학술논문

Temporal-Frequency Masked Autoencoders for Time Series Anomaly Detection
Document Type
Conference
Source
2024 IEEE 40th International Conference on Data Engineering (ICDE) ICDE Data Engineering (ICDE), 2024 IEEE 40th International Conference on. :1228-1241 May, 2024
Subject
Computing and Processing
Training
Time-frequency analysis
Time series analysis
Transformers
Linear programming
Data engineering
Task analysis
time series anomaly detection
temporal-frequency analysis
masked autoencoder
Language
ISSN
2375-026X
Abstract
In the era of observability, massive amounts of time series data have been collected to monitor the running status of the target system, where anomaly detection serves to identify observations that differ significantly from the remaining ones and is of utmost importance to enable value extraction from such data. While existing reconstruction-based methods have demonstrated favorable detection capabilities in the absence of labeled data, they still encounter issues of training bias on abnormal times and distribution shifts within time series. To address these issues, we propose a simple yet effective Temporal-Frequency Masked AutoEncoder (TFMAE) to detect anomalies in time series through a contrastive criterion. Specifically, TFMAE uses two Transformer-based autoencoders that respectively incorporate a window-based temporal masking strategy and an amplitude-based frequency masking strategy to learn knowledge without abnormal bias and reconstruct anomalies by the extracted normal information. Moreover, the dual autoencoder undergoes training through a contrastive objective function, which minimizes the discrepancy of representations from temporal-frequency masked autoencoders to highlight anomalies, as it helps alleviate the negative impact of distribution shifts. Finally, to prevent over-fitting, TFMAE adopts adversarial training during the training phase. Extensive experiments conducted on seven datasets provide evidence that our model is able to surpass the state-of-the-art in terms of anomaly detection accuracy.