DARTs: A Dual-Path Robust Framework for Anomaly Detection in High-Dimensional Multivariate Time Series

TL;DR

DARTs is a novel dual-path framework that effectively captures both short-term and long-term spatiotemporal dependencies in high-dimensional noisy multivariate time series for robust anomaly detection.

Contribution

The paper introduces DARTs, a dual-path architecture with a window-aware fusion mechanism, specifically designed to improve anomaly detection in high-dimensional, noisy multivariate time series.

Findings

Outperforms existing methods on mainstream datasets.

Demonstrates robustness against high noise levels.

Ablation studies confirm the effectiveness of each component.

Abstract

Multivariate time series anomaly detection (MTSAD) aims to accurately identify and localize complex abnormal patterns in the large-scale industrial control systems. While existing approaches excel in recognizing the distinct patterns under the low-dimensional scenarios, they often fail to robustly capture long-range spatiotemporal dependencies when learning representations from the high-dimensional noisy time series. To address these limitations, we propose DARTs, a robust long short-term dual-path framework with window-aware spatiotemporal soft fusion mechanism, which can be primarily decomposed into three complementary components. Specifically, in the short-term path, we introduce a Multi-View Sparse Graph Learner and a Diffusion Multi-Relation Graph Unit that collaborate to adaptively capture hierarchical discriminative short-term spatiotemporal patterns in the high-noise time series. While in the long-term path, we design a Multi-Scale Spatiotemporal Graph Constructor to model salient long-term dynamics within the high-dimensional representation space. Finally, a window-aware spatiotemporal soft-fusion mechanism is introduced to filter the residual noise while seamlessly integrating anomalous patterns. Extensive qualitative and quantitative experimental results across mainstream datasets demonstrate the superiority and robustness of our proposed DARTs. A series of ablation studies are also conducted to explore the crucial design factors of our proposed components. Our code and model will be made publicly open soon.