A dual-discriminator generative adversarial network for anomaly detection

Multivariate time series anomaly detection has shown potential in various fields, such as finance, aerospace, and security. The fuzzy definition of data anomalies, the complexity of data patterns, and the scarcity of abnormal data samples pose significant challenges to anomaly detection. Researchers have extensively employed autoencoders (AEs) and generative adversarial networks (GANs) in studying time series anomaly detection methods. However, relying on reconstruction error, the AE-based anomaly detection algorithm needs more effective regularization methods, rendering it susceptible to the problem of overfitting. Meanwhile, GAN-based anomaly detection algorithms require high-quality training data, significantly impacting their practical deployment. We propose a novel GAN based on a dual-discriminator structure to address these issues. The model first processes the data with the generator to obtain the reconstruction error and then calculates pseudo-labels to divide the data into two categories. One data category is input into the first discriminator, where a minor loss between the data and its reconstructed counterpart is better. The other data category is input into the second discriminator, where a larger loss between the data and its reconstructed counterpart is better. Through this process, the model can effectively constrain the generator, retaining information on normal data during data reconstruction while discarding information on abnormal data. After conducting experiments on multiple benchmark datasets, the proposed GAN based on a dual-discriminator structure achieved good results in anomaly detection, outperforming several advanced methods. Additionally, the model also performed well in practical transformer data.