The authors propose CAAD, a framework for multivariate time series anomaly detection that reframes the problem as verifying Granger causality consistency through exogenous variables.

  • Models exogenous time-series variables as residuals to identify anomalies caused by external interventions.
  • Uses multi-scale alignment to internalize system dynamics and a gradient-based matrix to monitor causal relationship breakdowns.
  • Quantifies causal deviations in both dynamic evolution and relational topology to capture subtle shifts.
  • Outperforms most state-of-the-art baselines on real-world industrial datasets.

CAAD achieves high-precision anomaly detection by addressing the disruption of internal causal relationships that existing methods often overlook.