The invention provides a multivariable
time series anomaly detection method and
system based on a graph neural network, and the method comprises the steps: taking a sensor in a
physical system as a node in a
probabilistic graph model, taking the data monitored by the sensor as a
time series, carrying out the modeling of a multi-dimensional
time series relation, and obtaining a dynamic graph neural
network model; obtaining a predicted value of each node at the next time point, and generating an adjacent matrix of each node by using a
normalized time alignment measure; when the time reaches the next time point, obtaining the true value of the node, constructing a
loss function introducing an adjacent matrix
reconstruction error according to the predicted value and the true value so as to
train and update the dynamic graph neural
network model, and meanwhile, determining the dynamic graph neural
network model according to the
loss function value of each node, the distribution difference of the neighbor nodes and the adjacent matrix value. Obtaining an abnormal value of each node; and when the error between the node predicted value and the real value is greater than an abnormal value, generating an abnormal alarm. According to the invention, the stability of the abnormal value of the
system and the accuracy of slow change
anomaly detection are improved.