TimeRadar: A Domain-Rotatable Foundation Model for Time Series Anomaly Detection
Authors: Hui He, Hezhe Qiao, Yutong Chen, Kun Yi, Guansong Pang
Organizations: School of Computing and Information Systems, Singapore Management University, Singapore · Chongqing Institute of Green and Intelligent Technology, University of Chinese Academy of Sciences, Chongqing, China · State Information Center, Beijing, China
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 (e.g., 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.
Figures & tables
Figure 1. Normal patterns vs. three types of anomaly patterns (trend, shapelet, and seasonal anomalies, highlighted by the colored shadows) across three domains on synthetic data. (a) In the time domain , trend and seasonal anomalies exhibit changes that are highly similar to normal variations, whereas shapelet anomalies are more identifiable. (b) In the frequency domain , shapelet anomalies exhibit changes that are highly similar to normal variations whereas trend and seasonal anomalies produce clearer deviations from the normal patterns. (c) In our proposed rotatable time–frequency domain , all three anomaly types exhibit pronounced deviations from the normal time series.
Figure 2. Overview of TimeRadar. Given a time series X , its FTFRecon module firstly ① learns an input-dependent adaptive rotation angle α and accordingly transforms X into a flexible and expressive fractional time–frequency domain. After ② patching and complementary masking, the complex-valued time series patches are fed into the ③ fractionally modulated encoder and a reconstruction head. To complement the data reconstruction with local abnormality modeling, the ④ CDL module models the deviation of each patch relative to its contextual patches in the time–frequency hidden space via a margin learning loss. During pre-training, TimeRadar is jointly optimized with the reconstruction loss Lrec and the margin loss Lcdl .
Dataset
Setting
Method
SMD
MSL
PSM
SWaT
SMAP
CICIDS
SWAN
Creditcard
Avg.
AUC-R
Full-shot
TFMAE
29.37
45.19
33.35
56.04
58.49
50.41
40.21
47.68
45.09
Anomaly Transformer
36.74
49.06
49.99
39.69
49.60
51.23
50.86
52.66
47.48
DCdetector
47.99
50.19
49.44
49.86
49.97
54.48
50.34
44.47
49.59
D3R
72.01
45.77
58.46
30.01
46.93
61.82
55.63
92.39
57.88
ModernTCN
70.21
63.04
58.91
24.04
43.42
70.22
52.63
83.54
58.25
CATCH
73.59
65.36
64.68
23.49
47.26
78.20
49.26
95.41
62.16
Table 1. Quantitative results for TimeRadar ( Ours ) in eight real-world datasets. The best ones are in bold, and the second ones are underlined. Avg. denotes the average performance.
Figure 3. Few-shot performance of TimeRadar and DADA using different amount of training data in a target dataset.
Design
MSL
SMAP
SWaT
PSM
CICIDS
SWAN
Aff-F1
AUC-R
AUC-P
Aff-F1
AUC-R
AUC-P
Aff-F1
AUC-R
AUC-P
Aff-F1
AUC-R
AUC-P
Aff-F1
AUC-R
AUC-P
Aff-F1
AUC-R
AUC-P
TimeRadar
79.44
76.02
24.38
75.41
59.85
16.42
76.73
83.31
70.33
82.03
67.72
44.44
73.51
82.76
00.38
71.06
81.13
76.02
A.1 Frequency domain + CDL
76.69
72.61
22.57
73.74
58.52
15.10
73.46
80.23
69.33
79.20
63.98
38.99
69.48
78.64
00.24
68.37
77.39
72.22
A.2 Time domain + CDL
70.03
73.06
21.49
70.67
51.32
12.31
70.52
82.27
69.72
71.79
65.45
44.29
67.96
73.30
00.20
70.38
79.39
69.04
B BottleneckCNN Encoder
77.66
75.08
23.84
73.27
58.26
14.96
74.63
80.46
69.38
80.12
64.96
40.73
70.12
79.20
00.25
69.41
76.92
72.21
C TimeRadar(w/o CDL)
77.33
75.40
23.86
74.03
58.81
15.73
74.51
80.39
69.60
79.47
62.02
38.72
69.26
80.73
00.27
68.19
78.43
73.74
Table 2. Ablation study results. The higher values indicate better performance. The best ones are in bold.
Figure 4. Comparison of TimeRadar (learnable rotation angle) to its variants with manually searched rotation angles.
Figure 5. Visualization of anomaly scores.
Figure 6. Efficiency comparison on PSM.
Appendix figures & tables9 assets
Supplementary material from the paper’s appendix.
Appendix
Dataset
Domain
Frequency
Length
Aus. E.D.
Energy
Half Hourly
1,155,264
Wind
Energy
4 Seconds
7,397,147
Wind Farms
Energy
Minutely
172,178,060
Solar Power
Energy
4 Seconds
7,397,223
Solar
Energy
10 Minutes
7,200,857
London Smart M.
Energy
Half Hourly
166,527,216
Appendix
Table 3. Multi-domain time series datasets from the Monash Prediction Library ( Godahewa et al., 2021 ) .
Dataset
Domain
Dimension
Training
Validation
Test(labeled)
AR(%)
MSL
Spacecraft
1
46,653
11,664
73,729
10.5
PSM
Server Machine
25
105,984
26,497
87,841
27.8
SMAP
Spacecraft
1
108,146
27,037
427,617
12.8
SMD
Server Machine
38
566,724
141,681
708,420
4.2
SWaT
Water treatment
31
396,000
99,000
449,919
12.1
Creditcard
Finance
29
113,922
28,481
142,404
0.17
Appendix
Table 4. The datasets used for evaluation, where AR represents the anomaly ratio.
Method
TimeRadar
DADA
SEMPO
Time-MoE
Chronos-Bolt
TimesFM
Architecture
Encoder-only
Encoder-decoder
Encoder-only
Decoder-only
Encoder-decoder
Decoder-only
Model Size
1.6M
1.8M
6.5M
200M
205M
500M
Model version
-
-
Small
Large
Base
v2.0
Input Token
Patch
Patch
Patch
Point
Point
Patch
Dataset Scale
408M
473M
83M
309B
84B
100B
Context Length
100
100
512
≤ 4096
≤ 512
≤ 512
Appendix
Table 5. Comparison between pre-trained FMs on time series.
Dataset
Method
Aff-P
Aff-R
Aff-F1
AUC-R
AUC-P
R-A-R
R-A-P
V-R
V-P
SMD
Anomaly Transformer
54.08
97.07
66.42
36.74
03.87
51.22
07.09
51.17
07.96
D3R
64.87
97.93
78.02
72.01
14.18
62.89
11.20
61.69
11.01
ModernTCN
74.07
94.79
83.16
70.21
14.95
77.54
16.28
77.07
15.96
GPT4TS
73.33
95.97
83.13
74.15
15.85
77.27
17.68
76.79
17.45
TimesFM
61.44
88.47
72.52
62.80
07.37
69.72
12.08
74.58
12.69
Chronos-Bolt
52.69
97.21
68.34
63.40
07.64
70.41
12.45
75.19
13.13
Appendix
Table 6. Multi-metrics results in the three real-world datasets. The higher values for all metrics represent better performance. The best ones are in bold, and the second ones are underlined.
Dataset
SMD
MSL
SMAP
SWaT
PSM
Metric
Aff-P
Aff-R
Aff-F1
Aff-P
Aff-R
Aff-F1
Aff-P
Aff-R
Aff-F1
Aff-P
Aff-R
Aff-F1
Aff-P
Aff-R
Aff-F1
OCSVM
66.98
82.03
73.75
50.26
99.86
66.87
41.05
69.37
51.58
56.8
98.72
72.11
57.51
58.11
57.81
PCA
64.92
86.06
74.01
52.69
98.33
68.61
50.62
98.48
66.87
62.32
82.96
71.18
77.44
63.68
69.89
HBOS
60.34
64.11
62.17
59.25
83.32
69.25
41.54
66.17
51.04
54.49
91.35
68.26
78.45
29.82
43.21
LOF
57.69
99.10
72.92
49.89
72.18
29.00
47.92
82.86
60.72
53.20
96.73
68.65
53.90
99.91
70.02
IForest
71.94
94.27
81.61
53.87
94.58
68.65
41.12
68.91
51.51
53.03
99.95
69.30
69.66
88.79
78.07
Appendix
Table 7. Quantitative results for TimeRadar ( Ours ) in five real-world datasets. The Aff-P, Aff-R and Aff-F1 represent the Affiliation Precision, Recall and F1 (as %) respectively. The best ones are in bold, and the second ones are underlined.
Figure 7. Results on UCR benchmark.
Figure 8. Sensitivity analysis w.r.t window size T , contextual deviation margin γ , and weight parameter λ .
Figure 9. Visualization of the shapelet anomaly in Fig. 1 under the rotatable time–frequency domain with different rotation angles α .
Figure 10. Contextual deviation differences: (a) before training and (b) after training.
National Key Laboratory of Parallel and Distributed Computing · College of Computer Science and Technology, National University of Defense Technology · Intelligent Game and Decision Lab (IGDL) +1