With the rapid development of sensor technology, the anomaly detection of multi-source time series data becomes more and more important. Traditional anomaly detection methods deal with the temporal and spatial information in the data independently, and fail to make full use of the potential of spatio-temporal information. To address this issue, this paper proposes a novel integration method that combines sensor embeddings and temporal representation networks, effectively exploiting spatio-temporal dynamics. In addition, the graph neural network is introduced to skillfully simulate the complexity of multi-source heterogeneous data. By applying a dual loss function—consisting of a reconstruction loss and a prediction loss—we further improve the accuracy of anomaly detection. This strategy not only promotes the ability to learn normal behavior patterns from historical data, but also significantly improves the predictive ability of the model, making anomaly detection more accurate. Experimental results on four multi-source sensor datasets show that our proposed method performs better than the existing models. In addition, our approach enhances the ability to interpret anomaly detection by analyzing the sensors associated with the detected anomalies.
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