通过不确定性感知时间序列集成预测异常前兆 / Forecasting Anomaly Precursors via Uncertainty-Aware Time-Series Ensembles
1️⃣ 一句话总结
这篇论文提出了一种名为FATE的新型无监督框架,它通过整合多个时间序列预测模型并利用它们预测结果之间的不一致性来量化不确定性,从而在异常实际发生前就能提前预警,并且引入了一个更全面的新评估指标来准确衡量这种早期预警能力。
Detecting anomalies in time-series data is critical in domains such as industrial operations, finance, and cybersecurity, where early identification of abnormal patterns is essential for ensuring system reliability and enabling preventive maintenance. However, most existing methods are reactive: they detect anomalies only after they occur and lack the capability to provide proactive early warning signals. In this paper, we propose FATE (Forecasting Anomalies with Time-series Ensembles), a novel unsupervised framework for detecting Precursors-of-Anomaly (PoA) by quantifying predictive uncertainty from a diverse ensemble of time-series forecasting models. Unlike prior approaches that rely on reconstruction errors or require ground-truth labels, FATE anticipates future values and leverages ensemble disagreement to signal early signs of potential anomalies without access to target values at inference time. To rigorously evaluate PoA detection, we introduce Precursor Time-series Aware Precision and Recall (PTaPR), a new metric that extends the traditional Time-series Aware Precision and Recall (TaPR) by jointly assessing segment-level accuracy, within-segment coverage, and temporal promptness of early predictions. This enables a more holistic assessment of early warning capabilities that existing metrics overlook. Experiments on five real-world benchmark datasets show that FATE achieves an average improvement of 19.9 percentage points in PTaPR AUC and 20.02 percentage points in early detection F1 score, outperforming baselines while requiring no anomaly labels. These results demonstrate the effectiveness and practicality of FATE for real-time unsupervised early warning in complex time-series environments.
通过不确定性感知时间序列集成预测异常前兆 / Forecasting Anomaly Precursors via Uncertainty-Aware Time-Series Ensembles
这篇论文提出了一种名为FATE的新型无监督框架,它通过整合多个时间序列预测模型并利用它们预测结果之间的不一致性来量化不确定性,从而在异常实际发生前就能提前预警,并且引入了一个更全面的新评估指标来准确衡量这种早期预警能力。
源自 arXiv: 2602.17028