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This research addresses a critical blind spot in representation-based time-series anomaly detection by introducing PAI, a scheme that explicitly preserves amplitude information often lost in learned embeddings. By fusing diagnostic checks with statistical deviation scores, the method delivers consistent performance gains across diverse datasets and outperforms current state-of-the-art approaches. For practitioners relying on embedding-based models, this work highlights the necessity of incorporating amplitude-aware scoring to ensure robust detection of magnitude-specific anomalies.
PAI: Preserving Amplitude Information in Representation-Based Time-Series Anomaly Detection
arXiv:2606.08935v1 Announce Type: new Abstract: Representation-based time-series anomaly detection algorithms significantly outperform other methods on diverse anomaly detection tasks. However, we notice that they suffer from a major limitation in our evaluation - their learned embeddings are often amplitude-agnostic. Losing amplitude information can degrade performance on amplitude related anomalies, and this failure is prevalent across all existing representation-based methods. To address aforementioned issues, we propose a new anomaly scoring scheme named PAI. PAI consists of two complementary modules, a diagnostic module and a final score augmentation function. The diagnostic module compares cosine and Euclidean scoring on the same representation bank to test whether amplitude information is already captured in the learned representation. Then in final score augmentation function, PAI computes a point-wise median and MAD deviation score and a local mean-shift score-which are fused with the representation score to produce the final anomaly score. On the TSB-AD-U-Eva and TAB UV datasets, PAI improves all four evaluated representation-based methods across every reported metric, achieving average VUS-PR gains of 98.4% and 36.8%, respectively. Among all evaluated combinations, PaAno + PAI achieves the best performance, outperforming the state-of-the-art method by 15%. Further evaluation on bootstrap confidence intervals, anomaly-type breakdowns, and a TS2Vec input-normalization ablation further support the proposed scheme. These results suggest that explicitly retaining amplitude information is important for representation-based time-series anomaly detection, which has been underemphasized in existing scoring schemes. Code is available at: https://github.com/pantheon5100/PAI
Abstract:Representation-based time-series anomaly detection algorithms significantly outperform other methods on diverse anomaly detection tasks. However, we notice that they suffer from a major limitation in our evaluation - their learned embeddings are often amplitude-agnostic. Losing amplitude information can degrade performance on amplitude related anomalies, and this failure is prevalent across all existing representation-based methods. To address aforementioned issues, we propose a new anomaly scoring scheme named PAI. PAI consists of two complementary modules, a diagnostic module and a final score augmentation function. The diagnostic module compares cosine and Euclidean scoring on the same representation bank to test whether amplitude information is already captured in the learned representation. Then in final score augmentation function, PAI computes a point-wise median and MAD deviation score and a local mean-shift score-which are fused with the representation score to produce the final anomaly score. On the TSB-AD-U-Eva and TAB UV datasets, PAI improves all four evaluated representation-based methods across every reported metric, achieving average VUS-PR gains of 98.4% and 36.8%, respectively. Among all evaluated combinations, PaAno + PAI achieves the best performance, outperforming the state-of-the-art method by 15%. Further evaluation on bootstrap confidence intervals, anomaly-type breakdowns, and a TS2Vec input-normalization ablation further support the proposed scheme. These results suggest that explicitly retaining amplitude information is important for representation-based time-series anomaly detection, which has been underemphasized in existing scoring schemes. Code is available at: this https URL
Machine Learning (cs.LG); Artificial Intelligence (cs.AI)
arXiv:2606.08935 [cs.LG]
(or arXiv:2606.08935v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2606.08935 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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