CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning normal patterns in the frequency domain to detect diverse abnormal subsequences, achieve promising results, while still falling short on capturing fine-grained frequency characteristics and channel correlations. To contend with the limitations, we introduce CATCH, a framework based on frequency patching. We propose to patchify the frequency domain into frequency bands, which enhances its ability to capture fine-grained frequency characteristics. To perceive appropriate channel correlations, we propose a Channel Fusion Module (CFM), which features a patch-wise mask generator and a masked-attention mechanism. Driven by a bi-level multi-objective optimization algorithm, the CFM is encouraged to iteratively discover appropriate patch-wise channel correlations, and to cluster relevant channels while isolating adverse effects from irrelevant channels. Extensive experiments on 10 real-world datasets and 12 synthetic datasets demonstrate that CATCH achieves state-of-the-art performance. We make our code and datasets available atthis https URL.

@article{wu2025_2410.12261,
  title={ CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching },
  author={ Xingjian Wu and Xiangfei Qiu and Zhengyu Li and Yihang Wang and Jilin Hu and Chenjuan Guo and Hui Xiong and Bin Yang },
  journal={arXiv preprint arXiv:2410.12261},
  year={ 2025 }
}