MORA: Modeling Observed Changes for Drift-Robust Time-Series Anomaly Detection
Time-series anomaly detection (TSAD) identifies deviations from patterns learned from historical data.
ProofPaper ↗
Key points
- In non-stationary settings, distribution drift and true anomalies can cause similar local changes, making it difficult to tell whether a deviation reflects abnormality or evolving context.
- We define this problem as temporal change disambiguation: determining whether a local deviation is explained by broader temporal evolution.
- We introduce MORA, a drift-robust TSAD framework that reconstructs the same local target from paired short- and long-term views.
- The reconstruction gap measures contextual support for a local deviation, and a data-dependent correction mechanism conservatively adjusts the primary local anomaly score.
Sources (1)
- [1]MORA: Modeling Observed Changes for Drift-Robust Time-Series Anomaly DetectionarXiv (AI, ML, NLP, CV, robotics, multi-agent) · Oct 7, 05:31 AM
Time-series anomaly detection (TSAD) identifies deviations from patterns learned from historical data.
In non-stationary settings, distribution drift and true anomalies can cause similar local changes, making it difficult to tell whether a deviation reflects abnormality or evolving context.
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