Time Series Anomaly Detection (TSAD) is a well- known data mining task that is relevant to several domains, ranging from manufacturing to healthcare. Since the anomalies observed in time series from different domains exhibit peculiar characteristics developing general-purpose yet effective solutions is particularly challenging even within the univariate setting. On the one hand, recent advances in Time Series Foundation Models (TSFMs) offer new avenues for TSAD; on the other hand, classical models, such as autoencoders networks retain interest as they show higher-than-expected robustness to complex anomalous patterns. This paper presents a new TSAD approach that combines an established TSFM approach, designed for time series forecasting, with a latent variational autoencoder model. Specifically, in the proposed solution the variational autoencoder is trained to reconstruct the transformer embeddings extracted from the TSFM backbone. Experiments run on the TBS-AD benchmark reveal a clear complementarity between forecasting-based and reconstruction- based scoring. While the base TSFM variant excels at detecting pointwise anomalies, our proposed VAE approach demonstrates superior performance on sequence anomalies, achieving highly competitive results against state-of-the-art models across multi-domain datasets (e.g., VUS-PR +0.869 on SED, +0.363 on LTDB). These findings demonstrate that a pretrained probabilistic forecasting model serves as a strong TSAD backbone, provided the scoring head is matched to the expected anomaly structure.

Time Series Foundation Models Meet Variational Autoencoders for Anomaly Detection / Yassine, A., Nguyen, V.T., Jaber, H., Carli, M., Tarantino, G., Cagliero, L.. - ELETTRONICO. - (In corso di stampa). (20th Anniversary IEEE International Conference on Application of Information and Communication Technologies (AICT) Baku (AZE) October 14–16, 2026).

Time Series Foundation Models Meet Variational Autoencoders for Anomaly Detection

Yassine, Ali;Nguyen, Van Thanh;Jaber, Hassan;Carli, Massimiliano;Tarantino, Giovanbattista;Cagliero, Luca
In corso di stampa

Abstract

Time Series Anomaly Detection (TSAD) is a well- known data mining task that is relevant to several domains, ranging from manufacturing to healthcare. Since the anomalies observed in time series from different domains exhibit peculiar characteristics developing general-purpose yet effective solutions is particularly challenging even within the univariate setting. On the one hand, recent advances in Time Series Foundation Models (TSFMs) offer new avenues for TSAD; on the other hand, classical models, such as autoencoders networks retain interest as they show higher-than-expected robustness to complex anomalous patterns. This paper presents a new TSAD approach that combines an established TSFM approach, designed for time series forecasting, with a latent variational autoencoder model. Specifically, in the proposed solution the variational autoencoder is trained to reconstruct the transformer embeddings extracted from the TSFM backbone. Experiments run on the TBS-AD benchmark reveal a clear complementarity between forecasting-based and reconstruction- based scoring. While the base TSFM variant excels at detecting pointwise anomalies, our proposed VAE approach demonstrates superior performance on sequence anomalies, achieving highly competitive results against state-of-the-art models across multi-domain datasets (e.g., VUS-PR +0.869 on SED, +0.363 on LTDB). These findings demonstrate that a pretrained probabilistic forecasting model serves as a strong TSAD backbone, provided the scoring head is matched to the expected anomaly structure.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/3016172