English

POST: Prior-Observation Adversarial Learning of Spatio-Temporal Associations for Multivariate Time Series Anomaly Detection

Artificial Intelligence 2026-05-19 v1

Abstract

Existing Multivariate Time Series Anomaly Detection (MTSAD) frameworks increasingly rely on integrating Graph Neural Networks (GNNs) with sequence models to capture complex spatio-temporal dependencies. However, less attention is paid to the spatial over-generalization problem, where unconstrained structural modeling indiscriminately reconstructs anomalies, inevitably degrading detection recall. To tackle this problem, we propose a novel framework that unifies spatio-temporal modeling through a joint prior-observation adversarial learning paradigm. In the spatial dimension, the model alternately learns adjacency matrices as structural prior and models the association discrepancy between prior and data-driven observation in a minimax manner during training. Such adversarial optimization not only improves the model sensitivity for time-wise detection, but also enables the model to localize anomalies to specific channels. To systematically evaluate this anomaly localization capability, we further construct a synthetic benchmark equipped with precise channel-wise annotations. Extensive experiments across public datasets and our dedicated benchmark demonstrate that the proposed framework establishes a new state-of-the-art in both time-wise detection and spatial localization tasks. Our code, pre-trained models, and benchmark are publicly available at https://github.com/anocodetest1/POST.

Keywords

Cite

@article{arxiv.2605.18128,
  title  = {POST: Prior-Observation Adversarial Learning of Spatio-Temporal Associations for Multivariate Time Series Anomaly Detection},
  author = {Suofei Zhang and Yaxuan Zheng and Haifeng Hu},
  journal= {arXiv preprint arXiv:2605.18128},
  year   = {2026}
}