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Supervision Recovery for Time Series Anomaly Detection via Counterfactual Pairing

NeurIPS 2026 · Time series › Anomaly detection · approach: Time series anomaly detection evaluation

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Proposes CAPS, which learns anomaly-semantic codes from simulated normal-anomalous pairs (reconstruction, background consistency, counterfactual structure swapping), then conditionally diffuses residual anomaly effects onto target reference windows to build pseudo-labeled training pairs for a lightweight TCN detector.

Problem

Time series anomaly detection without target-domain anomaly labels, where surrogate or predefined synthetic anomalies provide supervision that may not match the target temporal context.

Approach

Treat ideal anomaly supervision as matched normal-anomalous outcomes under the same context; learn transferable anomaly semantics from simulated pairs via within-pair counterfactual recombination, model them with a mode-wise Gaussian prior, and realize them as context-conditioned residual diffusion (hard-routed residual MoE) on target references to produce target-matched counterparts.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: IOPS MGAB NAB Power SED UCR NEK TODS YAHOO

Benchmarks: IOPS MGAB NAB Power SED UCR NEK TODS YAHOO

Metrics: Affiliation-F F1_T Standard-F1 VUS-PR

Baselines: LOF IForest OmniAnomaly USAD TranAD TimesNet FITS TCN-AE TCN-Injection TCN-Supervised TCN-Forecast

Builds on: TCN-Injection diffusion models Anomaly Transformer

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