English

Benchmarking Inductive Biases for Multivariate Time-Series Anomaly Detection with a Robust Multi-View Channel-Graph Detector

Machine Learning 2026-05-28 v1 Computer Science and Game Theory

Abstract

We present a unified experiment, analysis, and benchmark study of multivariate time-series (MTS) anomaly detection. Ten family-representative detectors -- spanning statistical, reconstruction, association, frequency, and generic-transformer families -- are evaluated on five datasets (SMD, MSL, SMAP, PSM, and MSDS) under effectiveness, efficiency, robustness, and cross-dataset generalisation. All methods share the same windowing, scoring, hardware, and metric protocols. Effectiveness, ablation, and robustness use three random seeds; cross-dataset transfer uses seed~0 because each extra seed requires 250250 source-target evaluations. The benchmark yields three method-independent findings: no single-bias baseline dominates; absolute perturbation VUS-ROC is more informative than retention ratios; and MSDS behaves as an event-dense deployment workload rather than a sparse point-anomaly benchmark. Under this protocol we also introduce \ours{}, an adaptive detector family combining a NOTEARS-constrained directed channel-graph view with optional patch-attention and temporal-association views. \ours{} achieves the best macro-average VUS-ROC (0.6750.675, +5.1+5.1~pt over the second-best LSTM-AE), ranks first overall, and reaches the top-3 on all five datasets. Its wins on MSL and MSDS are narrow, while its average and robustness gains are larger: under the same three-seed robustness protocol for every method, it obtains the strongest absolute VUS-ROC across noise, channel dropout, and time-shift perturbations. We release the MSDS preprocessing protocol, configurations, scripts, and seed-level metric dumps.

Keywords

Cite

@article{arxiv.2605.28103,
  title  = {Benchmarking Inductive Biases for Multivariate Time-Series Anomaly Detection with a Robust Multi-View Channel-Graph Detector},
  author = {Junhao Wei and Yanxiao Li and Bidong Chen and Yifu Zhao and Haochen Li and Dexing Yao and Baili Lu and Xudong Ye and Jietian Feng and Sio-Kei Im and Yapeng Wang and Xu Yang},
  journal= {arXiv preprint arXiv:2605.28103},
  year   = {2026}
}
R2 v1 2026-07-22T07:36:34.678Z