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Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

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…

Machine Learning · Computer Science 2024-01-23 Dongmin Kim , Sunghyun Park , Jaegul Choo

This paper considers the problem of outlier detection in functional data analysis focusing particularly on the more difficult case of shape outliers. We present an inductive conformal anomaly detection method based on elastic functional…

Methodology · Statistics 2025-04-11 Jason Adams , Brandon Berman , Joshua Michalenko , J. Derek Tucker

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

Machine Learning · Computer Science 2009-10-29 Manqi Zhao , Venkatesh Saligrama

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…

Machine Learning · Computer Science 2024-10-24 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…

Machine Learning · Computer Science 2023-04-06 Takumi Kanai , Naoya Sogi , Atsuto Maki , Kazuhiro Fukui

Despite the prevalence of reconstruction-based deep learning methods, time series anomaly detection remains a tremendous challenge. Existing approaches often struggle with limited temporal contexts, insufficient representation of normal…

Machine Learning · Computer Science 2025-07-16 Zhijie Zhong , Zhiwen Yu , Xing Xi , Yue Xu , Wenming Cao , Yiyuan Yang , Kaixiang Yang , Jane You

Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…

Systems and Control · Electrical Eng. & Systems 2022-05-23 Fredy Vides , Esteban Segura , Carlos Vargas-Agüero

Detecting anomalous time series is key for scientific, medical and industrial tasks, but is challenging due to its inherent unsupervised nature. In recent years, progress has been made on this task by learning increasingly more complex…

Machine Learning · Computer Science 2022-02-09 Yedid Hoshen

We address an anomaly detection setting in which training sequences are unavailable and anomalies are scored independently of temporal ordering. Current algorithms in anomaly detection are based on the classical density estimation approach…

Computer Vision and Pattern Recognition · Computer Science 2016-09-29 Allison Del Giorno , J. Andrew Bagnell , Martial Hebert

The task of detecting anomalous data patterns is as important in practical applications as challenging. In the context of spatial data, recognition of unexpected trajectories brings additional difficulties, such as high dimensionality and…

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

Machine Learning · Computer Science 2026-04-23 Natalia Martinez Gil , Fearghal O'Donncha , Wesley M. Gifford , Nianjun Zhou , Dhaval C. Patel , Roman Vaculin

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal

Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex…

Machine Learning · Computer Science 2024-11-27 Weiqi Chen , Zhiqiang Zhou , Qingsong Wen , Liang Sun

Uncertain data streams have been widely generated in many Web applications. The uncertainty in data streams makes anomaly detection from sensor data streams far more challenging. In this paper, we present a novel framework that supports…

Artificial Intelligence · Computer Science 2016-07-21 Jiangang Ma , Le Sun , Hua Wang , Yanchun Zhang , Uwe Aickelin

Classical anomaly detection is principally concerned with point-based anomalies, those anomalies that occur at a single point in time. Yet, many real-world anomalies are range-based, meaning they occur over a period of time. Motivated by…

Machine Learning · Computer Science 2019-01-04 Nesime Tatbul , Tae Jun Lee , Stan Zdonik , Mejbah Alam , Justin Gottschlich

To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature…

Machine Learning · Computer Science 2025-09-17 Wei Li , Zheze Yang

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…

Machine Learning · Computer Science 2024-09-04 Zahra Zamanzadeh Darban , Geoffrey I. Webb , Shirui Pan , Charu C. Aggarwal , Mahsa Salehi

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich