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多変量時系列異常検知のための時間条件付き正規化フロー

arXiv cs.LG / 2026/3/11

Models & Research

要点

  • 本論文は、時間的依存性と不確実性を効果的にモデル化することで、多変量時系列データにおける異常検知のための新しいフレームワークである時間条件付き正規化フロー(tcNF)を提案する。
  • TcNFは過去の観測値に条件付けすることで正規化フローを駆使し、複雑な時間的ダイナミクスを捉え、期待される挙動の精度の高い確率分布を自己回帰的に生成する。
  • この手法により、学習された分布内の低確率事象を識別して異常を頑健に検出可能となる。
  • 複数のデータセットで評価した結果、既存手法と比較して高い精度と頑健性を示した。
  • 手法の強みと弱みを詳細に分析し、再現性とさらなる研究を促進するためにオープンソースコードも提供している。

Computer Science > Machine Learning

arXiv:2603.09490 (cs)
[Submitted on 10 Mar 2026]

Title:Temporal-Conditioned Normalizing Flows for Multivariate Time Series Anomaly Detection

View a PDF of the paper titled Temporal-Conditioned Normalizing Flows for Multivariate Time Series Anomaly Detection, by David Baumgartner and 3 other authors
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Abstract:This paper introduces temporal-conditioned normalizing flows (tcNF), a novel framework that addresses anomaly detection in time series data with accurate modeling of temporal dependencies and uncertainty. By conditioning normalizing flows on previous observations, tcNF effectively captures complex temporal dynamics and generates accurate probability distributions of expected behavior. This autoregressive approach enables robust anomaly detection by identifying low-probability events within the learned distribution. We evaluate tcNF on diverse datasets, demonstrating good accuracy and robustness compared to existing methods. A comprehensive analysis of strengths and limitations and open-source code is provided to facilitate reproducibility and future research.
Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI)
Cite as: arXiv:2603.09490 [cs.LG]
  (or arXiv:2603.09490v1 [cs.LG] for this version)
  https://doi.org/10.48550/arXiv.2603.09490
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arXiv-issued DOI via DataCite

Submission history

From: David Baumgartner [view email]
[v1] Tue, 10 Mar 2026 10:49:48 UTC (6,862 KB)
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