An Interpretable Multivariate Time-Series Anomaly Detection Method in Cyber-Physical Systems Based on Adaptive Mask

The high complexity and wide applications of cyber-physical systems (CPSs) pose a large requirement on both accuracy and interpretability of the time-series anomaly detection algorithms. While a large number of deep learning algorithms have achieved excellent accuracy, the interpretability is often limited, especially when considering retaining correlations in multivariate time series. In this article, we propose a novel multivariate time-series anomaly detection method based on the adaptive masking mechanism to improve both accuracy and interpretability, which contains a specially designed series saliency module. For more intuitive and interpretable results, a learnable adaptive mask is introduced in the series saliency module, which can disclose the influence on anomalies in both feature and temporal dimensions. The original time series and their versions with adaptive perturbations added are then mixed via the mask forming an adaptive data augmentation method to improve the accuracy of anomaly detection. Furthermore, the anomaly detection module is model agnostic, whether based on forecasting or reconstruction. The optimization of the training objectives will lead to more accurate and interpretable detection results. With four real-world data sets, we demonstrate that the adaptive mask can provide more accurate anomaly detection results with meaningful interpretations in the form of a mask matrix.