Many recent multivariate time series anomaly detection (MTSAD) models incorporate cross-channel modeling, under the implicit assumption that the structure of anomalies may be spread across multiple channels. We evaluate this assumption on eight widely used public benchmarks by introducing a per-segment diagnostic framework that flags, for each labeled anomaly, whether at least one channel deviates individually from its normal history, whether the cross-channel correlation structure changes, or both. The framework shows that no cross-channel rupture occurs without an accompanying univariate deviation across a range of reasonable thresholds. A complementary metric also reveals that on six of the eight benchmarks, at least half of the labeled anomaly segments deviate univariately on 89% to 100% of their timesteps, reaching 100% on three of these datasets. To verify that our framework captures cross-channel structure when present, we construct synthetic data of phase-shifted sinusoidal channels with shared noise. Each anomalous segment is altered through one of two channel-wise corruptions that preserve the per-channel marginal distribution while breaking cross-channel structure, and our framework correctly characterizes these segments as cross-channel-only. On these data, channel-dependent (CD) models successfully exploit the cross-channel signal whereas channel-independent (CI) ones fail. The CI/CD comparison of a recent SOTA detector on real benchmarks further confirms that CD modeling brings no measurable gain. We conclude that current MTSAD benchmarks are unsuitable for validating cross-channel modeling capabilities, and we call for the development of more structurally diverse evaluation sets. The code for this study is publicly available.

翻译：近期许多多变量时间序列异常检测（MTSAD）模型引入了跨通道建模，其隐含假设是异常结构可能分布在多个通道之间。我们通过引入一个逐段诊断框架，在八个广泛使用的公共基准上评估了这一假设：对于每个标记为异常的段，该框架会判断至少一个通道是否单独偏离其正常历史、跨通道相关结构是否发生变化，或两者兼有。该框架表明，在合理阈值范围内，没有跨通道破裂现象会独立于单变量偏差发生。一个补充指标还揭示，在八个基准中的六个中，至少一半标记异常段在89%至100%的时间步长上存在单变量偏差，其中三个数据集的这一比例达到100%。为验证本框架能在存在这类结构时捕捉跨通道特征，我们构建了相位偏移正弦通道的合成数据，这些通道共享噪声。每个异常段通过两种通道特定扰动之一进行修改，这类扰动在保持单通道边际分布的同时破坏跨通道结构，而我们的框架正确地将这些段归类为仅含跨通道异常。在这些数据上，通道相关（CD）模型成功利用了跨通道信号，而通道独立（CI）模型则未能奏效。在真实基准上，对近期SOTA检测器的CI/CD比较进一步证实，CD建模并未带来可测量的性能提升。我们得出结论，当前MTSAD基准不适合验证跨通道建模能力，并呼吁开发结构更多样化的评估数据集。本研究的代码已公开。