MemMambaAD: Memory-augmented state space model for multivariate time series anomaly detection

Gang Li, Mingchao Ge, Jin Wan, Delong Han, Min Li, Mingle Zhou

Abstract: Multivariate time series anomaly detection focuses on recognizing abnormal patterns to reduce system failures and improve production efficiency and product quality. Accurately detecting anomalies in data remains challenging because existing reconstruction-based methods are prone to overfitting. Recently, reconstruction methods guided by memory modules have been used to address this issue. However, these methods still suffer from insufficient feature extraction of time series prototypes and inadequate storage of normal sample prototype patterns in memory modules. To address these issues, we propose a memory-augmented state space model for multivariate time series anomaly detection. Specifically, we introduce a sequence decomposition state space model-temporal convolutional encoder, which independently extracts trend and seasonal features of multivariate time series in global and local manner, capturing the intrinsic patterns of time series more comprehensively. In addition, we propose a dynamic memory update mechanism, which flexibly updates the memory item through the memory selection mechanism, to more accurately record the prototype pattern of normal samples to improve anomaly detection performance. Extensive experiments on five benchmark datasets demonstrate that our method achieves state-of-the-art performance and reduces memory usage compared with other methods.

External IDs:dblp:journals/eaai/LiGWHLZ25