Model selection has been raised as an essential problem in the area of time series anomaly detection (TSAD), because there is no single best TSAD model for the highly heterogeneous time series in real-world applications. However, despite the success of existing model selection solutions that train a classification model (especially neural network, NN) using historical data as a selector to predict the correct TSAD model for each series, the NN-based selector learning methods used by existing solutions do not make full use of the knowledge in the historical data and require iterating over all training samples, which limits the accuracy and training speed of the selector. To address these limitations, we propose KDSelector, a novel knowledge-enhanced and data-efficient framework for learning the NN-based TSAD model selector, of which three key components are specifically designed to integrate available knowledge into the selector and dynamically prune less important and redundant samples during the learning. We develop a TSAD model selection system with KDSelector as the internal, to demonstrate how users improve the accuracy and training speed of their selectors by using KDSelector as a plug-and-play module. Our demonstration video is hosted at https://youtu.be/2uqupDWvTF0.

Training in unsupervised time series anomaly detection is constantly plagued by the discrimination between harmful `anomaly contaminations' and beneficial `hard normal samples'. These two samples exhibit analogous loss behavior that conventional loss-based methodologies struggle to differentiate. To tackle this problem, we propose a novel approach that supplements traditional loss behavior with `parameter behavior', enabling a more granular characterization of anomalous patterns. Parameter behavior is formalized by measuring the parametric response to minute perturbations in input samples. Leveraging the complementary nature of parameter and loss behaviors, we further propose a dual Parameter-Loss Data Augmentation method (termed PLDA), implemented within the reinforcement learning paradigm. During the training phase of anomaly detection, PLDA dynamically augments the training data through an iterative process that simultaneously mitigates anomaly contaminations while amplifying informative hard normal samples. PLDA demonstrates remarkable versatility, which can serve as an additional component that seamlessly integrated with existing anomaly detectors to enhance their detection performance. Extensive experiments on ten datasets show that PLDA significantly improves the performance of four distinct detectors by up to 8\%, outperforming three state-of-the-art data augmentation methods.

Time series anomaly detection (TSAD) is an important data mining task with numerous applications in the IoT era. In recent years, a large number of deep neural network-based methods have been proposed, demonstrating significantly better performance than conventional methods on addressing challenging TSAD problems in a variety of areas. Nevertheless, these deep TSAD methods typically rely on a clean training dataset that is not polluted by anomalies to learn the "normal profile" of the underlying dynamics. This requirement is nontrivial since a clean dataset can hardly be provided in practice. Moreover, without the awareness of their robustness, blindly applying deep TSAD methods with potentially contaminated training data can possibly incur significant performance degradation in the detection phase. In this work, to tackle this important challenge, we firstly investigate the robustness of commonly used deep TSAD methods with contaminated training data which provides a guideline for applying these methods when the provided training data are not guaranteed to be anomaly-free. Furthermore, we propose a model-agnostic method which can effectively improve the robustness of learning mainstream deep TSAD models with potentially contaminated data. Experiment results show that our method can consistently prevent or mitigate performance degradation of mainstream deep TSAD models on widely used benchmark datasets.