An Improved Time Series Anomaly Detection by Applying Structural Similarity

• URL: http://arxiv.org/abs/2509.20184v1
• Date: Wed, 24 Sep 2025 14:45:00 GMT
• Title: An Improved Time Series Anomaly Detection by Applying Structural Similarity
• Authors: Tiejun Wang, Rui Wang, Xudong Mou, Mengyuan Ma, Tianyu Wo, Renyu Yang, Xudong Liu,
• Abstract summary: We propose StrAD, a novel structure-enhanced anomaly detection approach.<n>We show that StrAD improves the performance of state-of-the-art reconstruction-based models across five real-world anomaly detection datasets.
• Score: 17.056935729423667
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Effective anomaly detection in time series is pivotal for modern industrial applications and financial systems. Due to the scarcity of anomaly labels and the high cost of manual labeling, reconstruction-based unsupervised approaches have garnered considerable attention. However, accurate anomaly detection remains an unsettled challenge, since the optimization objectives of reconstruction-based methods merely rely on point-by-point distance measures, ignoring the potential structural characteristics of time series and thus failing to tackle complex pattern-wise anomalies. In this paper, we propose StrAD, a novel structure-enhanced anomaly detection approach to enrich the optimization objective by incorporating structural information hidden in the time series and steering the data reconstruction procedure to better capture such structural features. StrAD accommodates the trend, seasonality, and shape in the optimization objective of the reconstruction model to learn latent structural characteristics and capture the intrinsic pattern variation of time series. The proposed structure-aware optimization objective mechanism can assure the alignment between the original data and the reconstructed data in terms of structural features, thereby keeping consistency in global fluctuation and local characteristics. The mechanism is pluggable and applicable to any reconstruction-based methods, enhancing the model sensitivity to both point-wise anomalies and pattern-wise anomalies. Experimental results show that StrAD improves the performance of state-of-the-art reconstruction-based models across five real-world anomaly detection datasets.

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