English

TeVAE: A Variational Autoencoder Approach for Discrete Online Anomaly Detection in Variable-state Multivariate Time-series Data

Machine Learning 2025-11-13 v2 Artificial Intelligence Computational Engineering, Finance, and Science

Abstract

As attention to recorded data grows in the realm of automotive testing and manual evaluation reaches its limits, there is a growing need for automatic online anomaly detection. This real-world data is complex in many ways and requires the modelling of testee behaviour. To address this, we propose a temporal variational autoencoder (TeVAE) that can detect anomalies with minimal false positives when trained on unlabelled data. Our approach also avoids the bypass phenomenon and introduces a new method to remap individual windows to a continuous time series. Furthermore, we propose metrics to evaluate the detection delay and root-cause capability of our approach and present results from experiments on a real-world industrial data set. When properly configured, TeVAE flags anomalies only 6% of the time wrongly and detects 65% of anomalies present. It also has the potential to perform well with a smaller training and validation subset but requires a more sophisticated threshold estimation method.

Keywords

Cite

@article{arxiv.2407.06849,
  title  = {TeVAE: A Variational Autoencoder Approach for Discrete Online Anomaly Detection in Variable-state Multivariate Time-series Data},
  author = {Lucas Correia and Jan-Christoph Goos and Philipp Klein and Thomas Bäck and Anna V. Kononova},
  journal= {arXiv preprint arXiv:2407.06849},
  year   = {2025}
}
R2 v1 2026-06-28T17:34:19.907Z