# DDMT: Denoising Diffusion Mask Transformer Models for Multivariate Time Series Anomaly Detection

arXiv: https://arxiv.org/abs/2310.08800 · HTML: https://mlsanity.com/paper/2310.08800/

## Key facts

- Cited by 10 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 31 of its 64 references that are in the map.
- First posted on arXiv 13 Oct 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 31)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Swin Transformer: Hierarchical Vision Transformer using Shifted Windows](https://mlsanity.com/paper/2103.14030/) (2021)
- [Diffusion Models Beat GANs on Image Synthesis](https://mlsanity.com/paper/2105.05233/) (2021)
- [GLIDE: Towards Photorealistic Image Generation and Editing with Text-Guided Diffusion Models](https://mlsanity.com/paper/2112.10741/) (2021)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Video Diffusion Models](https://mlsanity.com/paper/2204.03458/) (2022)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Cascaded Diffusion Models for High Fidelity Image Generation](https://mlsanity.com/paper/2106.15282/) (2021)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Diffusion-LM Improves Controllable Text Generation](https://mlsanity.com/paper/2205.14217/) (2022)
- [Tackling the Generative Learning Trilemma with Denoising Diffusion GANs](https://mlsanity.com/paper/2112.07804/) (2021)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [A Unified Model for Multi-class Anomaly Detection](https://mlsanity.com/paper/2206.03687/) (2022)
- [Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications](https://mlsanity.com/paper/1802.03903/) (2018)
- [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)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [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)
- [Learning Graph Structures with Transformer for Multivariate Time Series Anomaly Detection in IoT](https://mlsanity.com/paper/2104.03466/) (2021)
- [TadGAN: Time Series Anomaly Detection Using Generative Adversarial Networks](https://mlsanity.com/paper/2009.07769/) (2020)
- [TAnoGAN: Time Series Anomaly Detection with Generative Adversarial Networks](https://mlsanity.com/paper/2008.09567/) (2020)
- [Decoder Denoising Pretraining for Semantic Segmentation](https://mlsanity.com/paper/2205.11423/) (2022)

## Built on by (most cited first, 10 of 10)

- [A Survey on Diffusion Models for Time Series and Spatio-Temporal Data](https://mlsanity.com/paper/2404.18886/) (2024)
- [Anomaly Detection and Generation with Diffusion Models: A Survey](https://mlsanity.com/paper/2506.09368/) (2025)
- [Mamba Adaptive Anomaly Transformer with association discrepancy for time series](https://mlsanity.com/paper/2502.07858/) (2025)
- [UnitNorm: Rethinking Normalization for Transformers in Time Series](https://mlsanity.com/paper/2405.15903/) (2024)
- [Diffusion-based Adversarial Purification for Intrusion Detection](https://mlsanity.com/paper/2406.17606/) (2024)
- [Fault Detection in Mobile Networks Using Diffusion Models](https://mlsanity.com/paper/2404.09240/) (2024)
- [Diffusion-based translation between unpaired spontaneous premature neonatal EEG and fetal MEG](https://mlsanity.com/paper/2507.14224/) (2025)
- [Transformer-based Diffusion models for Hydrological Time Series Probabilistic Imputation and Forecasting](https://mlsanity.com/paper/2607.21200/) (2026)
- [Physics-informed Diffusion Generative Model for Time-Series Data Synthesis in Dynamic Systems](https://mlsanity.com/paper/2608.10941/) (2026)
- [NV-Tesseract-AD: Curriculum-Enhanced Conditional Diffusion for Multivariate Time-Series Anomaly Detection](https://mlsanity.com/paper/2610.12754/) (2026)

## Abstract (arXiv)

Anomaly detection in multivariate time series has emerged as a crucial challenge in time series research, with significant research implications in various fields such as fraud detection, fault diagnosis, and system state estimation. Reconstruction-based models have shown promising potential in recent years for detecting anomalies in time series data. However, due to the rapid increase in data scale and dimensionality, the issues of noise and Weak Identity Mapping (WIM) during time series reconstruction have become increasingly pronounced. To address this, we introduce a novel Adaptive Dynamic Neighbor Mask (ADNM) mechanism and integrate it with the Transformer and Denoising Diffusion Model, creating a new framework for multivariate time series anomaly detection, named Denoising Diffusion Mask Transformer (DDMT). The ADNM module is introduced to mitigate information leakage between input and output features during data reconstruction, thereby alleviating the problem of WIM during reconstruction. The Denoising Diffusion Transformer (DDT) employs the Transformer as an internal neural network structure for Denoising Diffusion Model. It learns the stepwise generation process of time series data to model the probability distribution of the data, capturing normal data patterns and progressively restoring time series data by removing noise, resulting in a clear recovery of anomalies. To the best of our knowledge, this is the first model that combines Denoising Diffusion Model and the Transformer for multivariate time series anomaly detection. Experimental evaluations were conducted on five publicly available multivariate time series anomaly detection datasets. The results demonstrate that the model effectively identifies anomalies in time series data, achieving state-of-the-art performance in anomaly detection.