VAN-AD: Visual Masked Autoencoder with Normalizing Flow For Time Series Anomaly Detection
Authors: PengYu Chen, Shang Wan, Xiaohou Shi, Yuan Chang, Yan Sun, Sajal K. Das
Abstract
Time series anomaly detection (TSAD) is essential for maintaining the reliability and security of IoT-enabled service systems. Existing methods require training one specific model for each dataset, which exhibits limited generalization capability across different target datasets, hindering anomaly detection performance in various scenarios with scarce training data. To address this limitation, foundation models have emerged as a promising direction. However, existing approaches either repurpose large language models (LLMs) or construct largescale time series datasets to develop general anomaly detection foundation models, and still face challenges caused by severe cross-modal gaps or in-domain heterogeneity. In this paper, we investigate the applicability of large-scale vision models to TSAD. Specifically, we adapt a visual Masked Autoencoder (MAE) pretrained on ImageNet to the TSAD task. However, directly transferring MAE to TSAD introduces two key challenges: overgeneralization and limited local perception. To address these challenges, we propose VAN-AD, a novel MAE-based framework for TSAD. To alleviate the over-generalization issue, we design an Adaptive Distribution Mapping Module (ADMM), which maps the reconstruction results before and after MAE into a unified statistical space to amplify discrepancies caused by abnormal patterns. To overcome the limitation of local perception, we further develop a Normalizing Flow Module (NFM), which combines MAE with normalizing flow to estimate the probability density of the current window under the global distribution. Extensive experiments on nine real-world datasets demonstrate that VAN-AD consistently outperforms existing state-of-the-art methods across multiple evaluation metrics.We make our code and datasets available at https://github.com/PenyChen/VAN-AD.
Time series anomaly detection is a crucial task in various domains, including finance, healthcare, and industry. However, existing methods often struggle to generalize across different datasets, especially when anomalies are subtle or context-dependent. To solve this issue, we introduce ChronosAD, a novel architecture for anomaly detection that uses a time series foundation model as a feature extractor. Specifically, it employs a two-stage pipeline: first, it uses the foundation model to extract embeddings for each time series in a zero-shot manner. Then, a custom-developed Temporal Block, composed of Bidirectional Long Short-Term Memory (BiLSTM) and Multi-Head Attention, refines these embeddings to capture temporal dependencies and highlight salient patterns. Unlike previous approaches, our model requires minimal task-specific tuning and demonstrates robust generalization across a wide range of domains, including industrial, medical, cyber-physical, and automotive systems. Extensive experiments on 11 benchmarks show that ChronosAD outperforms existing methods by 4.72% in AUC and 6.60% in AP on average. The source code is available at https://github.com/intelligolabs/ChronosAD.
Uzair Khan, Luigi Capogrosso, Francesco Biondani +4
Multivariate Time Series Anomaly Detection (MTSAD) is essential for reliability and safety in domains such as industrial process monitoring and financial risk management, yet conventional approaches rely on application-specific models that are costly to train and hard to scale. Foundation Models (FMs), pre-trained on broad data with strong zero-shot generalization, have recently become available for univariate time series forecasting, raising the question of whether they can address MTSAD without task-specific training. We investigate the zero-shot application of a univariate forecasting FM, TimesFM, to industrial MTSAD on the Secure Water Treatment (SWaT) benchmark, evaluating two strategies: treating the FM as a per-feature forecaster with thresholded prediction errors, and as an embedder whose intermediate representations feed standard outlier detectors. Neither of our proposed setups is competitive with established baselines; embeddings reveal only partial separation between normal and anomalous segments, insufficient for reliable detection. The cause is that the FM is too effective at capturing temporal dynamics, yielding low error even within fully anomalous windows, so persistent anomalies become indistinguishable from normal behavior. However, these observations yield valuable insights: the error peaks at anomaly boundaries, indicating FMs reliably detect distribution changes. We conclude that the proposed naive zero-shot FMs are unsuitable for MTSAD but promising for change-point detection.
Time series anomaly detection (TSAD) underpins applications in predictive maintenance, finance, and cloud computing, however performance remains sensitive to representation choices, especially in multivariate settings. While transforming time series into images has shown success in forecasting and classification, it remains unclear how multivariate, high-dimensional series should be mapped to multi-channel images and whether vision backbones can match time-domain baselines in TSAD. We introduce PRISM, a plug-and-play meta-workflow enabling systematic construction and evaluation of image-based representations for multivariate TSAD. Our evaluation spanning over 7,000 experiments shows that well-designed PRISM configurations are competitive with 24 time-domain baselines, achieving the best VUS-PR on 10 of 14 datasets, with an average improvement of 41% over the best competing method on those datasets. Further, we identify channelization - how the channel dimension of multi-channel images is constructed - as a critical and previously understudied design dimension, and introduce MSM, a novel statistics-based scheme achieving 11-27% gains over PCA-based alternatives. Finally, ImageNet-pretrained encoders transfer effectively to TSAD, with frozen encoders retaining 92% of fine-tuned performance while training 1.8 times faster. Our code is available at: https://github.com/Smendowski/PRISM.
Mateusz Smendowski, Kamil Faber, Piotr Nawrocki +2