Large Pretrained Foundation Model for Key Performance Indicator Multivariate Time Series Anomaly Detection

Abstract

In the realm of Key Performance Indicator (KPI) anomaly detection, deep learning has emerged as a pivotal technology. Yet, the development of effective deep learning models is hindered by several challenges: scarce and complex labeled data, noise interference from data handling, the necessity to capture temporal dependencies in time series KPI data, and the complexity of multivariate data analysis. Despite recent progress in large models that show potential for handling complex, multidimensional tasks, the lack of extensive, high-quality datasets presents a significant barrier for directly training these models in KPI anomaly detection. This scarcity limits the models' ability to learn and generalize effectively within this specific domain. To overcome this, we propose an innovative approach to adapt fully pretrained large models from other domains to KPI anomaly detection, thereby mitigating data constraints and enhancing detection precision. Our approach involves adapting large models to anomaly detection tasks using patch operations and fine-tuning techniques, which significantly enhances the model's temporal dependency capture capabilities. Furthermore, to address the multivariate challenge, we introduce a novel feature extraction method based on channel independence to optimize information processing across multidimensional features. Additionally, we leverage frequency domain information to design a feature enhancement method, further boosting the model's detection accuracy. By integrating these innovative techniques, we have developed a large-scale KPI anomaly detection model named ViTSD. Empirical evidence from experiments on five benchmark datasets and two additional datasets demonstrates ViTSD's superior performance, outperforming existing models across various evaluation metrics.