STFT-TCAN: A TCN-attention based multivariate time series anomaly detection architecture with time-frequency analysis for cyber-industrial systems

Networks and industrial systems play a pivotal role in modern society, and their security has garnered increasing attention. Anomalies within industrial equipment may propagate through fault transmission, leading to a cascade of failures. Additionally, cyberattacks on equipment can result in significant losses. Therefore, in the realm of industrial and cyberspace domains, an effective multivariate time series anomaly detection system for monitoring equipment is instrumental in ensuring the healthy operation of the machinery. Nevertheless, detecting anomalies in numerous time series remains challenging, stemming from the absence of anomaly labels and the complexity of the data patterns. Existing algorithms predominantly concentrate on modeling within the time domain, falling short in fully leveraging the informative features present in frequency domain data, resulting in diminished detection performance. This paper introduces STFT-TCAN, a model for anomaly detection in time series that seamlessly integrates information from both time and frequency domains for extracting data features. Sliding windows and the Short Time Fourier Transform (STFT) are utilized to construct a frequency matrix, effectively amalgamating the characteristics of both time and frequency domains within the time series. Furthermore, the model employs Temporal Convolutional Networks (TCN) and Transformer attention mechanisms (which combined to form the TCAN module) to capture the features of multivariate time series, thereby resulting in heightened detection accuracy. The proposed model undergoes validation on six publicly available datasets, showcasing the superior performance of the STFT-TCAN model in comparison to current baseline methods. It adeptly extracts features from both frequency and time domains in sequential data, thereby achieving state-of-the-art performance in tasks related to anomaly detection in multivariate time series.