A Review on Self-Supervised Learning for Time Series Anomaly Detection: Recent Advances and Open Challenges

Time series anomaly detection presents various challenges due to the sequential and dynamic nature of time-dependent data. Traditional unsupervised methods frequently encounter difficulties in generalization, often overfitting to known normal patterns observed during training and struggling to adapt to unseen normality. In response to this limitation, self-supervised techniques for time series have garnered attention as a potential solution to undertake this obstacle and enhance the performance of anomaly detectors. This paper presents a comprehensive review of the recent methods that make use of self-supervised learning for time series anomaly detection. A taxonomy is proposed to categorize these methods based on their primary characteristics, facilitating a clear understanding of their diversity within this field. The information contained in this survey, along with additional details that will be periodically updated, is available on the following GitHub repository: https://github.com/Aitorzan3/Awesome-Self-Supervised-Time-Series-Anomaly-Detection.

Time to Stop and Think: What kind of research do we want to do?

Experimentation is an intrinsic part of research in artificial intelligence since it allows for collecting quantitative observations, validating hypotheses, and providing evidence for their reformulation. For that reason, experimentation must be coherent with the purposes of the research, properly addressing the relevant questions in each case. Unfortunately, the literature is full of works whose experimentation is neither rigorous nor convincing, oftentimes designed to support prior beliefs rather than answering the relevant research questions. In this paper, we focus on the field of metaheuristic optimization, since it is our main field of work, and it is where we have observed the misconduct that has motivated this letter. Even if we limit the focus of this manuscript to the experimental part of the research, our main goal is to sew the seed of sincere critical assessment of our work, sparking a reflection process both at the individual and the community level. Such a reflection process is too complex and extensive to be tackled as a whole. Therefore, to bring our feet to the ground, we will include in this document our reflections about the role of experimentation in our work, discussing topics such as the use of benchmark instances vs instance generators, or the statistical assessment of empirical results. That is, all the statements included in this document are personal views and opinions, which can be shared by others or not. Certainly, having different points of view is the basis to establish a good discussion process.