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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…

Anomalies in time-series data give essential and often actionable information in many applications. In this paper we consider a model-free anomaly detection method for univariate time-series which adapts to non-stationarity in the data…

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important…

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…

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 is a longstanding and active research area that has many applications in domains such as finance, security, and manufacturing. However, the efficiency and performance of anomaly detection algorithms are challenged by the…

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…

Anomaly subsequence detection is to detect inconsistent data, which always contains important information, among time series. Due to the high dimensionality of the time series, traditional anomaly detection often requires a large time…

Anomaly detection methods can be very useful in identifying unusual or interesting patterns in data. A recently proposed conditional anomaly detection framework extends anomaly detection to the problem of identifying anomalous patterns on a…

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,…

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…

The monitoring and management of high-volume feature-rich traffic in large networks offers significant challenges in storage, transmission and computational costs. The predominant approach to reducing these costs is based on performing a…

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

Anomaly detection is concerned with identifying data patterns that deviate remarkably from the expected behaviour. This is an important research problem, due to its broad set of application domains, from data analysis to e-health,…

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…

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…