Multivariate Time Series Anomaly Detection via Dual-Branch Reconstruction and Autoregressive Flow-based Residual Density Estimation
- URL: http://arxiv.org/abs/2604.08582v1
- Date: Sun, 29 Mar 2026 15:18:14 GMT
- Title: Multivariate Time Series Anomaly Detection via Dual-Branch Reconstruction and Autoregressive Flow-based Residual Density Estimation
- Abstract summary: We propose DBR-AF, a novel framework that integrates a dual-branch reconstruction (DBR) encoder and an autoregressive flow (AF) module.<n>The DBR encoder decouples cross-variable correlation learning and intra-variable statistical property modeling to mitigate spurious correlations.<n>Experiments on seven benchmark datasets demonstrate that DBR-AF achieves state-of-the-art performance.
- Score: 11.664519282299485
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Multivariate Time Series Anomaly Detection (MTSAD) is critical for real-world monitoring scenarios such as industrial control and aerospace systems. Mainstream reconstruction-based anomaly detection methods suffer from two key limitations: first, overfitting to spurious correlations induced by an overemphasis on cross-variable modeling; second, the generation of misleading anomaly scores by simply summing up multivariable reconstruction errors, which makes it difficult to distinguish between hard-to-reconstruct samples and genuine anomalies. To address these issues, we propose DBR-AF, a novel framework that integrates a dual-branch reconstruction (DBR) encoder and an autoregressive flow (AF) module. The DBR encoder decouples cross-variable correlation learning and intra-variable statistical property modeling to mitigate spurious correlations, while the AF module employs multiple stacked reversible transformations to model the complex multivariate residual distribution and further leverages density estimation to accurately identify normal samples with large reconstruction errors. Extensive experiments on seven benchmark datasets demonstrate that DBR-AF achieves state-of-the-art performance, with ablation studies validating the indispensability of its core components.
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