Dual Temporal Masked Modeling for KPI Anomaly Detection via Similarity Aggregation

With the expanding scale of current industries, monitoring systems centered around Key Performance Indicators (KPIs) play an increasingly crucial role. KPI anomaly detection can monitor the potential risks according to KPI data and has garnered widespread attention due to its rapid responsiveness and adaptability to dynamic changes. Considering the absence of labels and the high cost of manual annotation of KPI data, the self-supervised approaches are proposed. Among them, mask modeling methods draw great attention and can learn the intrinsic distribution of data without relying on prior assumptions. However, conventional mask modeling often overlooks the examination of relationships between unsynchronized variables, treating them with equal importance, and inducing inaccurate detection results. To address this, this paper proposes a Dual Masked modeling Approach combined with Similarity Aggregation, named DMASA. Starting from a self-supervised approach based on mask modeling, DMASA incorporates spectral residual techniques to explore inter-variable dependencies and aggregates information from similar data to eliminate interference from irrelevant variables in anomaly detection. Extensive experiments on eight datasets and state-of-the-art results demonstrate the effectiveness of our approach. Our code is available at <uri xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">https://github.com/colaudiolab/GT-DMASA</uri>.