GNNs for Time Series Anomaly Detection: An Open-Source Framework and a Critical Evaluation
AI 摘要
提出了一个基于GNN的时间序列异常检测开源框架,并对GNN在该领域的应用进行了评估。
主要贡献
- 开发了一个用于基于GNN的TSAD的开源框架,支持可重复实验。
- 评估了多种GNN架构在TSAD任务上的性能和可解释性。
- 分析了TSAD中常见的评估实践,指出了metric和阈值选择的问题。
方法论
使用GNN作为backbone,通过重构或预测误差识别异常,并进行系统性评估和对比实验。
原文摘要
There is growing interest in applying graph-based methods to Time Series Anomaly Detection (TSAD), particularly Graph Neural Networks (GNNs), as they naturally model dependencies among multivariate signals. GNNs are typically used as backbones in score-based TSAD pipelines, where anomalies are identified through reconstruction or prediction errors followed by thresholding. However, and despite promising results, the field still lacks standardized frameworks for evaluation and suffers from persistent issues with metric design and interpretation. We thus present an open-source framework for TSAD using GNNs, designed to support reproducible experimentation across datasets, graph structures, and evaluation strategies. Built with flexibility and extensibility in mind, the framework facilitates systematic comparisons between TSAD models and enables in-depth analysis of performance and interpretability. Using this tool, we evaluate several GNN-based architectures alongside baseline models across two real-world datasets with contrasting structural characteristics. Our results show that GNNs not only improve detection performance but also offer significant gains in interpretability, an especially valuable feature for practical diagnosis. We also find that attention-based GNNs offer robustness when graph structure is uncertain or inferred. In addition, we reflect on common evaluation practices in TSAD, showing how certain metrics and thresholding strategies can obscure meaningful comparisons. Overall, this work contributes both practical tools and critical insights to advance the development and evaluation of graph-based TSAD systems.