COGNOS: Universal Enhancement for Time Series Anomaly Detection via Constrained Gaussian-Noise Optimization and Smoothing
Wenlong Shang, Shihao Tian, Xutong Wan, Peng Chang
摘要
Reconstruction-based methods are a dominant paradigm in time series anomaly detection (TSAD), however, their near-universal reliance on Mean Squared Error (MSE) loss results in statistically flawed reconstruction residuals. This fundamental weakness leads to noisy, unstable anomaly scores, hindering reliable detection. To address this, we propose Constrained Gaussian-Noise Optimization and Smoothing (COGNOS), a universal, model-agnostic enhancement framework that tackles this issue at its source. COGNOS introduces a novel Gaussian-White Noise Regularization strategy during training, which directly constrains the model's output residuals to conform to a Gaussian white noise distribution. This engineered statistical property creates the ideal precondition for our second contribution: Adaptive Residual Kalman Smoother that provably operates as a statistically robust estimator to denoise the raw anomaly scores. Extensive experiments on multiple benchmarks demonstrate that COGNOS consistently enhances the performance of state-of-the-art backbones significantly, validating the efficacy of coupling statistical regularization with adaptive filtering.
问问这篇 Paper
智能体会读完全文。
Lune 把这篇 Paper 索引到了每一个公式,引用它的顶会 Paper 也一样。你提问,回答直接引用原文。
它引用的顶会 Paper12
- Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series ForecastingHaixu Wu, Jiehui Xu, Jianmin Wang, Mingsheng LongNeurIPS 2021 · 被引用 5,824 次
- Are Transformers Effective for Time Series Forecasting?Ailing Zeng, Muxi Chen, Lei Zhang, Qiang XuAAAI 2023 · 被引用 3,619 次
- Non-stationary Transformers: Exploring the Stationarity in Time Series ForecastingYong Liu, Haixu Wu, Jianmin Wang, Mingsheng LongNeurIPS 2022 · 被引用 1,080 次
- Reversible Instance Normalization for Accurate Time-Series Forecasting against Distribution ShiftTaesung Kim, Jinhee Kim, Yunwon Tae, Cheonbok Park 等ICLR 2022 · 被引用 1,020 次
- Anomaly Transformer: Time Series Anomaly Detection with Association DiscrepancyJiehui Xu, Haixu Wu, Jianmin Wang, Mingsheng LongICLR 2022 · 被引用 960 次
相关 Paper
- Nominality Score Conditioned Time Series Anomaly Detection by Point/Sequential ReconstructionChih-Yu Lai, Fan-Keng Sun, Zhengqi Gao, Jeffrey H. Lang 等NeurIPS 2023 · 被引用 61 次
- Temporal-Frequency Masked Autoencoders for Time Series Anomaly DetectionYuchen Fang, Jiandong Xie, Yan Zhao, Lu Chen 等ICDE 2024 · 被引用 45 次
- An Encode-then-Decompose Approach to Unsupervised Time Series Anomaly Detection on Contaminated Training DataBuang Zhang, Tung Kieu, Xiangfei Qiu, Chenjuan Guo 等ICDE 2026 · 被引用 3 次
- When Foundation Models are One-Liners: Limitations and Future Directions for Time Series Anomaly DetectionXiaokun Zhu, Louis Carpentier, Mathias VerbekeICLR 2026
- Complexity- and Statistics-Guided Anomaly Detection in Time Series Foundation ModelsJongwon Kim, Samuel Yoon, Young Myoung Ko, Yerin Kim 等ICLR 2026
