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Towards Foundation Models for Zero-Shot Time Series Anomaly Detection: Leveraging Synthetic Data and Relative Context Discrepancy

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Time series anomaly detection (TSAD) is a critical task, but developing models that generalize to unseen data in a zero-shot manner remains challenging. Existing foundation models for TSAD often rely on reconstruction-error scoring at inference time, which can miss subtle anomalies that are well reconstructed and can falsely flag complex but normal patterns in unseen domains. We introduce TimeRCD, a foundation model for TSAD built on Relative Context Discrepancy (RCD), a pre-training paradigm that trains the model to detect anomalies by comparing a query pattern with its surrounding context. This relational formulation, implemented with a standard Transformer architecture, enables the model to infer normality from the input context rather than relying on fixed global normal patterns. We further construct a large-scale synthetic corpus with context-dependent anomaly labels to provide supervised pre-training signals for RCD. Experiments across diverse benchmarks show that TimeRCD outperforms existing general-purpose and anomaly-specific foundation models in most zero-shot TSAD settings, while remaining competitive with dataset-specific full-shot baselines. These results provide empirical evidence that RCD is an effective direction for building robust and generalizable TSAD models.

Tian Lan, Hao Duong Le, Jinbo Li, Wenjun He, Meng Wang, Chenghao Liu, Chen Zhang• 2025

Related benchmarks

TaskDatasetResultRank
Anomaly DetectionSMD
F1 Score44.89
375
Time Series Anomaly DetectionPSM
Standard-F126
38
Time Series Anomaly DetectionSMAP
Affiliation F187.73
29
Time Series Anomaly DetectionMGAB
VUS-PR105
21
Time Series Anomaly DetectionIOPS
VUS PR20.23
21
Time Series Anomaly DetectionNAB
VUS-PR24.32
18
Time Series Anomaly DetectionSWaT
Affiliation-F171.55
11
Time Series Anomaly DetectionSED
Affiliation-F196.87
3
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