# Real-Time Proactive Anomaly Detection via Forward and Backward Forecast Modeling

arXiv: https://arxiv.org/abs/2602.11539 · HTML: https://mlsanity.com/paper/2602.11539/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 22 references that are in the map.
- First posted on arXiv 12 Feb 2026.

## Builds on (most cited first, 12 of 12)

- [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)
- [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)
- [Graph Neural Network-Based Anomaly Detection in Multivariate Time Series](https://mlsanity.com/paper/2106.06947/) (2021)
- [TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data](https://mlsanity.com/paper/2201.07284/) (2022)
- [ECOD: Unsupervised Outlier Detection Using Empirical Cumulative Distribution Functions](https://mlsanity.com/paper/2201.00382/) (2022)
- [Learning Graph Structures with Transformer for Multivariate Time Series Anomaly Detection in IoT](https://mlsanity.com/paper/2104.03466/) (2021)
- [Towards a Rigorous Evaluation of Time-series Anomaly Detection](https://mlsanity.com/paper/2109.05257/) (2021)
- [An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series](https://mlsanity.com/paper/2109.11428/) (2021)
- [RePAD: Real-time Proactive Anomaly Detection for Time Series](https://mlsanity.com/paper/2001.08922/) (2020)
- [Possibility for Proactive Anomaly Detection](https://mlsanity.com/paper/2504.11623/) (2025)

## Abstract (arXiv)

Reactive anomaly detection methods, which are commonly deployed to identify anomalies after they occur based on observed deviations, often fall short in applications that demand timely intervention, such as industrial monitoring, finance, and cybersecurity. Proactive anomaly detection, by contrast, aims to detect early warning signals before failures fully manifest, but existing methods struggle with handling heterogeneous multivariate data and maintaining precision under noisy or unpredictable conditions. In this work, we introduce two proactive anomaly detection frameworks: the Forward Forecasting Model (FFM) and the Backward Reconstruction Model (BRM). Both models leverage a hybrid architecture combining Temporal Convolutional Networks (TCNs), Gated Recurrent Units (GRUs), and Transformer encoders to model directional temporal dynamics. FFM forecasts future sequences to anticipate disruptions, while BRM reconstructs recent history from future context to uncover early precursors. Anomalies are flagged based on forecasting error magnitudes and directional embedding discrepancies. Our models support both continuous and discrete multivariate features, enabling robust performance in real-world settings. Extensive experiments on four benchmark datasets, MSL, SMAP, SMD, and PSM, demonstrate that FFM and BRM outperform state-of-the-art baselines across detection metrics and significantly improve the timeliness of anomaly anticipation. These properties make our approach well-suited for deployment in time-sensitive domains requiring proactive monitoring.