The invention provides a multivariate
time sequence anomaly detection method based on an adaptive causal diagram and spatio-temporal evolution, and belongs to the technical field of
time sequence anomaly detection. According to the technical scheme, firstly, unification, missing value filling and Min-Max normalization
processing are carried out on multivariate
time series data, on this basis, a graph
attention network is utilized to construct an adaptive correlation graph, a causal relationship between variables is quantized through Granger causal test, then the correlation graph and a causal graph are fused to generate a causal correlation mixed graph, and then, the causal correlation mixed graph is subjected to
data processing. And inputting the mixed graph into a space-time converter to carry out future numerical value and structure prediction, finally calculating a
prediction residual error and generating a comprehensive anomaly
score, and further judging an abnormal node. According to the method, dynamic detection and interpretable analysis of abnormal events can be realized, and the problems that in the prior art, static state,
causality and correlation of a graph structure are not fused,
structural evolution modeling is lacked, and the judgment dimension is single are solved. According to the method, the
anomaly detection coverage and sensitivity are remarkably improved.