SMKC: Sketch Based Kernel Correlation Images for Variable Cardinality Time Series Anomaly Detection
Haokun Zhou

TL;DR
This paper introduces SMKC, a novel framework for anomaly detection in variable cardinality time series that decouples input structure from detection, using sketching and kernel images to handle sensor churn effectively.
Contribution
The paper presents SMKC, a new method that uses permutation-invariant sketching and kernel images to detect anomalies in time series with changing variable sets, without extensive training.
Findings
Random projections with nearest neighbors perform competitively without training.
Log-distance channels are highly effective for discrimination.
Cosine representations often lack sufficient contrast.
Abstract
Conventional anomaly detection in multivariate time series relies on the assumption that the set of observed variables remains static. In operational environments, however, monitoring systems frequently experience sensor churn. Signals may appear, disappear, or be renamed, creating data windows where the cardinality varies and may include values unseen during training. To address this challenge, we propose SMKC, a framework that decouples the dynamic input structure from the anomaly detector. We first employ permutation-invariant feature hashing to sketch raw inputs into a fixed size state sequence. We then construct a hybrid kernel image to capture global temporal structure through pairwise comparisons of the sequence and its derivatives. The model learns normal patterns using masked reconstruction and a teacher-student prediction objective. Our evaluation reveals that robust…
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Taxonomy
TopicsAnomaly Detection Techniques and Applications · Time Series Analysis and Forecasting · Software System Performance and Reliability
