<p>Multivariate time series anomaly detection remains a critical challenge in domains requiring high-dimensional temporal pattern recognition, from industrial IoT to financial systems. While deep learning approaches like Autoencoders (AEs) and Generative Adversarial Networks (GANs) have shown promise, they exhibit complementary weaknesses. AEs often tend to overfit, while GANs frequently encounter mode collapse and unstable training dynamics. We present SAE-GAN, an integrated framework that combines a stacked attention autoencoder with adversarial training to overcome these limitations. The proposed architecture introduces three key innovations: (1) hierarchical attention mechanisms for simultaneous temporal and cross-feature dependency modeling, (2) adversarial regularization to prevent overfitting while maintaining reconstruction fidelity, and (3) a stabilized training mechanism that balances generator-discriminator dynamics. Extensive evaluations on three benchmark multivariate time series datasets demonstrate that SAE-GAN consistently outperforms state-of-the-art methods in both detection accuracy and computational efficiency.</p>

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SAE-GAN: integrating stacked attention autoencoder and generative adversarial networks for multivariate time series anomaly detection

  • Shimin Sun,
  • Xiangyun Liu,
  • Li Han,
  • Ze Wang,
  • Yong Zhu

摘要

Multivariate time series anomaly detection remains a critical challenge in domains requiring high-dimensional temporal pattern recognition, from industrial IoT to financial systems. While deep learning approaches like Autoencoders (AEs) and Generative Adversarial Networks (GANs) have shown promise, they exhibit complementary weaknesses. AEs often tend to overfit, while GANs frequently encounter mode collapse and unstable training dynamics. We present SAE-GAN, an integrated framework that combines a stacked attention autoencoder with adversarial training to overcome these limitations. The proposed architecture introduces three key innovations: (1) hierarchical attention mechanisms for simultaneous temporal and cross-feature dependency modeling, (2) adversarial regularization to prevent overfitting while maintaining reconstruction fidelity, and (3) a stabilized training mechanism that balances generator-discriminator dynamics. Extensive evaluations on three benchmark multivariate time series datasets demonstrate that SAE-GAN consistently outperforms state-of-the-art methods in both detection accuracy and computational efficiency.