Retrieval Over Training: Similarity search-based Model Selection for Time Series Anomaly Detection
cs.LG, cs.AI
Submitted: 2026-10-14
Updated: 2026-10-15
Code: https://github.com/Hendrix8/RAMSAD
License: http://creativecommons.org/licenses/by/4.0/
The gist: Anomaly detection is a fundamental task for time-series analytics, with important implications for the downstream performance of many applications.
Abstract
Anomaly detection is a fundamental task for time-series analytics, with important implications for the downstream performance of many applications. Despite the large number of anomaly detection methods proposed in the literature, recent benchmark studies have shown that no single detector performs best across highly heterogeneous time series. Therefore, a practical and scalable solution is to develop a model-selection method that, for a given time series, selects the anomaly detector most likely to perform well. Nevertheless, the model selection approaches proposed in the literature suffer from a significant drop in accuracy when applied in Out-of-Distribution (OOD) settings. In this paper, we tackle the aforementioned limitation and propose RAMSAD, a retrieval-based framework for model selection in time-series anomaly detection. Given a new time series, our method queries a knowledge base of previously observed instances, retrieves the top-k most similar series, and transfers detector recommendations from their performance profiles. The framework can operate with standard similarity measures as well as embedding-based representations. Our results show that RAMSAD outperforms existing baselines in In-Distribution (ID) settings and is the most robust selector in OOD, where, when selecting a small subset of detectors, it matches or exceeds ensembles that run the entire detector pool, at a fraction of their cost. Overall, we demonstrate that similarity-based retrieval constitutes a strong and efficient foundation for model selection in time-series anomaly detection.
Sources
- Chronos: Learning the Language of Time Series
- TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning
- Dive into Time-Series Anomaly Detection: A Decade Review
- MOSPAT: AutoML based Model Selection and Parameter Tuning for Time Series Anomaly Detection
- This Time is Different: An Observability Perspective on Time Series Foundation Models
- A decoder-only foundation model for time-series forecasting
- DaiSy: A Library for Scalable Data Series Similarity Search
- Mantis: Lightweight Foundation Model for Time Series Classification
- How to Evaluate the Quality of Unsupervised Anomaly Detection Algorithms?
- Unsupervised Model Selection for Time-series Anomaly Detection
- MOMENT: A Family of Open Time-series Foundation Models
- FlowState: Sampling-Rate-Equivariant Time-Series Forecasting
- Matrix Profile Goes MAD: Variable-Length Motif And Discord Discovery in Data Series
- catch22: CAnonical Time-series CHaracteristics
- Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
- TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data
- TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis
- ChatTS: Aligning Time Series with LLMs via Synthetic Data for Enhanced Understanding and Reasoning
- Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy
- FITS: Modeling Time Series with $10k$ Parameters
Related papers
- Polynomial-Augmented Neural Networks (PANNs) with Weak Orthogonality Constraints for Enhanced Function and PDE Approximation
- AIRL-S: Unifying Reinforcement Learning and Search-Based Test-Time Scaling via Adversarial Inverse Reinforcement Learning
- Transformers as Bayesian In-Context Experimenters: Smoothness-Adaptive Efficient ATE Estimation
- Convergence issues in Relational Concept Analysis based on AOC-posets
- Beliefs Beyond Posteriors: The Predictive Cost of ELBO Binding
- Understanding Diffusion Models via Ratio-Based Function Approximation with SignReLU Networks