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COMET: Codebook-based Online-adaptive Multi-scale Embedding for Time-series Anomaly Detection

NeurIPS 2026 · Time series › Anomaly detection · approach: Multivariate anomaly detection · 0 citations (OpenAlex)

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Proposes COMET, a codebook-based unsupervised multivariate time-series anomaly detector with multi-scale patch encoding, a vector-quantized coreset scored by memory and quantization distances, and online codebook adaptation at test time via activation-based pseudo-labels and contrastive learning.

Problem

Unsupervised multivariate time-series anomaly detection struggles with anomalies spanning different temporal ranges, inter-variable interactions, and distribution shifts at inference time that make learned normal patterns drift.

Approach

Uses a VQ codebook as a compact coreset of normal patterns; pseudo-labels test patches as normal if their quantized codebook entry was activated during training (no threshold), and adapts the model only on those normal samples with contrastive learning, combined with multi-scale patch encoding and density-aware local scaling distance.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: PSM SWaT SMAP MSL WADI

Benchmarks: PSM SWaT SMAP MSL WADI

Metrics: F1(K=0) F1(K=100) Affiliation F1 AUC-ROC AUC-PR R-AUC-ROC R-AUC-PR VUS-ROC VUS-PR

Baselines: CATCH D3R VTT Anomaly Transformer LSTM-AE LSTM-VAE USAD

Builds on: VQ-VAE SOFTS Anomaly Transformer CATCH M2N2

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