Related papers: Maximally Divergent Intervals for Anomaly Detectio…

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical scenarios ranging from DevOps to IoT, where we want to…

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling…

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…

Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these…

This paper proposes two linear projection methods for supervised dimension reduction using only the first and second-order statistics. The methods, each catering to a different parameter regime, are derived under the general Gaussian model…

Anomaly detection aims to detect data that do not conform to regular patterns, and such data is also called outliers. The anomalies to be detected are often tiny in proportion, containing crucial information, and are suitable for…

This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new objective encompasses most variational objectives that use…

Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…

In this paper, we present a novel approach for local exceptionality detection on time series data. This method provides the ability to discover interpretable patterns in the data, which can be used to understand and predict the progression…

Outliers are the points which are different from or inconsistent with the rest of the data. They can be novel, new, abnormal, unusual or noisy information. Outliers are sometimes more interesting than the majority of the data. The main…

The following detection problem is studied, in which there are $M$ sequences of samples out of which one outlier sequence needs to be detected. Each typical sequence contains $n$ independent and identically distributed (i.i.d.) continuous…

Anomaly detection of time series, especially multivariate time series(time series with multiple sensors), has been focused on for several years. Though existing method has achieved great progress, there are several challenging problems to…

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…

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…

We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network…

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Fast and effective unsupervised anomaly detection algorithms have been proposed for categorical data based on the minimum description length (MDL) principle. However, they can be ineffective when detecting anomalies in heterogeneous…

Introducing Internet traffic anomaly detection mechanism based on large deviations results for empirical measures. Using past traffic traces we characterize network traffic during various time-of-day intervals, assuming that it is…

Performing anomaly detection in hybrid systems is a challenging task since it requires analysis of timing behavior and mutual dependencies of both discrete and continuous signals. Typically, it requires modeling system behavior, which is…

We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…