Many unsupervised methods have recently been proposed for multivariate time series anomaly detection. However, existing works mainly focus on stable data yet often omit the drift generated from non-stationary environments, which may lead to numerous false alarms. We propose Dynamic Decomposition with Diffusion Reconstruction (D3R), a novel anomaly detection network for real-world unstable data to fill the gap. D3R tackles the drift via decomposition and reconstruction. In the decomposition procedure, we utilize data-time mix-attention to dynamically decompose long-period multivariate time series, overcoming the limitation of the local sliding window.

All the source code can be found at our project website https://sites.google.com/view/ In order to prove Theorem 1, we introduce the following lemma, which uses Assumption 1. Lemma 1. The proof is largely based on [2]. Let Hd = H Hbe a vector-valued RKHS, and F[f] be a functional of f. Pure Task Expansion Results on MPE: VACL contains entity progression in the result of Figure 1. To specifically study the performance of task expansion, we exclude entity progression module from VACL and compare with baselines in Simple-Spread with n= 4 and Push-Ball with n= 2. For a fair comparison, we also provide additional experiments to combine GoalGAN and AMIGo with the initial knowledge of easy tasks.