Graph-Spectral Flow Matching for Multivariate Time Series Anomaly Detection

תקציר מקורי באנגליתarXiv:2609.36765v1 Announce Type: new Abstract: Multivariate time series anomaly detection typically relies on evaluating discrepancies between observations and outputs produced by models trained on normal data. An alternative perspective is to characterize the distribution of normal data through the generative dynamics, i.e., the velocity field, of flow matching models. However, standard flow matching typically adopts linear probability paths that overlook dependencies among variables, leading to a misalignment with the structured data distribution. To address this issue, we propose GRASP, a flow matching framework with a graph-spectral path for multivariate time series anomaly detection. GRASP incorporates graph structure into the probability path by minimizing a fixed-endpoint action th