Multivariate time series anomaly detection holds critical application value in key domains such as industrial system monitoring, financial risk management, and medical surveillance. However, existing approaches face two major challenges: reconstruction-based or prediction-based models tend to adapt to anomalous patterns during training, thereby weakening the distinction between normal and abnormal samples; furthermore, the non-stationary nature of time series leads to distribution shifts between training and testing data, impairing model generalization. To address these issues, this paper proposes the TFCID model. The model innovatively leverages diffusion principles to effectively impute missing time series data while capturing significant frequency-domain features. In the temporal processing stream, an unconditional diffusion model combined with imputation masking is employed to achieve high-precision imputation of randomly missing values, effectively preventing anomalies from interfering with model training. In the frequency-domain processing stream, an amplitude-aware frequency-domain masked autoencoder is introduced to specifically capture periodic or trend-based pattern anomalies. The model mitigates distribution shift by constraining the discrepancy between temporal and frequency-domain representations via adversarial contrastive learning, and uses this discrepancy as a robust anomaly scoring metric. Experimental results on five public benchmark datasets show that TFCID significantly outperforms state-of-the-art methods in detection accuracy (F1-Score), validating its effectiveness in anomaly detection tasks.
Wu et al. (Wed,) studied this question.