A Masked Attention Network with Query Sparsity Measurement for Time Series Anomaly Detection

Time series aomaly detection has been widely studied in recent years. Previous research focuses on point-wise features and pairwise associations for feature learning or designed anomaly scores based on prior knowledge. However, these methods cannot fully learn the intricate abnormal dynamic information and can only identify a limited class of anomalies. We propose a Masked Attention Network with Query Sparsity Measurement (MAN-QSM) to address the above challenges. This model uses two kinds of prior knowledge to fully exploit the differences between normal and abnormal points from two perspectives: pairwise association and sequence-level information. We designs the anomaly mask mechanism to collaborate with the training strategy to amplify the difference between normal and abnormal points. In experiments, we compare the model with classical methods, reconstruction-based models, autoregressive-based models, and state-of-the-art models, and the MAN-QSM achieves state-of-the-art results on SMD, PSM, and MSL datasets with an average of 16% reduction in error rate.