Towards Foundation Models for Zero-Shot Time Series Anomaly Detection: Leveraging Synthetic Data and Relative Context Discrepancy
About
Time series anomaly detection (TSAD) is a critical task, but developing models that generalize to unseen data in a zero-shot manner remains a major challenge. Prevailing foundation models for TSAD predominantly rely on reconstruction-based objectives, which suffer from a fundamental objective mismatch: they struggle to identify subtle anomalies while often misinterpreting complex normal patterns, leading to high rates of false negatives and positives. To overcome these limitations, we introduce \texttt{TimeRCD}, a novel foundation model for TSAD built upon a new pre-training paradigm: Relative Context Discrepancy (RCD). Instead of learning to reconstruct inputs, \texttt{TimeRCD} is explicitly trained to identify anomalies by detecting significant discrepancies between adjacent time windows. This relational approach, implemented with a standard Transformer architecture, enables the model to capture contextual shifts indicative of anomalies that reconstruction-based methods often miss. To facilitate this paradigm, we develop a large-scale, diverse synthetic corpus with token-level anomaly labels, providing the rich supervisory signal necessary for effective pre-training. Extensive experiments demonstrate that \texttt{TimeRCD} significantly outperforms existing general-purpose and anomaly-specific foundation models in zero-shot TSAD across diverse datasets. Our results validate the superiority of the RCD paradigm and establish a new, effective path toward building robust and generalizable foundation models for time series anomaly detection.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Anomaly Detection | SMD | F1 Score44.89 | 217 | |
| Time Series Anomaly Detection | SMAP | Affiliation F187.73 | 29 | |
| Time Series Anomaly Detection | MGAB | Affiliation-F170.69 | 14 | |
| Time Series Anomaly Detection | IOPS | Affiliation F183.28 | 14 | |
| Time Series Anomaly Detection | PSM | Affiliation-F181.61 | 11 | |
| Time Series Anomaly Detection | SWaT | Affiliation-F171.55 | 11 | |
| Time Series Anomaly Detection | NAB | Affiliation-F182.48 | 11 | |
| Time Series Anomaly Detection | SED | Affiliation-F196.87 | 3 |