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Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…
Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…
This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…
Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…
Anomaly detection of multivariate time series is meaningful for system behavior monitoring. This paper proposes an anomaly detection method based on unsupervised Short- and Long-term Mask Representation learning (SLMR). The main idea is to…
Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…
Disaggregation modelling, or downscaling, has become an important discipline in epidemiology. Surveillance data, aggregated over large regions, is becoming more common, leading to an increasing demand for modelling frameworks that can deal…
Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…
This chapter surveys univariate and multivariate methods for infectious disease outbreak detection. The setting considered is a prospective one: data arrives sequentially as part of the surveillance systems maintained by public health…
Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the…
The availability of geocoded health data and the inherent temporal structure of communicable diseases have led to an increased interest in statistical models and software for spatio-temporal data with epidemic features. The open source R…
We introduce a new R package useful for inference about network count time series. Such data are frequently encountered in statistics and they are usually treated as multivariate time series. Their statistical analysis is based on linear or…
Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…
Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However,…
The gmwm R package for inference on time series models is mainly based on the quantity called wavelet variance which is derived from a wavelet decomposition of a time series. This quantity provides a means to summarize and graphically…
A binomial time series describes binary behaviors of individuals within a group, which depend on group behaviors in the past. Binomial time series data is widely applied in fields such as infection tracking and behavior analysis. In this…
We present a new algorithm for community detection. The algorithm uses random walks to embed the graph in a space of measures, after which a modification of $k$-means in that space is applied. The algorithm is therefore fast and easily…
Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…
In recent days different types of surveillance data are becoming available for public health reasons. In most cases several variables are monitored and events of different types are reported. As the amount of surveillance data increases,…
Anomaly detection is an active research topic in many different fields such as intrusion detection, network monitoring, system health monitoring, IoT healthcare, etc. However, many existing anomaly detection approaches require either human…