Unsupervised anomaly detection of multivariate time series is a challenging task, given the requirements of deriving a compact detection criterion without accessing the anomaly points. The existing methods are mainly based on reconstruction error or association divergence, which are both confined to isolated subsequences with limited horizons, hardly promising unified series-level criterion. In this paper, we propose the Global Dictionary-enhanced Transformer (GDformer) with a renovated dictionary-based cross attention mechanism to cultivate the global representations shared by all normal points in the entire series. Accordingly, the cross-attention maps reflect the correlation weights between the point and global representations, which naturally leads to the representation-wise similarity-based detection criterion. To foster more compact detection boundary, prototypes are introduced to capture the distribution of normal point-global correlation weights. GDformer consistently achieves state-of-the-art unsupervised anomaly detection performance on five real-world benchmark datasets. Further experiments validate the global dictionary has great transferability among various datasets. The code is available at https://github.com/yuppielqx/GDformer.

Trajectory anomaly detection, aiming to estimate the anomaly risk of trajectories given the Source-Destination (SD) pairs, has become a critical problem for many real-world applications. Existing solutions directly train a generative model for observed trajectories and calculate the conditional generative probability $P({T}|{C})$ as the anomaly risk, where ${T}$ and ${C}$ represent the trajectory and SD pair respectively. However, we argue that the observed trajectories are confounded by road network preference which is a common cause of both SD distribution and trajectories. Existing methods ignore this issue limiting their generalization ability on out-of-distribution trajectories. In this paper, we define the debiased trajectory anomaly detection problem and propose a causal implicit generative model, namely CausalTAD, to solve it. CausalTAD adopts do-calculus to eliminate the confounding bias of road network preference and estimates $P({T}|do({C}))$ as the anomaly criterion. Extensive experiments show that CausalTAD can not only achieve superior performance on trained trajectories but also generally improve the performance of out-of-distribution data, with improvements of $2.1\% \sim 5.7\%$ and $10.6\% \sim 32.7\%$ respectively.

Flight trajectory data plays a vital role in the traffic management community, especially for downstream tasks such as trajectory prediction, flight recognition, and anomaly detection. Existing works often utilize handcrafted features and design models for different tasks individually, which heavily rely on domain expertise and are hard to extend. We argue that different flight analysis tasks share the same useful features of the trajectory. Jointly learning a unified representation for flight trajectories could be beneficial for improving the performance of various tasks. However, flight trajectory representation learning (TRL) faces two primary challenges, \ie unbalanced behavior density and 3D spatial continuity, which disable recent general TRL methods. In this paper, we propose Flight2Vec , a flight-specific representation learning method to address these challenges. Specifically, a behavior-adaptive patching mechanism is used to inspire the learned representation to pay more attention to behavior-dense segments. Moreover, we introduce a motion trend learning technique that guides the model to memorize not only the precise locations, but also the motion trend to generate better representations. Extensive experimental results demonstrate that Flight2Vec significantly improves performance in downstream tasks such as flight trajectory prediction, flight recognition, and anomaly detection.

Root Cause Analysis (RCA) aims at identifying the underlying causes of system faults by uncovering and analyzing the causal structure from complex systems. It has been widely used in many application domains. Reliable diagnostic conclusions are of great importance in mitigating system failures and financial losses. However, previous studies implicitly assume a full observation of the system, which neglect the effect of partial observation (i.e., missing nodes and latent malfunction). As a result, they fail in deriving reliable RCA results. In this paper, we unveil the issues of unobserved confounders and heterogeneity in partial observation and come up with a new problem of root cause analysis with partially observed data. To achieve this, we propose PORCA, a novel RCA framework which can explore reliable root causes under both unobserved confounders and unobserved heterogeneity. PORCA leverages magnified score-based causal discovery to efficiently optimize acyclic directed mixed graph under unobserved confounders. In addition, we also develop a heterogeneity-aware scheduling strategy to provide adaptive sample weights. Extensive experimental results on one synthetic and two real-world datasets demonstrate the effectiveness and superiority of the proposed framework.

Detecting anomaly edges for dynamic graphs aims to identify edges significantly deviating from the normal pattern and can be applied in various domains, such as cybersecurity, financial transactions and AIOps. With the evolving of time, the types of anomaly edges are emerging and the labeled anomaly samples are few for each type. Current methods are either designed to detect randomly inserted edges or require sufficient labeled data for model training, which harms their applicability for real-world applications. In this paper, we study this problem by cooperating with the rich knowledge encoded in large language models(LLMs) and propose a method, namely AnomalyLLM. To align the dynamic graph with LLMs, AnomalyLLM pre-trains a dynamic-aware encoder to generate the representations of edges and reprograms the edges using the prototypes of word embeddings. Along with the encoder, we design an in-context learning framework that integrates the information of a few labeled samples to achieve few-shot anomaly detection. Experiments on four datasets reveal that AnomalyLLM can not only significantly improve the performance of few-shot anomaly detection, but also achieve superior results on new anomalies without any update of model parameters.

Multivariate Time Series (MTS) widely exists in real-word complex systems, such as traffic and energy systems, making their forecasting crucial for understanding and influencing these systems. Recently, deep learning-based approaches have gained much popularity for effectively modeling temporal and spatial dependencies in MTS, specifically in Long-term Time Series Forecasting (LTSF) and Spatial-Temporal Forecasting (STF). However, the fair benchmarking issue and the choice of technical approaches have been hotly debated in related work. Such controversies significantly hinder our understanding of progress in this field. Thus, this paper aims to address these controversies to present insights into advancements achieved. To resolve benchmarking issues, we introduce BasicTS, a benchmark designed for fair comparisons in MTS forecasting. BasicTS establishes a unified training pipeline and reasonable evaluation settings, enabling an unbiased evaluation of over 30 popular MTS forecasting models on more than 18 datasets. Furthermore, we highlight the heterogeneity among MTS datasets and classify them based on temporal and spatial characteristics. We further prove that neglecting heterogeneity is the primary reason for generating controversies in technical approaches. Moreover, based on the proposed BasicTS and rich heterogeneous MTS datasets, we conduct an exhaustive and reproducible performance and efficiency comparison of popular models, providing insights for researchers in selecting and designing MTS forecasting models.

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is extremely valuable for various applications. Thus, different temporal data analysis tasks, eg, classification, clustering and prediction, have been proposed in the past decades. Among them, causal discovery, learning the causal relations from temporal data, is considered an interesting yet critical task and has attracted much research attention. Existing causal discovery works can be divided into two highly correlated categories according to whether the temporal data is calibrated, ie, multivariate time series causal discovery, and event sequence causal discovery. However, most previous surveys are only focused on the time series causal discovery and ignore the second category. In this paper, we specify the correlation between the two categories and provide a systematical overview of existing solutions. Furthermore, we provide public datasets, evaluation metrics and new perspectives for temporal data causal discovery.

Multi-touch attribution (MTA), aiming to estimate the contribution of each advertisement touchpoint in conversion journeys, is essential for budget allocation and automatically advertising. Existing methods first train a model to predict the conversion probability of the advertisement journeys with historical data and calculate the attribution of each touchpoint using counterfactual predictions. An assumption of these works is the conversion prediction model is unbiased, i.e., it can give accurate predictions on any randomly assigned journey, including both the factual and counterfactual ones. Nevertheless, this assumption does not always hold as the exposed advertisements are recommended according to user preferences. This confounding bias of users would lead to an out-of-distribution (OOD) problem in the counterfactual prediction and cause concept drift in attribution. In this paper, we define the causal MTA task and propose CausalMTA to eliminate the influence of user preferences. It systemically eliminates the confounding bias from both static and dynamic preferences to learn the conversion prediction model using historical data. We also provide a theoretical analysis to prove CausalMTA can learn an unbiased prediction model with sufficient data. Extensive experiments on both public datasets and the impression data in an e-commerce company show that CausalMTA not only achieves better prediction performance than the state-of-the-art method but also generates meaningful attribution credits across different advertising channels.