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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…
In many real-world AD applications including computer security and fraud prevention, the anomaly detector must be configurable by the human analyst to minimize the effort on false positives. One important way to configure the detector is by…
This paper addresses the increasingly prominent problem of anomaly detection in distributed systems. It proposes a detection method based on federated contrastive learning. The goal is to overcome the limitations of traditional centralized…
We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…
We introduce Time-Conditioned Contraction Matching (TCCM), a novel method for semi-supervised anomaly detection in tabular data. TCCM is inspired by flow matching, a recent generative modeling framework that learns velocity fields between…
This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…
This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…
Big data streams are possibly one of the most essential underlying notions. However, data streams are often challenging to handle owing to their rapid pace and limited information lifetime. It is difficult to collect and communicate stream…
Unsupervised anomaly detection is a challenging task. Autoencoders (AEs) or generative models are often employed to model the data distribution of normal inputs and subsequently identify anomalous, out-of-distribution inputs by high…
Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…
As networks continue to grow in complexity and scale, detecting anomalies has become increasingly challenging, particularly in diverse and geographically dispersed environments. Traditional approaches often struggle with managing the…
Anomaly detection is a fundamental task in machine learning and data mining, with significant applications in cybersecurity, industrial fault diagnosis, and clinical disease monitoring. Traditional methods, such as statistical modeling and…
Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochastic systems. In this work, we introduce an adaptive…
Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated…
Anomaly is defined as a state of the system that do not conform to the normal behavior. For example, the emission of neutrons in a nuclear reactor channel above the specified threshold is an anomaly. Big data refers to the data set that is…
In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic…
Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…
A common goal in network modeling is to uncover the latent community structure present among nodes. For many real-world networks, the true connections consist of events arriving as streams, which are then aggregated to form edges, ignoring…
Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose…
Anomaly detection is critical in various fields, including intrusion detection, health monitoring, fault diagnosis, and sensor network event detection. The isolation forest (or iForest) approach is a well-known technique for detecting…