AdaTrendLike: Adaptive Hierarchical Detrending and Trend Likelihood Scoring for Time Series Anomaly Detection
Organizations: School of Electrical and Electronic Engineering, Nanyang Technological University, 50 Nanyang Ave, Singapore 639798. · Xylem Water Solutions Singapore Pte Ltd, Singapore 609935
Abstract
The rapid proliferation of Industrial Internet of Things devices has led to increasingly large-scale and non-stationary time-series data, posing significant challenges for time-series anomaly detection (TSAD). Existing approaches often focus on reconstructing or forecasting observations while overlooking the role of trend dynamics, which constitute a major source of non-stationarity and contain valuable information for anomaly identification. To address this limitation, we propose AdaTrendLike, a TSAD framework that directly estimates trend likelihoods for anomaly detection. Specifically, we introduce Standardization Embedding to capture local statistical characteristics as latent representations and AdaDetrending to adaptively decompose input series into trend and detrended components. The detrended component is processed through a Fast Fourier Transform and a complex-valued convolutional neural network to learn normal periodic patterns, while TrendEst models the distribution of the trend component. Based on the estimated distribution, TrendLike computes anomaly scores by measuring the likelihood of observed trends, enabling effective detection of deviations from normal behavior. In addition to improving detection performance, the proposed framework provides feature-level interpretability by identifying anomalies through deviations in the estimated trend distribution. Extensive experiments on five public benchmark datasets demonstrate that AdaTrendLike consistently outperforms state-of-the-art TSAD methods, validating its effectiveness and robustness across diverse application scenarios.
Figures & tables
| Datasets | SMD | MSL | SMAP | SWAT | PSM |
| Dimensions | 38 | 55 | 25 | 51 | 25 |
| Entities | 28 | 27 | 55 | 1 | 1 |
| Number of train steps | 708405 | 58317 | 140825 | 495000 | 132481 |
| Number of test steps | 708420 | 73729 | 444035 | 449919 | 87841 |
| Anomaly steps / Test steps | 4.16% | 10.48% | 12.83% | 12.14% | 27.76% |
| Search space | SMD | MSL | SMAP | SWAT | PSM | |
| 128 | 128 | 128 | 128 | 128 | ||
| 256 | 512 | 256 | 256 | 64 | ||
| 3 | 3 | 3 | 3 | 3 | ||
| 3 | 3 | 3 | 3 | 3 | ||
| 4 | 4 | 4 | 4 | 4 | ||
| 4 | 4 | 1 | 4 | 4 |
| Models | SMD | MSL | SMAP | SWAT | PSM | |||||
| AUC | F1 | AUC | F1 | AUC | F1 | AUC | F1 | AUC | F1 | |
| IF [ 5 ] | 0.664 | 0.176 | 0.603 | 0.252 | 0.646 | 0.312 | 0.845 | 0.736 | 0.685 | 0.500 |
| OCSVM [ 6 ] | 0.623 | 0.228 | 0.525 | 0.241 | 0.393 | 0.227 | 0.881 | 0.758 | 0.573 | 0.465 |
| LOF [ 7 ] | 0.645 | 0.124 | 0.556 | 0.216 | 0.623 | 0.283 | 0.888 | 0.774 | 0.728 | 0.583 |
| THOC [ 16 ] | 0.653 | 0.229 | 0.586 | 0.218 | 0.412 | 0.227 | 0.893 | 0.754 | 0.707 | 0.501 |
| COUTA [ 17 ] | 0.660 | 0.199 | 0.557 | 0.212 | 0.526 | 0.259 | 0.751 | 0.502 | 0.693 | 0.529 |
| Scenarios | Attacked features | Expected feature changes |
| 1 | P102 | P102 is expected to switch from off to on. |
| 2 | AIT202 | AIT202 and P203 are expected changes. |
| 3 | LIT101 | LIT101 exhibits gradual changes. |
| 4 | UV401,AIT502,P501 | All listed features are expected to change. |
| Methods | SMD | MSL | SMAP | SWAT | PSM | |||||
| F1 | F1 | F1 | F1 | F1 | ||||||
| Median | 21.04 | 0.988 | 30.44 | 0.246 | 14.05 | 0.293 | 28.18 | 0.217 | 13.85 | 0.438 |
| Mean | 21.07 | 0.134 | 30.45 | 0.302 | 14.08 | 0.299 | 28.18 | 0.217 | 13.86 | 0.451 |
| K-means | 21.00 | 0.080 | 30.46 | 0.300 | 13.95 | 0.252 | 29.39 | 0.840 | 13.97 | 0.660 |
| Best F1 | 22.10 | 0.203 | 30.46 | 0.310 | 14.50 | 0.378 | 29.20 | 0.850 | 14.00 | 0.687 |
| Training/ | Inference/ | Parameters | |
| Models | runtime per epoch(s) | runtime per sample(ms) | (Million) |
| IF [ 5 ] | /1.4 | /0.05 | 0.011 |
| LOF [ 7 ] | /69.88 | /32.7 | 0.5 |
| TranAD [ 18 ] | /194.63 | same as training/3.51 | 0.16 |
| NSPR [ 20 ] | /34.47 | same as training/17.9 | 0.39 |
| Ours | /19.52 | same as training/8.60 | 0.92 |
| Distributions | SMD | MSL | SMAP | SWAT | PSM | |||||
| AUC | F1 | AUC | F1 | AUC | F1 | AUC | F1 | AUC | F1 | |
| i.i.d G-dist | 0.750 | 0.197 | 0.636 | 0.272 | 0.443 | 0.244 | 0.876 | 0.800 | 0.752 | 0.553 |
| i.i.d t-dist | 0.754 | 0.190 | 0.621 | 0.274 | 0.359 | 0.243 | 0.885 | 0.813 | 0.786 | 0.575 |
| Quantiles | 0.779 | 0.264 | 0.646 | 0.296 | 0.423 | 0.242 | 0.899 | 0.796 | 0.733 | 0.564 |
| Multi t-dist | 0.723 | 0.184 | 0.669 | 0.286 | 0.727 | 0.398 | 0.883 | 0.845 | 0.790 | 0.636 |
| Ours | 0.722 | 0.203 | 0.684 | 0.310 | 0.658 | 0.377 | 0.884 | 0.850 | 0.820 | 0.687 |
Time-Series Anomaly Detection
Time-Series Anomaly Detection identifies unusual patterns or events in sequential data, from sensor readings and network traffic to health and industrial telemetry.
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