TimeRadar: A Domain-Rotatable Foundation Model for Time Series Anomaly Detection
Hui He, Hezhe Qiao, Yutong Chen, Kun Yi, Guansong Pang
摘要
Current time series foundation models (TSFMs) primarily focus on learning prevalent and regular patterns within a predefined time or frequency domain to enable supervised downstream tasks (, forecasting). Consequently, they are often ineffective for inherently unsupervised downstream tasks—such as time series anomaly detection (TSAD), which aims to identify rare, irregular patterns. This limitation arises because such abnormal patterns can closely resemble the regular patterns when presented in the same time/frequency domain. To address this issue, we introduce TimeRadar, an innovative TSFM built in a fractional time–frequency domain to support generalist TSAD across diverse unseen datasets. Our key insight is that rotating a time series into a data-dependent fractional time–frequency representation can adaptively differentiate the normal and abnormal signals across different datasets. To this end, a novel component, namely Fractionally modulated Time-Frequency Reconstruction (FTFRecon), is proposed in TimeRadar to leverage a learnable fractional order to rotate the time series to the most pronounced angle between a continuous time and frequency domain for accurate data reconstruction. This provides adaptive data reconstruction in an optimal time–frequency domain for each data input, enabling effective differentiation of the unbounded abnormal patterns from the regular ones across datasets, including unseen datasets. To allow TimeRadar to model local abnormality that is not captured by the global data reconstruction, we further introduce a Contextual Deviation Learning (CDL) component to model the local deviation of the input relative to its contextual time series data in the rotatable domain. Extensive experiments on eight popular TSAD benchmarks demonstrate that TimeRadar consistently outperforms a variety of conventional and TSFM-based competing methods, delivering average gains of 10.5% and 29.4% in AUC-R and AUC-P, respectively. Our code is available at https://github.com/mala-lab/TimeRadar.
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 Paper34
- Language Models are Few-Shot LearnersTom B. Brown, Benjamin Mann, Nick Ryder, Melanie Subbiah 等NeurIPS 2020 · 被引用 64,255 次
- One Fits All: Power General Time Series Analysis by Pretrained LMTian Zhou, Peisong Niu, Xue Wang, Liang Sun 等NeurIPS 2023 · 被引用 1,178 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
- A decoder-only foundation model for time-series forecastingAbhimanyu Das, Weihao Kong, Rajat Sen, Yichen ZhouICML 2024 · 被引用 601 次
相关 Paper
- Towards Foundation Models for Zero-Shot Time Series Anomaly Detection: Leveraging Synthetic Data and Relative Context DiscrepancyTian Lan, Hao Le, Jinbo Li, Wenjun He 等ICML 2026 · 被引用 6 次
- When Foundation Models are One-Liners: Limitations and Future Directions for Time Series Anomaly DetectionXiaokun Zhu, Louis Carpentier, Mathias VerbekeICLR 2026
- FusAD: Time-Frequency Fusion with Adaptive Denoising for General Time Series AnalysisDa Zhang, Bingyu Li, Zhiyuan Zhao, Feiping Nie 等ICDE 2026 · 被引用 4 次
- CrossAD: Time Series Anomaly Detection with Cross-scale Associations and Cross-window ModelingBeibu Li, Qichao Shentu, Yang Shu, Hui Zhang 等NeurIPS 2025 · 被引用 22 次
- Federated Foundation Models on Heterogeneous Time SeriesShengchao Chen, Guodong Long, Jing Jiang, Chengqi ZhangAAAI 2025 · 被引用 5 次
