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Anomaly detection is an important task in power systems. To make better use of the phasor measurement unit (PMU) data collected from a low observability power system for anomaly detection, a data dimensionality increment algorithm is…

Systems and Control · Electrical Eng. & Systems 2019-10-22 Xin Shi , Robert Qiu

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Anomaly Detection (AD) is a critical task that involves identifying observations that do not conform to a learned model of normality. Prior work in deep AD is predominantly based on a familiarity hypothesis, where familiar features serve as…

Machine Learning · Computer Science 2024-02-27 Sarath Sivaprasad , Mario Fritz

Recent algorithms of time-series anomaly detection have been evaluated by applying a Point Adjustment (PA) protocol. However, the PA protocol has a problem of overestimating the performance of the detection algorithms because it only…

Machine Learning · Computer Science 2023-05-18 Yongwan Gim , Kyushik Min

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a…

Machine Learning · Computer Science 2024-02-19 Xiaoyuan Zhang , Xi Lin , Qingfu Zhang

This Generalized Discriminant Analysis (GDA) has provided an extremely powerful approach to extracting non linear features. The network traffic data provided for the design of intrusion detection system always are large with ineffective…

Cryptography and Security · Computer Science 2009-11-05 Shailendra Singh , Sanjay Silakari

Automatic detection of visual anomalies and changes in the environment has been a topic of recurrent attention in the fields of machine learning and computer vision over the past decades. A visual anomaly or change detection algorithm…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Sahar Salimpour , Jorge Peña Queralta , Tomi Westerlund

Driven by network intrusion detection, we propose a MultiResolution Anomaly Detection (MRAD) method, which effectively utilizes the multiscale properties of Internet features and network anomalies. In this paper, several theoretical…

Statistics Theory · Mathematics 2008-09-09 Lingsong Zhang , Zhengyuan Zhu , J. S. Marron

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

We propose a hybrid approach to temporal anomaly detection in access data of users to databases --- or more generally, any kind of subject-object co-occurrence data. We consider a high-dimensional setting that also requires fast computation…

Cryptography and Security · Computer Science 2019-08-13 Eyal Gutflaish , Aryeh Kontorovich , Sivan Sabato , Ofer Biller , Oded Sofer

In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, corresponding to intervals where one or more of the data…

Methodology · Statistics 2019-09-05 Alexander T M Fisch , Idris A Eckley , Paul Fearnhead

Anomaly detection is crucial for understanding unusual behaviors in data, as anomalies offer valuable insights. This paper introduces Dependency-based Anomaly Detection (DepAD), a general framework that utilizes variable dependencies to…

Machine Learning · Computer Science 2024-04-18 Sha Lu , Lin Liu , Kui Yu , Thuc Duy Le , Jixue Liu , Jiuyong Li

We investigate unsupervised anomaly detection for high-dimensional data and introduce a deep metric learning (DML) based framework. In particular, we learn a distance metric through a deep neural network. Through this metric, we project the…

Machine Learning · Computer Science 2020-05-13 Selim F. Yilmaz , Suleyman S. Kozat

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Machine Learning · Computer Science 2020-07-16 Mahsa Mozaffari , Yasin Yilmaz

Anomaly detection on attributed networks aims to find the nodes whose behaviors are significantly different from other majority nodes. Generally, network data contains information about relationships between entities, and the anomaly is…

Social and Information Networks · Computer Science 2024-01-09 Enbo He , Yitong Hao , Yue Zhang , Guisheng Yin , Lina Yao

Practical anomaly detection requires applying numerous approaches due to the inherent difficulty of unsupervised learning. Direct comparison between complex or opaque anomaly detection algorithms is intractable; we instead propose a…

Machine Learning · Statistics 2021-01-08 Matthew Davidow , David Matteson

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…

Methodology · Statistics 2023-10-17 Ruiyang Wu , Ning Hao

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly…

Artificial Intelligence · Computer Science 2016-08-29 Andrew Emmott , Shubhomoy Das , Thomas Dietterich , Alan Fern , Weng-Keen Wong

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls