MultiRC: Joint Learning for Time Series Anomaly Prediction and Detection with Multi-scale Reconstructive Contrast

Shiyan Hu, Kai Zhao, Xiangfei Qiu, Yang Shu, Jilin Hu, Bin Yang, Chenjuan Guo

Keywords: Time Series Anomaly Prediction, Time Series Anomaly Detection, Self-Supervised Learning

Abstract: Many methods have been proposed for unsupervised time series anomaly detection. Despite some progress, research on predicting future anomalies is still relatively scarce. Predicting anomalies is particularly challenging due to the diverse reaction time and the lack of labeled data. To address these challenges, we propose MultiRC to integrate reconstructive and contrastive learning for joint learning of anomaly prediction and detection, with multi-scale structure and adaptive dominant period mask to deal with the diverse reaction time. MultiRC also generates negative samples to provide essential training momentum for the anomaly prediction tasks and prevent model degradation. We evaluate seven benchmark datasets from different fields. For both anomaly prediction and detection tasks, MultiRC outperforms existing state-of-the-art methods. The code is available at https://anonymous.4open.science/status/MultiRC-CCE6.

Primary Area: learning on time series and dynamical systems

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Submission Number: 10759