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.