Selective Denoising Diffusion Model for Time Series Anomaly Detection
- URL: http://arxiv.org/abs/2602.23662v1
- Date: Fri, 27 Feb 2026 04:05:50 GMT
- Title: Selective Denoising Diffusion Model for Time Series Anomaly Detection
- Authors: Kohei Obata, Zheng Chen, Yasuko Matsubara, Lingwei Zhu, Yasushi Sakurai,
- Abstract summary: Time series anomaly detection (TSAD) has been an important area of research for decades.<n> Diffusion-based methods for TSAD rely on a conditional strategy, which reconstructs input instances from white noise with the aid of the conditioner.<n>We propose a novel diffusion-based method, named AnomalyFilter, which acts as a selective filter that only denoises anomaly parts in the instance while retaining normal parts.
- Score: 19.485868380339628
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Time series anomaly detection (TSAD) has been an important area of research for decades, with reconstruction-based methods, mostly based on generative models, gaining popularity and demonstrating success. Diffusion models have recently attracted attention due to their advanced generative capabilities. Existing diffusion-based methods for TSAD rely on a conditional strategy, which reconstructs input instances from white noise with the aid of the conditioner. However, this poses challenges in accurately reconstructing the normal parts, resulting in suboptimal detection performance. In response, we propose a novel diffusion-based method, named AnomalyFilter, which acts as a selective filter that only denoises anomaly parts in the instance while retaining normal parts. To build such a filter, we mask Gaussian noise during the training phase and conduct the denoising process without adding noise to the instances. The synergy of the two simple components greatly enhances the performance of naive diffusion models. Extensive experiments on five datasets demonstrate that AnomalyFilter achieves notably low reconstruction error on normal parts, providing empirical support for its effectiveness in anomaly detection. AnomalyFilter represents a pioneering approach that focuses on the noise design of diffusion models specifically tailored for TSAD.
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