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We propose robust methods to identify underlying Partial Differential Equation (PDE) from a given set of noisy time dependent data. We assume that the governing equation is a linear combination of a few linear and nonlinear differential…

Numerical Analysis · Mathematics 2023-03-03 Yuchen He , Sung Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on rank-SVM. Data points are first ranked based on scores derived from nearest neighbor graphs on n-point nominal data. We then train a…

Machine Learning · Statistics 2014-05-06 Jing Qian , Jonathan Root , Venkatesh Saligrama , Yuting Chen

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

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

The ongoing challenges in time series anomaly detection (TSAD), notably the scarcity of anomaly labels and the variability in anomaly lengths and shapes, have led to the need for a more efficient solution. As limited anomaly labels hinder…

Machine Learning · Computer Science 2023-11-28 Yuting Sun , Guansong Pang , Guanhua Ye , Tong Chen , Xia Hu , Hongzhi Yin

In this paper, we present an initial attempt to learn evolution PDEs from data. Inspired by the latest development of neural network designs in deep learning, we propose a new feed-forward deep network, called PDE-Net, to fulfill two…

Numerical Analysis · Mathematics 2018-01-03 Zichao Long , Yiping Lu , Xianzhong Ma , Bin Dong

With the widely used smart meters in the energy sector, anomaly detection becomes a crucial mean to study the unusual consumption behaviors of customers, and to discover unexpected events of using energy promptly. Detecting consumption…

Databases · Computer Science 2016-06-21 Xiufeng Liu , Per Sieverts Nielsen

The nodes' interconnections on a social network often reflect their dependencies and information-sharing behaviors. Nevertheless, abnormal nodes, which significantly deviate from most of the network concerning patterns or behaviors, can…

Multiagent Systems · Computer Science 2025-08-28 Xiaotong Cheng , Setareh Maghsudi

Ever growing volume and velocity of data coupled with decreasing attention span of end users underscore the critical need for real-time analytics. In this regard, anomaly detection plays a key role as an application as well as a means to…

Machine Learning · Statistics 2017-10-16 Dhruv Choudhary , Arun Kejariwal , Francois Orsini

Performance and high availability have become increasingly important drivers, amongst other drivers, for user retention in the context of web services such as social networks, and web search. Exogenic and/or endogenic factors often give…

Machine Learning · Computer Science 2017-04-26 Jordan Hochenbaum , Owen S. Vallis , Arun Kejariwal

Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their…

Machine Learning · Computer Science 2023-02-01 Marek Wadinger , Michal Kvasnica

PDE discovery shows promise for uncovering predictive models of complex physical systems but has difficulty when measurements are sparse and noisy. We introduce a new approach for PDE discovery that uses two Rational Neural Networks and a…

Machine Learning · Computer Science 2022-06-20 Robert Stephany , Christopher Earls

Discovering the governing equations of evolving systems from available observations is essential and challenging. In this paper, we consider a new scenario: discovering governing equations from streaming data. Current methods struggle to…

Computational Physics · Physics 2023-07-18 Yuanyuan Li , Kai Wu , Jing Liu

Anomaly detection has been considered under several extents of prior knowledge. Unsupervised methods do not require any labelled data, whereas semi-supervised methods leverage some known anomalies. Inspired by mixture-of-experts models and…

Machine Learning · Computer Science 2022-10-14 J. -P. Schulze , P. Sperl , K. Böttinger

System states that are anomalous from the perspective of a domain expert occur frequently in some anomaly detection problems. The performance of commonly used unsupervised anomaly detection methods may suffer in that setting, because they…

Machine Learning · Statistics 2016-05-17 Richard Neuberg , Yixin Shi

This paper addresses the problem of detecting anomalous activity in traffic networks where the network is not directly observed. Given knowledge of what the node-to-node traffic in a network should be, any activity that differs…

Methodology · Statistics 2019-02-20 Elizabeth Hou , Yasin Yilmaz , Alfred Hero

This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs…

Optimization and Control · Mathematics 2022-03-09 Daniel A. Messenger , Emiliano Dall'Anese , David M. Bortz

Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu

This paper presents a new approach, based on polynomial optimization and the method of moments, to the problem of anomaly detection. The proposed technique only requires information about the statistical moments of the normal-state…

Optimization and Control · Mathematics 2015-06-02 Jose A. Lopez , Octavia Camps , Mario Sznaier

This paper presents a simple yet effective method for anomaly detection. The main idea is to learn small perturbations to perturb normal data and learn a classifier to classify the normal data and the perturbed data into two different…

Machine Learning · Computer Science 2023-02-07 Jinyu Cai , Jicong Fan
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