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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 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.

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

Related benchmarks

TaskDatasetResultRank
Anomaly DetectionSMD
F1 Score44.89
217
Time Series Anomaly DetectionSMAP
Affiliation F187.73
29
Time Series Anomaly DetectionMGAB
Affiliation-F170.69
14
Time Series Anomaly DetectionIOPS
Affiliation F183.28
14
Time Series Anomaly DetectionPSM
Affiliation-F181.61
11
Time Series Anomaly DetectionSWaT
Affiliation-F171.55
11
Time Series Anomaly DetectionNAB
Affiliation-F182.48
11
Time Series Anomaly DetectionSED
Affiliation-F196.87
3
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