Benchmarking Inductive Biases for Multivariate Time-Series Anomaly Detection with a Robust Multi-View Channel-Graph Detector
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Abstract (arXiv)
We present a unified experiment, analysis, and benchmark study of multivariate time-series (MTS) anomaly detection. Ten family-representative detectors -- spanning statistical, reconstruction, association, frequency, and generic-transformer families -- are evaluated on five datasets (SMD, MSL, SMAP, PSM, and MSDS) under effectiveness, efficiency, robustness, and cross-dataset generalisation. All methods share the same windowing, scoring, hardware, and metric protocols. Effectiveness, ablation, and robustness use three random seeds; cross-dataset transfer uses seed~0 because each extra seed requires 250 source-target evaluations. The benchmark yields three method-independent findings: no single-bias baseline dominates; absolute perturbation VUS-ROC is more informative than retention ratios; and MSDS behaves as an event-dense deployment workload rather than a sparse point-anomaly benchmark. Under this protocol we also introduce ours, an adaptive detector family combining a NOTEARS-constrained directed channel-graph view with optional patch-attention and temporal-association views. ours achieves the best macro-average VUS-ROC (0.675, +5.1~pt over the second-best LSTM-AE), ranks first overall, and reaches the top-3 on all five datasets. Its wins on MSL and MSDS are narrow, while its average and robustness gains are larger: under the same three-seed robustness protocol for every method, it obtains the strongest absolute VUS-ROC across noise, channel dropout, and time-shift perturbations. We release the MSDS preprocessing protocol, configurations, scripts, and seed-level metric dumps.
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References · 14
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- 2021Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancycited by 387
- 2021Graph Neural Network-Based Anomaly Detection in Multivariate Time Seriescited by 300
- 2016LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detectioncited by 213
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- 2020Multivariate Time-series Anomaly Detection via Graph Attention Networkcited by 165
- 2023DCdetector: Dual Attention Contrastive Representation Learning for Time Series Anomaly Detectioncited by 103
- 2021Towards a Rigorous Evaluation of Time-series Anomaly Detectioncited by 95
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