# ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection

arXiv: https://arxiv.org/abs/2307.00754 · HTML: https://mlsanity.com/paper/2307.00754/

## Key facts

- Cited by 40 papers in the map (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 44 of its 93 references that are in the map.
- First posted on arXiv 3 Jul 2023.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 30 of 44)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Hierarchical Text-Conditional Image Generation with CLIP Latents](https://mlsanity.com/paper/2204.06125/) (2022)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Convolutional LSTM Network: A Machine Learning Approach for Precipitation Nowcasting](https://mlsanity.com/paper/1506.04214/) (2015)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Diffusion Models: A Comprehensive Survey of Methods and Applications](https://mlsanity.com/paper/2209.00796/) (2022)
- [Transformer in Transformer](https://mlsanity.com/paper/2103.00112/) (2021)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [Graph Neural Network-Based Anomaly Detection in Multivariate Time Series](https://mlsanity.com/paper/2106.06947/) (2021)
- [Diffusion Models for Medical Anomaly Detection](https://mlsanity.com/paper/2203.04306/) (2022)
- [LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection](https://mlsanity.com/paper/1607.00148/) (2016)
- [TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data](https://mlsanity.com/paper/2201.07284/) (2022)
- [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)
- [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)
- [Deep Learning in Mobile and Wireless Networking: A Survey](https://mlsanity.com/paper/1803.04311/) (2018)
- [Fast Unsupervised Brain Anomaly Detection and Segmentation with Diffusion Models](https://mlsanity.com/paper/2206.03461/) (2022)

## Built on by (most cited first, 30 of 40)

- [A Survey on Diffusion Models for Time Series and Spatio-Temporal Data](https://mlsanity.com/paper/2404.18886/) (2024)
- [Large Language Models can Deliver Accurate and Interpretable Time Series Anomaly Detection](https://mlsanity.com/paper/2405.15370/) (2024)
- [Large Language Model Guided Knowledge Distillation for Time Series Anomaly Detection](https://mlsanity.com/paper/2401.15123/) (2024)
- [Xpert: Empowering Incident Management with Query Recommendations via Large Language Models](https://mlsanity.com/paper/2312.11988/) (2023)
- [Time Series Anomaly Detection using Diffusion-based Models](https://mlsanity.com/paper/2311.01452/) (2023)
- [Multivariate Time-Series Anomaly Detection based on Enhancing Graph Attention Networks with Topological Analysis](https://mlsanity.com/paper/2408.13082/) (2024)
- [DConAD: A Differencing-based Contrastive Representation Learning Framework for Time Series Anomaly Detection](https://mlsanity.com/paper/2504.14204/) (2025)
- [Robust and Explainable Detector of Time Series Anomaly via Augmenting Multiclass Pseudo-Anomalies](https://mlsanity.com/paper/2505.20765/) (2025)
- [SimAD: A Simple Dissimilarity-based Approach for Time Series Anomaly Detection](https://mlsanity.com/paper/2405.11238/) (2024)
- [Chameleon: Foundation Models for Fairness-aware Multi-modal Data Augmentation to Enhance Coverage of Minorities](https://mlsanity.com/paper/2402.01071/) (2024)
- [WaveStitch: Flexible and Fast Conditional Time Series Generation with Diffusion Models](https://mlsanity.com/paper/2503.06231/) (2025)
- [Leveraging the Spatial Hierarchy: Coarse-to-fine Trajectory Generation via Cascaded Hybrid Diffusion](https://mlsanity.com/paper/2507.13366/) (2025)
- [Multimodal Diffusion Forcing for Forceful Manipulation](https://mlsanity.com/paper/2511.04812/) (2025)
- [Contaminated Multivariate Time-Series Anomaly Detection with Spatio-Temporal Graph Conditional Diffusion Models](https://mlsanity.com/paper/2308.12563/) (2023)
- [MADLLM: Multivariate Anomaly Detection via Pre-trained LLMs](https://mlsanity.com/paper/2504.09504/) (2025)
- [RDDPM: Robust Denoising Diffusion Probabilistic Model for Unsupervised Anomaly Segmentation](https://mlsanity.com/paper/2508.02903/) (2025)
- [An Encode-then-Decompose Approach to Unsupervised Time Series Anomaly Detection on Contaminated Training Data--Extended Version](https://mlsanity.com/paper/2510.18998/) (2025)
- [CUPID: Improving Battle Fairness and Position Satisfaction in Online MOBA Games with a Re-matchmaking System](https://mlsanity.com/paper/2406.19720/) (2024)
- [Channel-aware Contrastive Conditional Diffusion for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2410.02168/) (2024)
- [Physics-Informed Diffusion Models for Unsupervised Anomaly Detection in Multivariate Time Series](https://mlsanity.com/paper/2508.11528/) (2025)
- [LLM-Assisted Logic Rule Learning: Scaling Human Expertise for Time Series Anomaly Detection](https://mlsanity.com/paper/2601.19255/) (2026)
- [AnoF-Diff: One-Step Diffusion-Based Anomaly Detection for Forceful Tool Use](https://mlsanity.com/paper/2509.15153/) (2025)
- [Causal Diffusion Models for Counterfactual Outcome Distributions in Longitudinal Data](https://mlsanity.com/paper/2604.12992/) (2026)
- [ASTER: Latent Pseudo-Anomaly Generation for Unsupervised Time-Series Anomaly Detection](https://mlsanity.com/paper/2604.13924/) (2026)
- [Diffuse to Detect: Generative Diffusion Models for Unsupervised IC Anomaly Detection](https://mlsanity.com/paper/2605.26468/) (2026)
- [Warped Time Series Anomaly Detection](https://mlsanity.com/paper/2404.12134/) (2024)
- [DIM-SUM: Dynamic IMputation for Smart Utility Management](https://mlsanity.com/paper/2506.20023/) (2025)
- [Diffusion-based translation between unpaired spontaneous premature neonatal EEG and fetal MEG](https://mlsanity.com/paper/2507.14224/) (2025)
- [Hallucination Detection and Mitigation with Diffusion in Multi-Variate Time-Series Foundation Models](https://mlsanity.com/paper/2508.00881/) (2025)
- [CCE: Confidence-Consistency Evaluation for Time Series Anomaly Detection](https://mlsanity.com/paper/2509.01098/) (2025)

## Abstract (arXiv)

Anomaly detection in multivariate time series data is of paramount importance for ensuring the efficient operation of large-scale systems across diverse domains. However, accurately detecting anomalies in such data poses significant challenges. Existing approaches, including forecasting and reconstruction-based methods, struggle to address these challenges effectively. To overcome these limitations, we propose a novel anomaly detection framework named ImDiffusion, which combines time series imputation and diffusion models to achieve accurate and robust anomaly detection. The imputation-based approach employed by ImDiffusion leverages the information from neighboring values in the time series, enabling precise modeling of temporal and inter-correlated dependencies, reducing uncertainty in the data, thereby enhancing the robustness of the anomaly detection process. ImDiffusion further leverages diffusion models as time series imputers to accurately capturing complex dependencies. We leverage the step-by-step denoised outputs generated during the inference process to serve as valuable signals for anomaly prediction, resulting in improved accuracy and robustness of the detection process. We evaluate the performance of ImDiffusion via extensive experiments on benchmark datasets. The results demonstrate that our proposed framework significantly outperforms state-of-the-art approaches in terms of detection accuracy and timeliness. ImDiffusion is further integrated into the real production system in Microsoft and observe a remarkable 11.4% increase in detection F1 score compared to the legacy approach. To the best of our knowledge, ImDiffusion represents a pioneering approach that combines imputation-based techniques with time series anomaly detection, while introducing the novel use of diffusion models to the field.