# CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching

arXiv: https://arxiv.org/abs/2410.12261 · HTML: https://mlsanity.com/paper/2410.12261/

## Key facts

- Cited by 94 papers in the map (data through 14 Oct 2026).
- Builds on 41 of its 103 references that are in the map.
- First posted on arXiv 16 Oct 2024.

## Builds on (most cited first, 30 of 41)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Momentum Contrast for Unsupervised Visual Representation Learning](https://mlsanity.com/paper/1911.05722/) (2019)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Categorical Reparameterization with Gumbel-Softmax](https://mlsanity.com/paper/1611.01144/) (2016)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [Transformers are SSMs: Generalized Models and Efficient Algorithms Through Structured State Space Duality](https://mlsanity.com/paper/2405.21060/) (2024)
- [Instance Normalization: The Missing Ingredient for Fast Stylization](https://mlsanity.com/paper/1607.08022/) (2016)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [How Do Vision Transformers Work?](https://mlsanity.com/paper/2202.06709/) (2022)
- [Graph Neural Network-Based Anomaly Detection in Multivariate Time Series](https://mlsanity.com/paper/2106.06947/) (2021)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [Multivariate Time-series Anomaly Detection via Graph Attention Network](https://mlsanity.com/paper/2009.02040/) (2020)
- [Time-Series Anomaly Detection Service at Microsoft](https://mlsanity.com/paper/1906.03821/) (2019)
- [Anti-Oversmoothing in Deep Vision Transformers via the Fourier Domain Analysis: From Theory to Practice](https://mlsanity.com/paper/2203.05962/) (2022)
- [CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning](https://mlsanity.com/paper/2403.07300/) (2024)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting](https://mlsanity.com/paper/2402.05956/) (2024)
- [DCdetector: Dual Attention Contrastive Representation Learning for Time Series Anomaly Detection](https://mlsanity.com/paper/2306.10347/) (2023)
- [The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2304.05206/) (2023)
- [Local Evaluation of Time Series Anomaly Detection Algorithms](https://mlsanity.com/paper/2206.13167/) (2022)
- [FreDF: Learning to Forecast in the Frequency Domain](https://mlsanity.com/paper/2402.02399/) (2024)
- [Precision and Recall for Time Series](https://mlsanity.com/paper/1803.03639/) (2018)
- [TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting](https://mlsanity.com/paper/2410.11802/) (2024)
- [LightTS: Lightweight Time Series Classification with Adaptive Ensemble Distillation -- Extended Version](https://mlsanity.com/paper/2302.12721/) (2023)
- [DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction](https://mlsanity.com/paper/2308.03274/) (2023)
- [TFAD: A Decomposition Time Series Anomaly Detection Architecture with Time-Frequency Analysis](https://mlsanity.com/paper/2210.09693/) (2022)

## Built on by (most cited first, 30 of 94)

- [DBLoss: Decomposition-based Loss Function for Time Series Forecasting](https://mlsanity.com/paper/2510.23672/) (2025)
- [OFFSET: Segmentation-based Focus Shift Revision for Composed Image Retrieval](https://mlsanity.com/paper/2507.05631/) (2025)
- [Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective](https://mlsanity.com/paper/2510.14510/) (2025)
- [HUD: Hierarchical Uncertainty-Aware Disambiguation Network for Composed Video Retrieval](https://mlsanity.com/paper/2512.02792/) (2025)
- [EasyTime: Time Series Forecasting Made Easy](https://mlsanity.com/paper/2412.17603/) (2024)
- [LightGTS: A Lightweight General Time Series Forecasting Model](https://mlsanity.com/paper/2506.06005/) (2025)
- [Aurora: Towards Universal Generative Multimodal Time Series Forecasting](https://mlsanity.com/paper/2509.22295/) (2025)
- [Air Quality Prediction with Physics-Guided Dual Neural ODEs in Open Systems](https://mlsanity.com/paper/2410.19892/) (2024)
- [Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecasting](https://mlsanity.com/paper/2509.14181/) (2025)
- [SSD-TS: Exploring the Potential of Linear State Space Models for Diffusion Models in Time Series Imputation](https://mlsanity.com/paper/2410.13338/) (2024)
- [GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2603.08032/) (2026)
- [CRISP-SAM2: SAM2 with Cross-Modal Interaction and Semantic Prompting for Multi-Organ Segmentation](https://mlsanity.com/paper/2506.23121/) (2025)
- [CrossAD: Time Series Anomaly Detection with Cross-scale Associations and Cross-window Modeling](https://mlsanity.com/paper/2510.12489/) (2025)
- [Towards Foundation Models for Zero-Shot Time Series Anomaly Detection: Leveraging Synthetic Data and Relative Context Discrepancy](https://mlsanity.com/paper/2509.21190/) (2025)
- [MAESTRO : Adaptive Sparse Attention and Robust Learning for Multimodal Dynamic Time Series](https://mlsanity.com/paper/2509.25278/) (2025)
- [Bridging Time and Frequency: A Joint Modeling Framework for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2602.00582/) (2026)
- [Learning Generalizable Skills from Offline Multi-Task Data for Multi-Agent Cooperation](https://mlsanity.com/paper/2503.21200/) (2025)
- [K2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2505.23017/) (2025)
- [ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2509.23313/) (2025)
- [Selective Learning for Deep Time Series Forecasting](https://mlsanity.com/paper/2510.25207/) (2025)
- [STAR: Boosting Time Series Foundation Models for Anomaly Detection through State-aware Adapter](https://mlsanity.com/paper/2510.16014/) (2025)
- [PaAno: Patch-Based Representation Learning for Time-Series Anomaly Detection](https://mlsanity.com/paper/2602.01359/) (2026)
- [DDUNet: Dual Dynamic U-Net for Highly-Efficient Cloud Segmentation](https://mlsanity.com/paper/2501.15385/) (2025)
- [AimTS: Augmented Series and Image Contrastive Learning for Time Series Classification](https://mlsanity.com/paper/2504.09993/) (2025)
- [DeepFilter: A Transformer-style Framework for Accurate and Efficient Process Monitoring](https://mlsanity.com/paper/2501.01342/) (2025)
- [Structured Temporal Causality for Interpretable Multivariate Time Series Anomaly Detection](https://mlsanity.com/paper/2510.16511/) (2025)
- [CP2M: Clustered-Patch-Mixed Mosaic Augmentation for Aerial Image Segmentation](https://mlsanity.com/paper/2501.15389/) (2025)
- [Diffusion-Based Image Editing: An Unforeseen Adversary to Robust Invisible Watermarks](https://mlsanity.com/paper/2511.05598/) (2025)
- [FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting](https://mlsanity.com/paper/2512.14253/) (2025)
- [PHAT: Modeling Period Heterogeneity for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2602.00654/) (2026)

## Abstract (arXiv)

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning normal patterns in the frequency domain to detect diverse abnormal subsequences, achieve promising results, while still falling short on capturing fine-grained frequency characteristics and channel correlations. To contend with the limitations, we introduce CATCH, a framework based on frequency patching. We propose to patchify the frequency domain into frequency bands, which enhances its ability to capture fine-grained frequency characteristics. To perceive appropriate channel correlations, we propose a Channel Fusion Module (CFM), which features a patch-wise mask generator and a masked-attention mechanism. Driven by a bi-level multi-objective optimization algorithm, the CFM is encouraged to iteratively discover appropriate patch-wise channel correlations, and to cluster relevant channels while isolating adverse effects from irrelevant channels. Extensive experiments on 10 real-world datasets and 12 synthetic datasets demonstrate that CATCH achieves state-of-the-art performance. We make our code and datasets available at https://github.com/decisionintelligence/CATCH.