Selective Denoising Diffusion Model for Time Series Anomaly Detection

TL;DR

This paper introduces AnomalyFilter, a diffusion-based method for time series anomaly detection that selectively denoises anomalies while preserving normal data, leading to improved detection accuracy.

Contribution

It presents a novel selective denoising diffusion approach tailored for TSAD, focusing on filtering anomalies rather than reconstructing entire instances.

Findings

Achieves low reconstruction error on normal data across five datasets

Outperforms existing diffusion-based TSAD methods

Demonstrates effectiveness of selective denoising in anomaly detection

Abstract

Time series anomaly detection (TSAD) has been an important area of research for decades, with reconstruction-based methods, mostly based on generative models, gaining popularity and demonstrating success. Diffusion models have recently attracted attention due to their advanced generative capabilities. Existing diffusion-based methods for TSAD rely on a conditional strategy, which reconstructs input instances from white noise with the aid of the conditioner. However, this poses challenges in accurately reconstructing the normal parts, resulting in suboptimal detection performance. In response, we propose a novel diffusion-based method, named AnomalyFilter, which acts as a selective filter that only denoises anomaly parts in the instance while retaining normal parts. To build such a filter, we mask Gaussian noise during the training phase and conduct the denoising process without adding noise to the instances. The synergy of the two simple components greatly enhances the performance of naive diffusion models. Extensive experiments on five datasets demonstrate that AnomalyFilter achieves notably low reconstruction error on normal parts, providing empirical support for its effectiveness in anomaly detection. AnomalyFilter represents a pioneering approach that focuses on the noise design of diffusion models specifically tailored for TSAD.