English

LPCVAE: A Conditional VAE with Long-Term Dependency and Probabilistic Time-Frequency Fusion for Time Series Anomaly Detection

Machine Learning 2026-02-04 v1 Artificial Intelligence Emerging Technologies

Abstract

Time series anomaly detection(TSAD) is a critical task in signal processing field, ensuring the reliability of complex systems. Reconstruction-based methods dominate in TSAD. Among these methods, VAE-based methods have achieved promising results. Existing VAE-based methods suffer from the limitation of single-window feature and insufficient leveraging of long-term time and frequency information. We propose a Conditional Variational AutoEncoder with Long-term dependency and Probabilistic time-frequency fusion, named LPCVAE. LPCVAE introduces LSTM to capture long-term dependencies beyond windows. It further incorporates a Product-of-Experts (PoE) mechanism for adaptive and distribution-level probabilistic fusion. This design effectively mitigates time-frequency information loss. Extensive experiments on four public datasets demonstrate it outperforms state-of-the-art methods. The results confirm that integrating long-term time and frequency representations with adaptive fusion yields a robust and efficient solution for TSAD.

Keywords

Cite

@article{arxiv.2510.10915,
  title  = {LPCVAE: A Conditional VAE with Long-Term Dependency and Probabilistic Time-Frequency Fusion for Time Series Anomaly Detection},
  author = {Hanchang Cheng and Weimin Mu and Fan Liu and Weilin Zhu and Can Ma},
  journal= {arXiv preprint arXiv:2510.10915},
  year   = {2026}
}
R2 v1 2026-07-01T06:32:53.076Z