← 研踪 PaperTrailarXiv:2611.15073 · v1
When Does Causality Help in Multivariate Time-Series Anomaly Detection?
首次提交 2026-11-11 13:47
版本更新 2026-11-11 13:47
雷达观测 2026-11-13 11:11
摘要
Causality-aware scoring is common in multivariate time-series anomaly detection, yet the literature rarely states when it helps. Holding one causality-guided autoencoder (DeCauAE) fixed, we vary graph quality, anomaly type and protocol against ground truth. Graph quality fixes the payoff: on a twenty-variable DAG the gain over a graph-free autoencoder decays as the graph is corrupted. Anomaly type fixes the target: the structural factor lifts window F1 from 0.800 to 0.976 where anomalies break conditional structure, and its advantage vanishes below a break severity s 0.3. Protocol fixes the ranking: point-adjusted F1 lets a random score match the full model, while range-aware VUS separates the autoencoder family from the classical baselines. On real benchmarks the causal module pays only where density makes a system eligible and cross-subsample reproducibility selects entities inside it; enabling it everywhere costs 0.012 VUS-ROC. The structural factor also transfers to classical detectors .
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v1 · 2026-11-11 13:47 · 最新观测版本
When Does Causality Help in Multivariate Time-Series Anomaly Detection?
Causality-aware scoring is common in multivariate time-series anomaly detection, yet the literature rarely states when it helps. Holding one causality-guided autoencoder (DeCauAE) fixed, we vary graph quality, anomaly type and protocol against ground truth. Graph quality fixes the payoff: on a twenty-variable DAG the gain over a graph-free autoencoder decays as the graph is corrupted. Anomaly type fixes the target: the structural factor lifts window F1 from 0.800 to 0.976 where anomalies break conditional structure, and its advantage vanishes below a break severity s 0.3. Protocol fixes the ranking: point-adjusted F1 lets a random score match the full model, while range-aware VUS separates the autoencoder family from the classical baselines. On real benchmarks the causal module pays only where density makes a system eligible and cross-subsample reproducibility selects entities inside it; enabling it everywhere costs 0.012 VUS-ROC. The structural factor also transfers to classical detectors .
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