1. CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching
- Author
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Wu, Xingjian, Qiu, Xiangfei, Li, Zhengyu, Wang, Yihang, Hu, Jilin, Guo, Chenjuan, Xiong, Hui, and Yang, Bin
- Subjects
Computer Science - Machine Learning ,Computer Science - Artificial Intelligence - Abstract
Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning nomral patterns in the frequency domain to detect diverse abnormal subsequences, achieve promising resutls, 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 9 real-world datasets and 12 synthetic datasets demonstrate that CATCH achieves state-of-the-art performance.
- Published
- 2024