Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective

Author:

Wang Zexin1ORCID,Pei Changhua2ORCID,Ma Minghua3ORCID,Wang Xin4ORCID,Li Zhihan5ORCID,Pei Dan6ORCID,Rajmohan Saravan7ORCID,Zhang Dongmei3ORCID,Lin Qingwei3ORCID,Zhang Haiming2ORCID,Li Jianhui2ORCID,Xie Gaogang2ORCID

Affiliation:

1. Computer Network Information Center, Chinese Academy of Sciences & University of Chinese Academy of Sciences, Beijing, China

2. Computer Network Information Center, Chinese Academy of Sciences, Beijing, China

3. Microsoft, Beijing, China

4. Stony Brook University, New York, USA

5. Kuaishou Technology, Beijing, China

6. Tsinghua University, Beijing, China

7. Microsoft, Redmond, USA

Funder

National Key Research and Development Program of China

National Natural Science Foundation of China

Publisher

ACM

Reference59 articles.

1. Chris U Carmona, Francc ois-Xavier Aubet, Valentin Flunkert, and Jan Gasthaus. 2021. Neural contextual anomaly detection for time series. arXiv preprint arXiv:2107.07702 (2021).

2. 021)]% targetattention, Qiwei Chen, Changhua Pei, Shanshan Lv, Chao Li, Junfeng Ge, and Wenwu Ou. 2021. End-to-end user behavior retrieval in click-through rateprediction model. arXiv preprint arXiv:2108.04468 (2021).

3. Unsupervised Anomaly Detection for Intricate KPIs via Adversarial Training of VAE

4. Yinfang Chen Huaibing Xie Minghua Ma Yu Kang Xin Gao Liu Shi Yunjie Cao Xuedong Gao Hao Fan Ming Wen et al. 2024. Automatic Root Cause Analysis via Large Language Models for Cloud Incidents. (2024).

5. Yuhang Chen, Chaoyun Zhang, Minghua Ma, Yudong Liu, Ruomeng Ding, Bowen Li, Shilin He, Saravan Rajmohan, Qingwei Lin, and Dongmei Zhang. 2023. Imdiffusion: Imputed diffusion models for multivariate time series anomaly detection. VLDB (2023).

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