The topic of Multivariate Time Series Anomaly Detection (MTSAD) has grown rapidly over the past years, with a steady rise in publications and Deep Learning (DL) models becoming the dominant paradigm. To address the lack of systematization in the field, this study introduces a novel and unified taxonomy with eleven dimensions over three parts (Input, Output and Model) for the categorization of DL-based MTSAD methods. The dimensions were established in a two-fold approach. First, they derived from a comprehensive analysis of methodological studies. Second, insights from review papers were incorporated. Furthermore, the proposed taxonomy was validated using an additional set of recent publications, providing a clear overview of methodological trends in MTSAD. Results reveal a convergence toward Transformer-based and reconstruction and prediction models, setting the foundation for emerging adaptive and generative trends. Building on and complementing existing surveys, this unified taxonomy is designed to accommodate future developments, allowing for new categories or dimensions to be added as the field progresses. This work thus consolidates fragmented knowledge in the field and provides a reference point for future research in MTSAD.

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem. However, these methods still suffer from an over-generalization issue and fail to deliver consistently high performance. To address this issue, we propose the MEMTO, a memory-guided Transformer using a reconstruction-based approach. It is designed to incorporate a novel memory module that can learn the degree to which each memory item should be updated in response to the input data. To stabilize the training procedure, we use a two-phase training paradigm which involves using K-means clustering for initializing memory items. Additionally, we introduce a bi-dimensional deviation-based detection criterion that calculates anomaly scores considering both input space and latent space. We evaluate our proposed method on five real-world datasets from diverse domains, and it achieves an average anomaly detection F1-score of 95.74%, significantly outperforming the previous state-of-the-art methods. We also conduct extensive experiments to empirically validate the effectiveness of our proposed model's key components.

Corresponding Author Abstract --Time series anomaly detection holds notable importance for risk identification and fault detection across diverse application domains. Unsupervised learning methods have become popular because they have no requirement for labels. However, due to the challenges posed by the multiplicity of abnormal patterns, the sparsity of anomalies, and the growth of data scale and complexity, these methods often fail to capture robust and representative dependencies within the time series for identifying anomalies. T o enhance the ability of models to capture normal patterns of time series and avoid the retrogression of modeling ability triggered by the dependencies on high-quality prior knowledge, we propose a differencing-based contrastive representation learning framework for time series anomaly detection (DConAD). Specifically, DConAD generates differential data to provide additional information about time series and utilizes transformer-based architecture to capture spatiotemporal dependencies, which enhances the robustness of unbiased representation learning ability. Furthermore, DConAD implements a novel KL divergence-based contrastive learning paradigm that only uses positive samples to avoid deviation from reconstruction and deploys the stop-gradient strategy to compel convergence. Extensive experiments on five public datasets show the superiority and effectiveness of DConAD compared with nine baselines. The code is available at https://github.com/shaieesss/

Time series anomaly detection is crucial for maintaining stable systems. Existing methods face two main challenges. First, it is difficult to directly model the dependencies of diverse and complex patterns within the sequences. Second, many methods that optimize parameters using mean squared error struggle with noise in the time series, leading to performance deterioration. To address these challenges, we propose a transformer-based framework built on decomposition (TransDe) for multivariate time series anomaly detection. The key idea is to combine the strengths of time series decomposition and transformers to effectively learn the complex patterns in normal time series data. A multi-scale patch-based transformer architecture is proposed to exploit the representative dependencies of each decomposed component of the time series. Furthermore, a contrastive learn paradigm based on patch operation is proposed, which leverages KL divergence to align the positive pairs, namely the pure representations of normal patterns between different patch-level views. A novel asynchronous loss function with a stop-gradient strategy is further introduced to enhance the performance of TransDe effectively. It can avoid time-consuming and labor-intensive computation costs in the optimization process. Extensive experiments on five public datasets are conducted and TransDe shows superiority compared with twelve baselines in terms of F1 score. Our code is available at https://github.com/shaieesss/TransDe.

Multivariate time series anomaly detection is essential for failure management in web application operations, as it directly influences the effectiveness and timeliness of implementing remedial or preventive measures. This task is often framed as a semi-supervised learning problem, where only normal data are available for model training, primarily due to the labor-intensive nature of data labeling and the scarcity of anomalous data. Existing semi-supervised methods often detect anomalies by capturing intra-variate temporal dependencies and/or inter-variate relationships to learn normal patterns, flagging timestamps that deviate from these patterns as anomalies. However, these approaches often fail to capture salient intra-variate temporal and inter-variate dependencies in time series due to their focus on excessively fine granularity, leading to suboptimal performance. In this study, we introduce MtsCID, a novel semi-supervised multivariate time series anomaly detection method. MtsCID employs a dual network architecture: one network operates on the attention maps of multi-scale intra-variate patches for coarse-grained temporal dependency learning, while the other works on variates to capture coarse-grained inter-variate relationships through convolution and interaction with sinusoidal prototypes. This design enhances the ability to capture the patterns from both intra-variate temporal dependencies and inter-variate relationships, resulting in improved performance. Extensive experiments across seven widely used datasets demonstrate that MtsCID achieves performance comparable or superior to state-of-the-art benchmark methods.

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem. However, these methods still suffer from an over-generalization issue and fail to deliver consistently high performance. To address this issue, we propose the MEMTO, a memory-guided Transformer using a reconstruction-based approach. It is designed to incorporate a novel memory module that can learn the degree to which each memory item should be updated in response to the input data. To stabilize the training procedure, we use a two-phase training paradigm which involves using K-means clustering for initializing memory items.

Multivariate time series anomaly detection is a crucial problem in many industrial and research applications. Timely detection of anomalies allows, for instance, to prevent defects in manufacturing processes and failures in cyberphysical systems. Deep learning methods are preferred among others for their accuracy and robustness for the analysis of complex multivariate data. However, a key aspect is being able to extract predictions in a timely manner, to accommodate real-time requirements in different applications. In the case of deep learning models, model reduction is extremely important to achieve optimal results in real-time systems with limited time and memory constraints. In this paper, we address this issue by proposing a novel compression method for deep autoencoders that involves three key factors. First, pruning reduces the number of weights, while preventing catastrophic drops in accuracy by means of a fast search process that identifies high sparsity levels. Second, linear and non-linear quantization reduces model complexity by reducing the number of bits for every single weight. The combined contribution of these three aspects allow the model size to be reduced, by removing a subset of the weights (pruning), and decreasing their bit-width (quantization). As a result, the compressed model is faster and easier to adopt in highly constrained hardware environments. Experiments performed on popular multivariate anomaly detection benchmarks, show that our method is capable of achieving significant model compression ratio (between 80% and 95%) without a significant reduction in the anomaly detection performance.