Supervision Recovery for Time Series Anomaly Detection via Context-Anchored Pairing

Yifei Gao, Tian Lan, Yimeng Lu, Xuming An, Meng Wang +3

Time series anomaly detection (TSAD) remains challenging not only because anomaly labels are scarce, but also because temporal anomalies are highly context-dependent. Existing methods often rely on unsupervised objectives or surrogate abnormal patterns, providing limited supervision for context-dependent normal--anomalous distinctions. We propose Context-Anchored Pair Supervision (CAPS), a supervision-recovery framework for TSAD. CAPS views ideal anomaly supervision as a matched comparison between normal and anomalous outcomes under the same temporal context, and seeks to recover such supervision without target-domain anomaly labels. Using simulated normal--anomalous pairs, CAPS learns structure and anomaly-semantic representations through reconstruction, background consistency, and within-pair counterfactual recombination. The resulting anomaly representations form a continuous semantic space with coarse modes and induce a sampleable multimodal prior. CAPS conditionally realizes sampled semantics as residual-form effects on target reference trajectories. The resulting context-anchored normal--anomalous counterparts provide temporal supervision for discriminative detector…