprint
id arxiv_https___arxiv_org_abs_2602_23662
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Selective Denoising Diffusion Model for Time Series Anomaly Detection
Obata, Kohei
Chen, Zheng
Matsubara, Yasuko
Zhu, Lingwei
Sakurai, Yasushi
Machine Learning
Time series anomaly detection (TSAD) has been an important area of research for decades, with reconstruction-based methods, mostly based on generative models, gaining popularity and demonstrating success. Diffusion models have recently attracted attention due to their advanced generative capabilities. Existing diffusion-based methods for TSAD rely on a conditional strategy, which reconstructs input instances from white noise with the aid of the conditioner. However, this poses challenges in accurately reconstructing the normal parts, resulting in suboptimal detection performance. In response, we propose a novel diffusion-based method, named AnomalyFilter, which acts as a selective filter that only denoises anomaly parts in the instance while retaining normal parts. To build such a filter, we mask Gaussian noise during the training phase and conduct the denoising process without adding noise to the instances. The synergy of the two simple components greatly enhances the performance of naive diffusion models. Extensive experiments on five datasets demonstrate that AnomalyFilter achieves notably low reconstruction error on normal parts, providing empirical support for its effectiveness in anomaly detection. AnomalyFilter represents a pioneering approach that focuses on the noise design of diffusion models specifically tailored for TSAD.
title Selective Denoising Diffusion Model for Time Series Anomaly Detection
topic Machine Learning
url https://arxiv.org/abs/2602.23662