CRAFTIIF: Cross-Resolution Analytic Four-Type Interpretable Isolation Forest for Multivariate Time Series Anomaly Detection

Abstract:Anomaly detection in multivariate time series is challenged by four structurally distinct anomaly types -- point (isolated spikes), distributional (level shifts), temporal (rhythm changes), and collective (inter-sensor correlation breakdowns) -- each requiring different feature representations. Most unsupervised methods target only one or two types and provide limited interpretability. We present CRAFTIIF (Cross-Resolution Analytic Four-Type Interpretable Isolation Forest), a fully unsupervised framework targeting all four types without dataset-specific tuning. CRAFTIIF generates K=500 random analytic wavelet feature draws across four families (Morlet, DOG, Haar, Coiflet), each targeting a specific anomaly type, feeding five structured Isolation Forests -- one per type plus a meta-IF for compound anomalies. An adaptive Otsu/MAD threshold calibrates detection automatically across anomaly rates from 0.1% to 69.2%. Because each IF is trained exclusively on type-specific features, branch firing provides direct anomaly-type attribution by construction, without post-hoc explanation. Evaluated on all 19 datasets of the mTSBench benchmark (Zhou et al., TMLR 2026), CRAFTIIF achieves mean F1=0.228 (all 19 datasets) and F1=0.322 (13 detectable datasets), ranking first among all 25 evaluated methods on VUS-PR (0.463 vs. previous best 0.329, +40.7%). A diagnostic framework -- oracle F1, detectability limits, and branch separation ratios -- identifies 6 of 19 datasets as fundamentally undetectable by any unsupervised method. Ablation over 11 conditions confirms adaptive thresholding (+38% F1), four-branch structure (+20%), and meta-IF (+23%) are each essential. Code: this https URL

14 pages, 4 figures, 2 appendices. Submitted to IEEE Transactions on Knowledge and Data Engineering (TKDE). Code: this https URL

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

arXiv:2606.13486 [cs.LG]

(or arXiv:2606.13486v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.13486 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.

Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.

Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.