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Memory-guided mask reconstruction with central contrastive learning for robust multivariate time series anomaly
Le He1, Xin Gao1, Xinping Diao2
1School of Intelligent Engineering and Automation, Beijing University of Posts and Telecommunications, Beijing, 100876, China.
Summary
This study introduces a novel Memory-guided Mask Reconstruction with Central Contrastive Learning (MMR-CCL) method for unsupervised multivariate time series anomaly detection (MTSAD). MMR-CCL enhances temporal dependency extraction and reduces overfitting to improve anomaly detection accuracy.
Area of Science:
- Artificial Intelligence
- Machine Learning
- Data Science
Background:
- Unsupervised multivariate time series anomaly detection (MTSAD) methods often struggle with semantic biases from masking and overfitting to contaminated data.
- Existing contrastive learning approaches in MTSAD face challenges in separating feature distributions, limiting the capture of high-level semantic information.
Purpose of the Study:
- To propose a novel Memory-guided Mask Reconstruction with Central Contrastive Learning (MMR-CCL) method for unsupervised MTSAD.
- To address semantic distortions and overfitting issues in mask reconstruction-based MTSAD.
- To improve the extraction of high-level semantic information in MTSAD using contrastive learning.
Main Methods:
- Developed a global correlation-aware memory module to guide the mask reconstruction process and capture global commonality.
- Introduced a memory regulation factor to quantify and suppress overfitting to contaminated data.
- Implemented a memory-anchoring central contrastive learning strategy using unmasked data as anchors, masked data as positive samples, and noise-filled data as negative samples.
Main Results:
- The proposed MMR-CCL method effectively mitigates semantic distortions and enhances temporal context comprehension.
- The memory regulation factor successfully suppresses overfitting to contaminated data with strong local correlations.
- Extensive experiments on six public datasets show MMR-CCL outperforms 22 existing MTSAD methods.
Conclusions:
- MMR-CCL provides a robust framework for unsupervised multivariate time series anomaly detection.
- The integration of memory-guided reconstruction and central contrastive learning significantly improves detection performance.
- MMR-CCL establishes a more rational discrimination boundary, aligning reconstruction with normal pattern spaces.

