Paper Detail

LLM-Generated Feature Pools for Time Series Anomaly Detection

Youssef Attia El Hili, Malik Tiomoko, Corinne Ancourt

arxiv Score 6.8

Published 2026-09-18 · First seen 2026-09-21

General AI

Abstract

We study how far a simple statistical pipeline can go on univariate time series anomaly detection under a strict selection protocol. The method extracts a small pool of statistics over sliding windows, scores each window with a transductive robust (MAD) model, and selects a feature subset per domain on a held-out tuning split. On TSB-AD-U it reaches $0.529$ per-series VUS-PR, above the best neural ($0.45$) and statistical ($0.44$) entries on the public leaderboard and within $0.06$ of the strongest pretrained foundation model, several of which use more supervision than ours. Ablations locate the cause: across three selection strategies and a hindsight oracle the score moves by $0.031$, and across the aggregation grid by $0.096$, while changing the candidate pool moves it by $0.226$. The candidate pool sets the ceiling; the search over it is second-order. We therefore generate a pool per domain by prompting a multimodal LLM with in-context example windows from that domain. The generated pools match the hand-crafted one under matched selection, and the two cover different domains: selecting over their union improves on the generated pool in all twelve generator-seed pairs and lifts the pipeline to $0.588$, matching the performance of the best entry on the leaderboard.

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BibTeX

@article{hili2026llm,
  title = {LLM-Generated Feature Pools for Time Series Anomaly Detection},
  author = {Youssef Attia El Hili and Malik Tiomoko and Corinne Ancourt},
  year = {2026},
  abstract = {We study how far a simple statistical pipeline can go on univariate time series anomaly detection under a strict selection protocol. The method extracts a small pool of statistics over sliding windows, scores each window with a transductive robust (MAD) model, and selects a feature subset per domain on a held-out tuning split. On TSB-AD-U it reaches \$0.529\$ per-series VUS-PR, above the best neural (\$0.45\$) and statistical (\$0.44\$) entries on the public leaderboard and within \$0.06\$ of the strong},
  url = {https://arxiv.org/abs/2609.21801},
  keywords = {cs.AI},
  eprint = {2609.21801},
  archiveprefix = {arXiv},
}

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