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Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

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…

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

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…

High-dimensional data poses unique challenges in outlier detection process. Most of the existing algorithms fail to properly address the issues stemming from a large number of features. In particular, outlier detection algorithms perform…

With the sweeping digitalization of societal, medical, industrial, and scientific processes, sensing technologies are being deployed that produce increasing volumes of time series data, thus fueling a plethora of new or improved…

Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Dynamic time warping (DTW) is a well-known algorithm for time series elastic dissimilarity measure. Its ability to deal with non-linear time distortions makes it helpful in variety of data mining tasks. Such a task is also anomaly detection…

We develop a new method to detect anomalies within time series, which is essential in many application domains, reaching from self-driving cars, finance, and marketing to medical diagnosis and epidemiology. The method is based on…

Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

This paper illustrates novel methods for nonstationary time series modeling along with their applications to selected problems in neuroscience. These methods are semi-parametric in that inferences are derived by combining sequential…

The detection of anomalies in real time is paramount to maintain performance and efficiency across a wide range of applications including web services and smart manufacturing. This paper presents a novel algorithm to detect anomalies in…

This paper presents a new Python library for anomaly detection in unsupervised learning approaches. The input for the library is a univariate time series representing observations of a given phenomenon. Then, it can identify anomalous…

Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…

Distance-based methods involve the computation of distance values between features and are a well-established paradigm in machine learning. In anomaly detection, anomalies are identified by their large distance from normal data points.…

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the origin of the problem that produced the anomaly is also essential. This paper introduces a general methodology that can assist…