Isolation forest (iForest) has been emerging as arguably the most popular anomaly detector in recent years due to its general effectiveness across different benchmarks and strong scalability. Nevertheless, its linear axis-parallel isolation method often leads to (i) failure in detecting hard anomalies that are difficult to isolate in high-dimensional/non-linear-separable data space, and (ii) notorious algorithmic bias that assigns unexpectedly lower anomaly scores to artefact regions. These issues contribute to high false negative errors. Several iForest extensions are introduced, but they essentially still employ shallow, linear data partition, restricting their power in isolating true anomalies. Therefore, this paper proposes deep isolation forest. We introduce a new representation scheme that utilises casually initialised neural networks to map original data into random representation ensembles, where random axis-parallel cuts are subsequently applied to perform the data partition. This representation scheme facilitates high freedom of the partition in the original data space (equivalent to non-linear partition on subspaces of varying sizes), encouraging a unique synergy between random representations and random partition-based isolation. Extensive experiments show that our model achieves significant improvement over state-of-the-art isolation-based methods and deep detectors on tabular, graph and time series datasets; our model also inherits desired scalability from iForest. 

Deep Isolation Forest for Anomaly Detection

—Recently, contrastive learning (CL) is a promising way of learning discriminative representations from time series data. In the representation hierarchy, semantic information extracted from lower levels is the basis of that captured from higher levels. Low-level semantic information is essential and should be considered in the CL process. However, the existing CL algorithms mainly focus on the similarity of high-level semantic information. Considering the similarity of low-level semantic information may improve the performance of CL. To this end, we present a deep contrastive representation learning with self-distillation (DCRLS) for the time series domain. DCRLS gracefully combine data augmentation, deep contrastive learning, and self distillation. Our data augmentation provides different views from the same sample as the input of DCRLS. Unlike most CL algorithms that concentrate on high-level semantic information only, our deep contrastive learning also considers the contrast similarity of low-level semantic information between peer residual blocks. Our self distillation promotes knowledge ﬂow from high-level to low-level blocks to help regularize DCRLS in the knowledge transfer process. The experimental results demonstrate that the DCRLS-based structures achieve excellent performance on classiﬁcation and clustering on 36

Deep Contrastive Representation Learning With Self-Distillation

Transformers have gained popularity in time series forecasting for their ability to capture long-sequence interactions. However, their high memory and computing requirements pose a critical bottleneck for long-term forecasting. To address this, we propose TSMixer, a lightweight neural architecture exclusively composed of multi-layer perceptron (MLP) modules. TSMixer is designed for multivariate forecasting and representation learning on patched time series, providing an efficient alternative to Transformers. Our model draws inspiration from the success of MLP-Mixer models in computer vision. We demonstrate the challenges involved in adapting Vision MLP-Mixer for time series and introduce empirically validated components to enhance accuracy. This includes a novel design paradigm of attaching online reconciliation heads to the MLP-Mixer backbone, for explicitly modeling the time-series properties such as hierarchy and channel-correlations. We also propose a Hybrid channel modeling approach to effectively handle noisy channel interactions and generalization across diverse datasets, a common challenge in existing patch channel-mixing methods. Additionally, a simple gated attention mechanism is introduced in the backbone to prioritize important features. By incorporating these lightweight components, we significantly enhance the learning capability of simple MLP structures, outperforming complex Transformer models with minimal computing usage. Moreover, TSMixer's modular design enables compatibility with both supervised and masked self-supervised learning methods, making it a promising building block for time-series Foundation Models. TSMixer outperforms state-of-the-art MLP and Transformer models in forecasting by a considerable margin of 8-60%. It also outperforms the latest strong benchmarks of Patch-Transformer models (by 1-2%) with a significant reduction in memory and runtime (2-3X).

/pdf/tsmixer-lightweight-mlp-mixer-model-for-multivariate-time-1w9tjtms.pdf

TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting

Contrastive autoencoder for anomaly detection in multivariate time series

Learning time-series representations when only unlabeled data or few labeled samples are available can be a challenging task. Recently, contrastive self-supervised learning has shown great improvement in extracting useful representations from unlabeled data via contrasting different augmented views of data. In this work, we propose a novel <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">T ime- <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">S eries representation learning framework via <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">T emporal and <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">C ontextual <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">C ontrasting ( <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">TS-TCC ) that learns representations from unlabeled data with contrastive learning. Specifically, we propose time-series-specific weak and strong augmentations and use their views to learn robust temporal relations in the proposed temporal contrasting module, besides learning discriminative representations by our proposed contextual contrasting module. Additionally, we conduct a systematic study of time-series data augmentation selection, which is a key part of contrastive learning. We also extend TS-TCC to the semi-supervised learning settings and propose a <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">C lass- <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">A ware TS- <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">TCC ( <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">CA-TCC ) that benefits from the available few labeled data to further improve representations learned by TS-TCC. Specifically, we leverage the robust pseudo labels produced by TS-TCC to realize a class-aware contrastive loss. Extensive experiments show that the linear evaluation of the features learned by our proposed framework performs comparably with the fully supervised training. Additionally, our framework shows high efficiency in few labeled data and transfer learning scenarios.

Self-Supervised Contrastive Representation Learning for Semi-Supervised Time-Series Classification

This paper presents TS2Vec, a universal framework for learning representations of time series in an arbitrary semantic level. Unlike existing methods, TS2Vec performs contrastive learning in a hierarchical way over augmented context views, which enables a robust contextual representation for each timestamp. Furthermore, to obtain the representation of an arbitrary sub-sequence in the time series, we can apply a simple aggregation over the representations of corresponding timestamps. We conduct extensive experiments on time series classification tasks to evaluate the quality of time series representations. As a result, TS2Vec achieves significant improvement over existing SOTAs of unsupervised time series representation on 125 UCR datasets and 29 UEA datasets. The learned timestamp-level representations also achieve superior results in time series forecasting and anomaly detection tasks. A linear regression trained on top of the learned representations outperforms previous SOTAs of time series forecasting. Furthermore, we present a simple way to apply the learned representations for unsupervised anomaly detection, which establishes SOTA results in the literature. The source code is publicly available at this https URL.

TS2Vec: Towards Universal Representation of Time Series

This paper presents TS2Vec, a universal framework for learning timestamp-level representations of time series. Unlike existing methods, TS2Vec performs timestamp-wise discrimination, which learns a contextual representation vector directly for each timestamp. We find that the learned representations have superior predictive ability. A linear regression trained on top of the learned representations outperforms previous SOTAs for supervised time series forecasting. Also, the instance-level representations can be simply obtained by applying a max pooling layer on top of learned representations of all timestamps. We conduct extensive experiments on time series classification tasks to evaluate the quality of instance-level representations. As a result, TS2Vec achieves significant improvement compared with existing SOTAs of unsupervised time series representation on 125 UCR datasets and 29 UEA datasets. The source code is publicly available at this https URL.

Learning Timestamp-Level Representations for Time Series with Hierarchical Contrastive Loss

Graph Neural Networks (GNNs) have shown advantages in various graph-based applications. Most existing GNNs assume strong homophily of graph structure and apply permutation-invariant local aggregation of neighbors to learn a representation for each node. However, they fail to generalize to heterophilic graphs, where most neighboring nodes have different labels or features, and the relevant nodes are distant. Few recent studies attempt to address this problem by combining multiple hops of hidden representations of central nodes (i.e., multi-hop-based approaches) or sorting the neighboring nodes based on attention scores (i.e., ranking-based approaches). As a result, these approaches have some apparent limitations. On the one hand, multi-hop-based approaches do not explicitly distinguish relevant nodes from a large number of multi-hop neighborhoods, leading to a severe over-smoothing problem. On the other hand, ranking-based models do not joint-optimize node ranking with end tasks and result in sub-optimal solutions. In this work, we present Graph Pointer Neural Networks (GPNN) to tackle the challenges mentioned above. We leverage a pointer network to select the most relevant nodes from a large amount of multi-hop neighborhoods, which constructs an ordered sequence according to the relationship with the central node. 1D convolution is then applied to extract high-level features from the node sequence. The pointer-network-based ranker in GPNN is joint-optimized with other parts in an end-to-end manner. Extensive experiments are conducted on six public node classification datasets with heterophilic graphs. The results show that GPNN significantly improves the classification performance of state-of-the-art methods. In addition, analyses also reveal the privilege of the proposed GPNN in filtering out irrelevant neighbors and reducing over-smoothing.

Graph Pointer Neural Networks.

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TS2Vec: Towards Universal Representation of Time Series

Learning Timestamp-Level Representations for Time Series with Hierarchical Contrastive Loss

Graph Pointer Neural Networks.