HCFM: Helmholtz Component Flow Matching for Time Series Anomaly Detection

Overview & Synopsis

Flow Matching (FM) is an efficient simulation-free approach for training flow-based generative models, making it a promising foundation for scalable time-series anomaly detection (TSAD). However, standard FM learns a monolithic vector field in which nominal transport and local density-changing behavior are entangled. This creates a central challenge for TSAD; local expansion and contraction carry crucial anomaly-sensitive information, yet isolating this signal requires expensive Jacobian-trace estimation over the entire field. We propose \emph{Helmholtz Component Flow Matching} (HCFM), an unsupervised TSAD framework that parameterizes the vector field prediction network with separate transport, compression, and residual heads. The transport head is constrained to be divergence-free, so divergence estimation is restricted to the compression head, while a lightweight residual head absorbs the remaining mismatch. This structured parameterization improves scalability and detection performance by separating volume-preserving nominal transport from density-changing compression, yielding cleaner anomaly signals from distinct deviations of nominal behavior. Experiments on large-scale univariate and multivariate TSAD benchmarks show that HCFM consistently improves detection accuracy while maintaining efficient inference compared with 16 baselines. The code is available at https://github.com/TrustAIoT/HCFM__time-series-anomaly/