ProDiffAD: Progressively Distilled Diffusion Models for Multivariate Time Series Anomaly Detection in JointCloud Environment

Anomaly detection in multivariate time series has emerged as a critical challenge in the time series research community with significant application potentials in various scenarios, ranging from fault diagnosis to system state estimation in Industrial Control Systems (ICSs). Meanwhile, the demand for high availability and extensibility of ICSs necessitates their deployment in the JointCloud environment. Therefore, the performance of the multivariate time series anomaly detection model is expected to be enhanced in the JointCloud environment when encountering dynamic network conditions among multiple clouds. Impressed by the effectiveness of diffusion models in anomaly detection, we have chosen diffusion models for empowering our anomaly detection model. Specifically, we propose Progressively Distilled Diffusion Anomaly Detection model (ProDiffAD) in the JointCloud environment to seek for the balance between effectiveness and efficiency. Moreover, our proposed model is capable of being adaptive with the dynamic network conditions in the JointCloud environment by modeling the intercloud network conditions. To validate the effectiveness and efficiency of our model, comprehensive experiments are conducted on two real and five synthetic datasets. The experimental results demonstrate that our proposed model achieves more accurate and faster multivariate time series anomaly detection in the JointCloud environment under dynamic network conditions compared to state-of-the-art models.