OneShot: Label-Efficient Detector Weighting for Time Series Anomaly Detection

Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han +7

Time series (TS) anomaly detection (AD) lacks a universal detector, with the best choice determined by the series rather than by the algorithm. Existing methods therefore either select one detector for each series or average a pool of them. However, both assume that no label ever arrives, while a deployed monitor does receive them, since an operator confirms the alarms it raises. In this paper, we propose ONESHOT, which uses a single confirmed anomaly to weight the pool rather than to choose one detector from it. Specifically, we score each detector on the confirmed anomaly, and those scores become the weights of a soft mixture over the whole pool. We show that a single confirmed anomaly is enough to come close to the best detector for the series. Across 152 univariate and 73 multivariate series, ONESHOT outperforms the strongest single detector, averaging the whole pool, and even picking the best detector on the confirmed event. Code is available at: https://github.com/seunghan96/one_shot.