HCFM: Helmholtz Component Flow Matching for Time Series Anomaly Detection

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 Foundation Models (TSFMs) achieve strong generalization by learning to reconstruct or forecast broad temporal patterns from large-scale time series during pre-training. Yet this strength can become a weakness for anomaly detection: TSFMs may model rare anomalous patterns as effectively as normal ones, allowing anomalies to be accurately reconstructed or forecasted and thus diminishing their reconstruction/forecasting error-based anomaly scores. This paper proposes \underline{\textbf{N}}$$\textbf{ormality} \underline{\textbf{C}}$$\textbf{onstraint} \underline{\textbf{L}}$$\textbf{earning} ($\textbf{NCL}$), a lightweight plug-and-play framework that adapts pre-trained TSFMs for accurate anomaly detection without modifying their pre-trained parameters. Our key insight is to constrain the broad pattern space of TSFMs to the normal structure of a target time series, preventing their broad modeling capability from obscuring abnormal deviations. Specifically, NCL constructs a compact normality subspace from a few normal patch features and adaptively steers each patch feature toward normality within this subspace, guided by contrastive constraints that form compact and discriminative normality manifolds. The calibrated features are aggregated to reinforce normal components and fused with the original TSFM output, amplifying the discrepancy between normal and abnormal observations for the reconstruction/forecasting error-based anomaly scoring. Extensive experiments across diverse TSFM families and benchmarks show that NCL consistently improves anomaly detection performance, providing a generalizable framework for adapting TSFMs to anomaly detection.

Financial anomaly detection often relies on large unlabeled transaction logs, where anomalous samples may already be present during training. Such training-set contamination violates the clean-normal data assumption underlying many anomaly detection methods. Although flow matching has demonstrated strong performance in generative modeling, its robustness in unsupervised tabular anomaly detection remains underexplored. In this work, we study flow-matching-based anomaly detection under contaminated training data by comparing Time-Conditioned Contraction Matching (TCCM) with Forest-Flow and evaluating multiple anomaly scoring functions. Our results show that the choice of anomaly score is critical. The original single-step Decision score used by TCCM is sensitive to contamination, whereas trajectory-based Deviation and Reconstruction scores provide more stable anomaly signals. With these scores, Forest-Flow becomes competitive with, and in some cases outperforms, TCCM. These findings highlight the importance of anomaly scoring for flow-matching methods in financial anomaly detection under severe class imbalance.