An Anomaly Detection Method for Multivariate Time Series Data Based on Variational Autoencoders and Association Discrepancy

Haodong Wang and Huaxiong Zhang ()
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Haodong Wang: School of Computer Science and Technology (School of Artificial Intelligence), Zhejiang Sci-Tech University, Hangzhou 310018, China
Huaxiong Zhang: School of Computer Science and Technology (School of Artificial Intelligence), Zhejiang Sci-Tech University, Hangzhou 310018, China

Mathematics, 2025, vol. 13, issue 7, 1-17

Abstract: Driven by rapid advancements in big data and Internet of Things (IoT) technologies, time series data are now extensively utilized across diverse industrial sectors. The precise identification of anomalies in time series data—especially within intricate and ever-changing environments—has emerged as a key focus in contemporary research. This paper proposes a multivariate anomaly detection framework that synergistically combines variational autoencoders with association discrepancy analysis. By incorporating prior knowledge of associations and sequence association mechanisms, the model can capture long-term dependencies in time series and effectively model the association discrepancy between different time points. Through reconstructing time series data, the model enhances the distinction between normal and anomalous points, learning the association discrepancy during reconstruction to strengthen its ability to identify anomalies. By combining reconstruction errors and association discrepancy, the model achieves more accurate anomaly detection. Extensive experimental validation demonstrates that the proposed methodological framework achieves statistically significant improvements over existing benchmarks, attaining superior F1 scores across diverse public datasets. Notably, it exhibits enhanced capability in modeling temporal dependencies and identifying nuanced anomaly patterns. This work establishes a novel paradigm for time series anomaly detection with profound theoretical implications and practical implementations.

Keywords: time series anomaly detection; deep learning; association discrepancy; variational autoencoder; multivariate time series (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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