基于频域通道交互增强的多维时间序列异常检测方法OA
Multivariate time series anomaly detection method based on frequency-domain channel interaction enhancement
针对现有多维时间序列异常检测方法在局部频率变化和通道表征刻画存在的不足,提出了一种基于频域通道交互增强的多维时间序列异常检测(TFDG-AD)方法.该方法首先通过快速傅里叶变换并进行分块构建频谱实虚部子频段表示,以表征不同频率范围内的局部异常特征.其次,根据当前子频段表示自适应学习通道间关系,构建稀疏归一化通道图,并在该图上进行残差式图传播以聚合相关通道信息,获得增强后的子频段表示.最后,利用增强后的表示重构回时域序列,并结合时域重构误差与频域误差完成异常评分.多个公开数据集上的实验结果表明,所提方法能够有效提升多维时间序列异常检测效果,与多种基线方法相比取得了明显提升.
To address the insufficient characterization of local frequency variations and channel representations in exist-ing multivariate time series anomaly detection methods,a frequency-domain channel interaction enhancement method for multivariate time series anomaly detection(TFDG-AD)was proposed.First,the fast Fourier transform was applied to the input sequence and partitions the spectrum into sub-bands,where the real and imaginary components were combined to construct sub-band representations for describing local anomaly features in different frequency ranges.Then,channel relationships were adaptively learned from the current sub-band representations to build sparse normalized channel graphs,on which residual graph propagation was performed to aggregate information from related channels and obtain enhanced sub-band representations.Finally,the enhanced representations were reconstructed back to the time domain,and anomaly scores were calculated by combining time-domain reconstruction errors with frequency-domain errors.Ex-periments on multiple public datasets show that TFDG-AD effectively improves detection performance and outperforms several baselines.
杜睿山;单亚洲;孟令东;付晓飞
东北石油大学计算机与信息技术学院,黑龙江 大庆 163318||黑龙江省石油大数据与智能分析重点实验室,黑龙江 大庆 163318东北石油大学计算机与信息技术学院,黑龙江 大庆 163318黑龙江省油气藏及地下储库完整性评价重点实验室,黑龙江 大庆 163318黑龙江省油气藏及地下储库完整性评价重点实验室,黑龙江 大庆 163318
信息技术与安全科学
多维时间序列异常检测频域重构时频联合评分
multivariate time seriesanomaly detectionfrequency-domain reconstructiontime-frequency joint scoring
《通信学报》 2026 (9)
203-214,12
国家重点研发计划基金资助项目(No.2022YFE0206800)东北石油大学人才引进科研启动经费资助项目(No.13051202402) The National Key Research and Development Program of China(No.2022YFE0206800),The Scientific Re-search Startup Foundation for Introduced Talents of Northeast Petroleum University(No.13051202402)
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