# Graph Neural Network-Based Anomaly Detection in Multivariate Time Series

arXiv: https://arxiv.org/abs/2106.06947 · HTML: https://mlsanity.com/paper/2106.06947/

## Key facts

- Cited by 301 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 39 references that are in the map.
- First posted on arXiv 13 Jun 2021.

## Builds on (most cited first, 17 of 17)

- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Fast Graph Representation Learning with PyTorch Geometric](https://mlsanity.com/paper/1903.02428/) (2019)
- [Convolutional Neural Networks on Graphs with Fast Localized Spectral Filtering](https://mlsanity.com/paper/1606.09375/) (2016)
- [Modeling Relational Data with Graph Convolutional Networks](https://mlsanity.com/paper/1703.06103/) (2017)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [GMAN: A Graph Multi-Attention Network for Traffic Prediction](https://mlsanity.com/paper/1911.08415/) (2019)
- [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)
- [A Multimodal Anomaly Detector for Robot-Assisted Feeding Using an LSTM-based Variational Autoencoder](https://mlsanity.com/paper/1711.00614/) (2017)
- [A review on outlier/anomaly detection in time series data](https://mlsanity.com/paper/2002.04236/) (2020)
- [MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks](https://mlsanity.com/paper/1901.04997/) (2019)
- [Multi-Range Attentive Bicomponent Graph Convolutional Network for Traffic Forecasting](https://mlsanity.com/paper/1911.12093/) (2019)
- [Multivariate Industrial Time Series with Cyber-Attack Simulation: Fault Detection Using an LSTM-based Predictive Data Model](https://mlsanity.com/paper/1612.06676/) (2016)
- [STP-UDGAT: Spatial-Temporal-Preference User Dimensional Graph Attention Network for Next POI Recommendation](https://mlsanity.com/paper/2010.07024/) (2020)
- [Bayesian Structure Learning for Stationary Time Series](https://mlsanity.com/paper/1505.03131/) (2015)

## Built on by (most cited first, 30 of 301)

- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data](https://mlsanity.com/paper/2201.07284/) (2022)
- [A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection](https://mlsanity.com/paper/2307.03759/) (2023)
- [Deep Learning for Time Series Anomaly Detection: A Survey](https://mlsanity.com/paper/2211.05244/) (2022)
- [DCdetector: Dual Attention Contrastive Representation Learning for Time Series Anomaly Detection](https://mlsanity.com/paper/2306.10347/) (2023)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [Towards a Rigorous Evaluation of Time-series Anomaly Detection](https://mlsanity.com/paper/2109.05257/) (2021)
- [CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching](https://mlsanity.com/paper/2410.12261/) (2024)
- [Deep Isolation Forest for Anomaly Detection](https://mlsanity.com/paper/2206.06602/) (2022)
- [A Comprehensive Survey on Deep Graph Representation Learning](https://mlsanity.com/paper/2304.05055/) (2023)
- [Empowering Graph Representation Learning with Test-Time Graph Transformation](https://mlsanity.com/paper/2210.03561/) (2022)
- [GADBench: Revisiting and Benchmarking Supervised Graph Anomaly Detection](https://mlsanity.com/paper/2306.12251/) (2023)
- [LUNAR: Unifying Local Outlier Detection Methods via Graph Neural Networks](https://mlsanity.com/paper/2112.05355/) (2021)
- [Graph-Augmented Normalizing Flows for Anomaly Detection of Multiple Time Series](https://mlsanity.com/paper/2202.07857/) (2022)
- [Calibrated One-class Classification for Unsupervised Time Series Anomaly Detection](https://mlsanity.com/paper/2207.12201/) (2022)
- [ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection](https://mlsanity.com/paper/2307.00754/) (2023)
- [TimeXL: Explainable Multi-modal Time Series Prediction with LLM-in-the-Loop](https://mlsanity.com/paper/2503.01013/) (2025)
- [Knowledge Distillation on Graphs: A Survey](https://mlsanity.com/paper/2302.00219/) (2023)
- [Taming Local Effects in Graph-based Spatiotemporal Forecasting](https://mlsanity.com/paper/2302.04071/) (2023)
- [Graph Neural Networks in IoT: A Survey](https://mlsanity.com/paper/2203.15935/) (2022)
- [Graph Deep Learning for Time Series Forecasting](https://mlsanity.com/paper/2310.15978/) (2023)
- [Large Language Model Guided Knowledge Distillation for Time Series Anomaly Detection](https://mlsanity.com/paper/2401.15123/) (2024)
- [AnomalyBERT: Self-Supervised Transformer for Time Series Anomaly Detection using Data Degradation Scheme](https://mlsanity.com/paper/2305.04468/) (2023)
- [Navigating the Metric Maze: A Taxonomy of Evaluation Metrics for Anomaly Detection in Time Series](https://mlsanity.com/paper/2303.01272/) (2023)
- [Graph Anomaly Detection with Graph Neural Networks: Current Status and Challenges](https://mlsanity.com/paper/2209.14930/) (2022)
- [Fully-Connected Spatial-Temporal Graph for Multivariate Time-Series Data](https://mlsanity.com/paper/2309.05305/) (2023)
- [Sparse Graph Learning from Spatiotemporal Time Series](https://mlsanity.com/paper/2205.13492/) (2022)
- [A Comprehensive Survey of Deep Transfer Learning for Anomaly Detection in Industrial Time Series: Methods, Applications, and Directions](https://mlsanity.com/paper/2307.05638/) (2023)
- [Detecting Multivariate Time Series Anomalies with Zero Known Label](https://mlsanity.com/paper/2208.02108/) (2022)
- [Multivariate Time Series Forecasting with Latent Graph Inference](https://mlsanity.com/paper/2203.03423/) (2022)

## Abstract (arXiv)

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and detects and explains anomalies which deviate from these relationships? Recently, deep learning approaches have enabled improvements in anomaly detection in high-dimensional datasets; however, existing methods do not explicitly learn the structure of existing relationships between variables, or use them to predict the expected behavior of time series. Our approach combines a structure learning approach with graph neural networks, additionally using attention weights to provide explainability for the detected anomalies. Experiments on two real-world sensor datasets with ground truth anomalies show that our method detects anomalies more accurately than baseline approaches, accurately captures correlations between sensors, and allows users to deduce the root cause of a detected anomaly.