EVOLVE: Uncertainty-Aware Multivariate Time Series Anomaly Prediction with Adaptive Prototype Memories

Jianxin Jin, Kai Zhao, Shiyan Hu, Yang Shu, Peng Chen +6

Unsupervised multivariate time series anomaly prediction (AP) aims to estimate future anomaly risks from current observations, providing early-warning signals for proactive intervention and maintenance in complex systems. Existing unsupervised AP methods follow a perturbation-based paradigm, where predefined or random perturbations are injected into historical windows to simulate abnormal future evolution. However, these methods share perturbations across different variables and contexts, and learn deterministic history-to-future evolution. In reality, anomaly evolution is variable- and context-dependent: the same perturbation may be amplified into abnormal future dynamics in one variable or context, while being absorbed as normal fluctuation in another. In addition, future evolution is not uniquely determined by a historical window, since similar histories may lead to multiple plausible trajectories, such as gradual degradation or abrupt changes. To address these problems, we propose EVOLVE, a unified framework that models unsupervised AP via variable- and context-conditioned perturbations and uncertainty-aware future reasoning. EVOLVE constructs context-specific anomaly…