# Weakly Augmented Variational Autoencoder in Time Series Anomaly Detection

arXiv: https://arxiv.org/abs/2401.03341 · HTML: https://mlsanity.com/paper/2401.03341/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 36 of its 58 references that are in the map.
- First posted on arXiv 7 Jan 2024.

## Builds on (most cited first, 30 of 36)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Generating Diverse High-Fidelity Images with VQ-VAE-2](https://mlsanity.com/paper/1906.00446/) (2019)
- [Modeling Tabular data using Conditional GAN](https://mlsanity.com/paper/1907.00503/) (2019)
- [NVAE: A Deep Hierarchical Variational Autoencoder](https://mlsanity.com/paper/2007.03898/) (2020)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [TabDDPM: Modelling Tabular Data with Diffusion Models](https://mlsanity.com/paper/2209.15421/) (2022)
- [A Recurrent Latent Variable Model for Sequential Data](https://mlsanity.com/paper/1506.02216/) (2015)
- [CLUB: A Contrastive Log-ratio Upper Bound of Mutual Information](https://mlsanity.com/paper/2006.12013/) (2020)
- [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)
- [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 Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data](https://mlsanity.com/paper/1811.08055/) (2018)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [Recent Advances in Autoencoder-Based Representation Learning](https://mlsanity.com/paper/1812.05069/) (2018)
- [InfoVAE: Information Maximizing Variational Autoencoders](https://mlsanity.com/paper/1706.02262/) (2017)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [Unsupervised Time-Series Representation Learning with Iterative Bilinear Temporal-Spectral Fusion](https://mlsanity.com/paper/2202.04770/) (2022)
- [Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement](https://mlsanity.com/paper/2301.03028/) (2023)
- [DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models](https://mlsanity.com/paper/2301.13629/) (2023)
- [SQ-VAE: Variational Bayes on Discrete Representation with Self-annealed Stochastic Quantization](https://mlsanity.com/paper/2205.07547/) (2022)
- [Bayesian Flow Networks](https://mlsanity.com/paper/2308.07037/) (2023)
- [Decoupling Local and Global Representations of Time Series](https://mlsanity.com/paper/2202.02262/) (2022)
- [Nominality Score Conditioned Time Series Anomaly Detection by Point/Sequential Reconstruction](https://mlsanity.com/paper/2310.15416/) (2023)
- [Robust Variational Autoencoders for Outlier Detection and Repair of Mixed-Type Data](https://mlsanity.com/paper/1907.06671/) (2019)
- [Markovian Gaussian Process Variational Autoencoders](https://mlsanity.com/paper/2207.05543/) (2022)
- [Variational Inference based on Robust Divergences](https://mlsanity.com/paper/1710.06595/) (2017)
- [Tree Variational Autoencoders](https://mlsanity.com/paper/2306.08984/) (2023)
- [C-Disentanglement: Discovering Causally-Independent Generative Factors under an Inductive Bias of Confounder](https://mlsanity.com/paper/2310.17325/) (2023)

## Built on by (most cited first, 2 of 2)

- [FedSI: Federated Subnetwork Inference for Efficient Uncertainty Quantification](https://mlsanity.com/paper/2404.15657/) (2024)
- [Unsupervised Anomaly Detection in Process-Complex Industrial Time Series: A Real-World Case Study](https://mlsanity.com/paper/2604.13928/) (2026)

## Abstract (arXiv)

Due to their unsupervised training and uncertainty estimation, deep Variational Autoencoders (VAEs) have become powerful tools for reconstruction-based Time Series Anomaly Detection (TSAD). Existing VAE-based TSAD methods, either statistical or deep, tune meta-priors to estimate the likelihood probability for effectively capturing spatiotemporal dependencies in the data. However, these methods confront the challenge of inherent data scarcity, which is often the case in anomaly detection tasks. Such scarcity easily leads to latent holes, discontinuous regions in latent space, resulting in non-robust reconstructions on these discontinuous spaces. We propose a novel generative framework that combines VAEs with self-supervised learning (SSL) to address this issue.