Structured Frequency-Domain Evidence for LLM-Based Time-Series Anomaly Detection

Time-series anomalies can appear not only as pointwise deviations but also as changes in recurring temporal structure, such as shifted periodicity or localized oscillatory fluctuations. However, existing LLM-based time-series anomaly detection methods mainly expose time-domain evidence through indexed values, plots, or de-seasonalized representations, leaving spectral structure implicit. We propose an evidence-augmented zero-shot TSAD framework that preserves indexed de-seasonalized observations while adding compact frequency-domain evidence computed with the Fast Fourier Transform (FFT). The evidence is constructed at two resolutions: global frequency-domain evidence summarizes sequence-level periodic context, while local frequency-domain evidence captures time-localized spectral departures. Experiments on AnomLLM with InternVL2-LLaMA3-76B, Qwen2.5-VL-72B-Instruct, Gemini-2.5-Flash, and GPT-4o, together with evaluation on the TSB-AD-U subset, show that explicit frequency-domain evidence improves LLM-based TSAD baselines. These results suggest that frequency-domain evidence can complement indexed and de-seasonalized time-domain inputs for zero-shot LLM-based TSAD.

Structure of the Circular-Dyadic Convolution Error

Dyadic and circular convolution can both be computed in $O(N\log N)$ time using the Hadamard transform and the FFT-computed discrete Fourier transform (DFT), respectively. The Hadamard transform is preferable for its real-valued sign flips, yet its substitution for the DFT introduces algebraic error. We present three complementary results that characterize this error. First, we identify exact error cancellation: two input and two output positions are universally error-free, and no reordering of the output can eliminate this error. Second, the error operator is nearly full rank, while its null space has only logarithmic dimension. Third, the expected error is governed by a single alignment scalar, with a closed-form expression obtained by averaging over random filters. In general, the substitution error asymptotically doubles the output energy, except for filters in the universal zero-error subspace, which incur no error. Collectively, these results show that the substitution error is structured, predictable, and governed by alignment.