# HIFI: Anomaly Detection for Multivariate Time Series with High-order Feature Interactions

arXiv: https://arxiv.org/abs/2106.06167 · HTML: https://mlsanity.com/paper/2106.06167/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 12 references that are in the map.
- First posted on arXiv 11 Jun 2021.

## Builds on (most cited first, 10 of 10)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [Self-Attentive Sequential Recommendation](https://mlsanity.com/paper/1808.09781/) (2018)
- [Predict then Propagate: Graph Neural Networks meet Personalized PageRank](https://mlsanity.com/paper/1810.05997/) (2018)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications](https://mlsanity.com/paper/1802.03903/) (2018)
- [LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection](https://mlsanity.com/paper/1607.00148/) (2016)

## Built on by (most cited first, 3 of 3)

- [A Comparative Study on Unsupervised Anomaly Detection for Time Series: Experiments and Analysis](https://mlsanity.com/paper/2209.04635/) (2022)
- [Spatio-Temporal Anomaly Detection with Graph Networks for Data Quality Monitoring of the Hadron Calorimeter](https://mlsanity.com/paper/2311.04190/) (2023)
- [Review of Data-centric Time Series Analysis from Sample, Feature, and Period](https://mlsanity.com/paper/2404.16886/) (2024)

## Abstract (arXiv)

Monitoring complex systems results in massive multivariate time series data, and anomaly detection of these data is very important to maintain the normal operation of the systems. Despite the recent emergence of a large number of anomaly detection algorithms for multivariate time series, most of them ignore the correlation modeling among multivariate, which can often lead to poor anomaly detection results. In this work, we propose a novel anomaly detection model for multivariate time series with underlineHIgh-order underlineFeature underlineInteractions (HIFI). More specifically, HIFI builds multivariate feature interaction graph automatically and uses the graph convolutional neural network to achieve high-order feature interactions, in which the long-term temporal dependencies are modeled by attention mechanisms and a variational encoding technique is utilized to improve the model performance and robustness. Extensive experiments on three publicly available datasets demonstrate the superiority of our framework compared with state-of-the-art approaches.