Cluster-Aware Causal Mixer for Online Anomaly Detection in Multivariate Time Series

• URL: http://arxiv.org/abs/2506.00188v1
• Date: Fri, 30 May 2025 19:56:54 GMT
• Title: Cluster-Aware Causal Mixer for Online Anomaly Detection in Multivariate Time Series
• Authors: Md Mahmuddun Nabi Murad, Yasin Yilmaz,
• Abstract summary: Detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections.<n>We propose a novel cluster-aware causal mixer to effectively detect anomalies in time series.<n>We present an anomaly detection framework that accumulates the anomaly evidence over time to prevent false positives.
• Score: 21.822977353368785
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Early and accurate detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections. While MLP-based mixer models have shown promise in time series analysis, they lack a causality mechanism to preserve temporal dependencies inherent in the system. Moreover, real-world multivariate time series often contain numerous channels with diverse inter-channel correlations. A single embedding mechanism for all channels does not effectively capture these complex relationships. To address these challenges, we propose a novel cluster-aware causal mixer to effectively detect anomalies in multivariate time series. Our model groups channels into clusters based on their correlations, with each cluster processed through a dedicated embedding layer. In addition, we introduce a causal mixer in our model, which mixes the information while maintaining causality. Furthermore, we present an anomaly detection framework that accumulates the anomaly evidence over time to prevent false positives due to nominal outliers. Our proposed model operates in an online fashion, making it suitable for real-time time-series anomaly detection tasks. Experimental evaluations across six public benchmark datasets demonstrate that our model consistently achieves superior F1 scores.

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