# Contextual and Seasonal LSTMs for Time Series Anomaly Detection

arXiv: https://arxiv.org/abs/2602.09690 · HTML: https://mlsanity.com/paper/2602.09690/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 23 of its 65 references that are in the map.
- First posted on arXiv 10 Feb 2026.

## Builds on (most cited first, 23 of 23)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [A Unifying Review of Deep and Shallow Anomaly Detection](https://mlsanity.com/paper/2009.11732/) (2020)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [Time Series Data Augmentation for Deep Learning: A Survey](https://mlsanity.com/paper/2002.12478/) (2020)
- [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)
- [Time-Series Anomaly Detection Service at Microsoft](https://mlsanity.com/paper/1906.03821/) (2019)
- [DCdetector: Dual Attention Contrastive Representation Learning for Time Series Anomaly Detection](https://mlsanity.com/paper/2306.10347/) (2023)
- [Evaluating Real-time Anomaly Detection Algorithms - the Numenta Anomaly Benchmark](https://mlsanity.com/paper/1510.03336/) (2015)
- [Time Series Change Point Detection with Self-Supervised Contrastive Predictive Coding](https://mlsanity.com/paper/2011.14097/) (2020)
- [RobustTAD: Robust Time Series Anomaly Detection via Decomposition and Convolutional Neural Networks](https://mlsanity.com/paper/2002.09545/) (2020)
- [RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series](https://mlsanity.com/paper/1812.01767/) (2018)
- [TFAD: A Decomposition Time Series Anomaly Detection Architecture with Time-Frequency Analysis](https://mlsanity.com/paper/2210.09693/) (2022)
- [Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective](https://mlsanity.com/paper/2402.02820/) (2024)
- [KAN-AD: Time Series Anomaly Detection with Kolmogorov-Arnold Networks](https://mlsanity.com/paper/2411.00278/) (2024)
- [Constructing Large-Scale Real-World Benchmark Datasets for AIOps](https://mlsanity.com/paper/2208.03938/) (2022)
- [CAMul: Calibrated and Accurate Multi-view Time-Series Forecasting](https://mlsanity.com/paper/2109.07438/) (2021)
- [Robust Multimodal Failure Detection for Microservice Systems](https://mlsanity.com/paper/2305.18985/) (2023)

## Abstract (arXiv)

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability management. However, existing reconstruction-based and prediction-based methods struggle to capture certain subtle anomalies, particularly small point anomalies and slowly rising anomalies. To address these challenges, we propose a novel prediction-based framework named Contextual and Seasonal LSTMs (CS-LSTMs). CS-LSTMs are built upon a noise decomposition strategy and jointly leverage contextual dependencies and seasonal patterns, thereby strengthening the detection of subtle anomalies. By integrating both time-domain and frequency-domain representations, CS-LSTMs achieve more accurate modeling of periodic trends and anomaly localization. Extensive evaluations on public benchmark datasets demonstrate that CS-LSTMs consistently outperform state-of-the-art methods, highlighting their effectiveness and practical value in robust time series anomaly detection.