DTAAD: Dual Tcn-Attention Networks for Anomaly Detection in Multivariate Time Series Data

Anomaly detection techniques enable effective anomaly detection and diagnosis in multi-variate time series data, which are of major significance for today's industrial applications. However, establishing an anomaly detection system that can be rapidly and accurately located is a challenging problem due to the lack of outlier tags, the high dimensional complexity of the data, memory bottlenecks in the actual hardware, and the need for fast reasoning. We have proposed an anomaly detection and diagnosis model -- DTAAD in this paper, based on Transformer, and Dual Temporal Convolutional Network(TCN). Our overall model will be an integrated design in which autoregressive model(AR) combines autoencoder(AE) structures, and scaling methods and feedback mechanisms are introduced to improve prediction accuracy and expand correlation differences. Constructed by us, the Dual TCN-Attention Network (DTA) only uses a single layer of Transformer encoder in our baseline experiment, that belongs to an ultra-lightweight model. Our extensive experiments on six publicly datasets validate that DTAAD exceeds current most advanced baseline methods in both detection and diagnostic performance. Specifically, DTAAD improved F1 scores by $8.38\%$, and reduced training time by $99\%$ compared to baseline. The code and training scripts are publicly on GitHub at https://github.com/Yu-Lingrui/DTAAD.