Health monitoring and abnormality detection of power batteries for new energy vehicles has been one of the hot topics in recent years. Accurate and efficient power battery anomaly detection is crucial to ensure stable operation of the battery system and energy saving. However, power battery data are often non-linear and unstable due to external factors, such as temperature conditions, which pose challenges for anomaly detection. Existing methods for collecting battery data’s temporal and spatial features are available, but many of them yield suboptimal detection accuracy and feature extraction efficiency due to their disregard for the multi-periodicity of the data. This paper proposes a novel network structure for power battery anomaly detection based on an improved TimesNet. Firstly, the original battery data undergo preprocessing, and the feature correlation coefficient matrix is established using the MIC algorithm. Secondly, the improved TimesNet network is employed to convert the one-dimensional time feature sequence into a two-dimensional tensor, enabling the extraction of temporal features and dependencies at various cycle scales. Finally, the two-dimensional tensor is transformed into a one-dimensional time series, which undergoes information-weighted aggregation to obtain the final anomaly detection results. To assess the effectiveness and generalization of the proposed model, experiments are conducted using Battery and four public datasets for anomaly detection. The experimental results demonstrate that the proposed model outperforms the transformer, autoformer, TimesNet, and Dlinear models, achieving an improvement of 1%–19% in the F1 value and 1%–3% in the ACC compared to the other models.