Have an LLM Write Your Anomaly Detector: Autonomous Discovery of Compact, Interpretable Detectors for Time Series

arXiv:2610.01223v1 Announce Type: cross Abstract: Time-series anomaly detection trades off predictive accuracy, computational efficiency, and interpretability. We use a large language model not as the detector but as the author of one: an autonomous research loop in which the model repeatedly edits a single short NumPy program under a leakage-free objective, keeping the best-scoring detector it finds. The loop discovers two compact detectors, one for univariate and one for multivariate series, that describe short windows by their local spectral features and compare them with the training-regio

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