| Abstrakt: |
The advancement of the computer and information industry has led to the emergence of new demands for multivariate time series anomaly detection (MTSAD) models, namely, the necessity for unsupervised anomaly detection that is both efficient and accurate. However, long-term time series data typically encompass a multitude of intricate temporal pattern variations and noise. Consequently, accurately capturing anomalous patterns within such data and establishing precise and rapid anomaly detection models pose challenging problems. In this paper, we propose a decomposition GAN-based transformer for anomaly detection (DGTAD) in multivariate time series data. Specifically, DGTAD integrates a time series decomposition structure into the original transformer model, further decomposing the extracted global features into deep trend information and seasonal information. On this basis, we improve the attention mechanism, which uses decomposed time-dependent features to change the traditional focus of the transformer, enabling the model to reconstruct anomalies of different types in a targeted manner. This makes it difficult for anomalous data to adapt to these changes, thereby amplifying the anomalous features. Finally, by combining the GAN structure and using multiple generators from different perspectives, we alleviate the mode collapse issue, thereby enhancing the model's generalizability. DGTAD has been validated on nine benchmark datasets, demonstrating significant performance improvements and thus proving its effectiveness in unsupervised anomaly detection. [ABSTRACT FROM AUTHOR] |
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