# Multivariate Time Series Anomaly Detection via Dynamic Graph Forecasting

arXiv: https://arxiv.org/abs/2302.02051 · HTML: https://mlsanity.com/paper/2302.02051/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 15 of its 31 references that are in the map.
- First posted on arXiv 4 Feb 2023.

## Builds on (most cited first, 15 of 15)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Graph Neural Networks: A Review of Methods and Applications](https://mlsanity.com/paper/1812.08434/) (2018)
- [Convolutional LSTM Network: A Machine Learning Approach for Precipitation Nowcasting](https://mlsanity.com/paper/1506.04214/) (2015)
- [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)
- [Graph Neural Network-Based Anomaly Detection in Multivariate Time Series](https://mlsanity.com/paper/2106.06947/) (2021)
- [LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection](https://mlsanity.com/paper/1607.00148/) (2016)
- [A Multimodal Anomaly Detector for Robot-Assisted Feeding Using an LSTM-based Variational Autoencoder](https://mlsanity.com/paper/1711.00614/) (2017)
- [A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data](https://mlsanity.com/paper/1811.08055/) (2018)
- [MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks](https://mlsanity.com/paper/1901.04997/) (2019)
- [Multivariate Time-series Anomaly Detection via Graph Attention Network](https://mlsanity.com/paper/2009.02040/) (2020)
- [Event2Graph: Event-driven Bipartite Graph for Multivariate Time-series Anomaly Detection](https://mlsanity.com/paper/2108.06783/) (2021)

## Built on by (most cited first, 8 of 8)

- [A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection](https://mlsanity.com/paper/2307.03759/) (2023)
- [DyEdgeGAT: Dynamic Edge via Graph Attention for Early Fault Detection in IIoT Systems](https://mlsanity.com/paper/2307.03761/) (2023)
- [Harnessing Contrastive Learning and Neural Transformation for Time Series Anomaly Detection](https://mlsanity.com/paper/2304.07898/) (2023)
- [A Methodological Report on Anomaly Detection on Dynamic Knowledge Graphs](https://mlsanity.com/paper/2408.06121/) (2024)
- [Beyond Marginals: Learning Joint Spatio-Temporal Patterns for Multivariate Anomaly Detection](https://mlsanity.com/paper/2509.15033/) (2025)
- [Periodic Graph-Enhanced Multivariate Time Series Anomaly Detector](https://mlsanity.com/paper/2509.17472/) (2025)
- [Pi-transformer: A prior-informed dual-attention model for multivariate time-series anomaly detection](https://mlsanity.com/paper/2509.19985/) (2025)
- [Correlation-Aware Reconstruction for Multivariate Time Series Anomaly Detection](https://mlsanity.com/paper/2610.15250/) (2026)

## Abstract (arXiv)

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series relationship, such as correlation, over time. Existing studies have been able to model such inter-series relationships through graph neural networks. However, most works settle on learning a static graph globally or within a context window to assist a time series forecasting task or a reconstruction task, whose objective is not tailored to explicitly detect the abnormal relationship. Some other works detect anomalies based on reconstructing or forecasting a list of inter-series graphs, which inadvertently weakens their power to capture temporal patterns within the data due to the discrete nature of graphs. In this study, we propose DyGraphAD, a multivariate time series anomaly detection framework based upon a list of dynamic inter-series graphs. The core idea is to detect anomalies based on the deviation of inter-series relationships and intra-series temporal patterns from normal to anomalous states, by leveraging the evolving nature of the graphs in order to assist a graph forecasting task and a time series forecasting task simultaneously. Our numerical experiments on real-world datasets demonstrate that DyGraphAD has superior performance than baseline anomaly detection approaches.