Exploiting negative correlation for unsupervised anomaly detection in contaminated time series

Abstract

Anomaly detection in time series data is crucial for many fields such as healthcare, meteorology, and industrial fault detection. However, traditional unsupervised time series anomaly detection methods suffer from biased anomaly measurement under contaminated training data. Most of existing methods employ hard strategies for contamination calibration by assigning pseudo-label to training data. These hard strategies rely on threshold selection and result in suboptimal performance. To address this problem, in this paper, we propose a novel unsupervised anomaly detection framework for contaminated time series (NegCo), which builds an effective soft contamination calibration strategy by exploiting the observed negative correlation between semantic representation and anomaly detection inherent within the autoencoder framework. We innovatively redefine anomaly detection in data contamination scenarios as an optimization problem rooted in this negative correlation. To model this negative correlation, we introduce a dual construct: morphological similarity captures semantic distinctions relevant to normality, while reconstruction consistency quantifies deviations indicative of anomalies. Firstly, the morphological similarity is effectively measured based on the representative normal samples generated from the center of the learned Gaussian distribution. Then, an anomaly measurement calibration loss function is designed based on negative correlation between morphological similarity and reconstruction consistency, to calibrate the biased anomaly measurement caused by contaminated samples. Extensive experiments on various time series datasets show that the proposed NegCo outperforms state-of-the-art baselines, achieving an improvement of 6.2% to 26.8% in Area Under the Receiver Operating Characteristics (AUROC) scores, particularly in scenarios with heavily contaminated training data.