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In many real-world AD applications including computer security and fraud prevention, the anomaly detector must be configurable by the human analyst to minimize the effort on false positives. One important way to configure the detector is by…

Machine Learning · Computer Science 2024-05-15 Shubhomoy Das , Md Rakibul Islam , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , Alexander Tartakovsky

In response to the demand for higher computational power, the number of computing nodes in high performance computers (HPC) increases rapidly. Exascale HPC systems are expected to arrive by 2020. With drastic increase in the number of HPC…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-21 Siavash Ghiasvand , Florina M. Ciorba

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

We develop an anomaly-detection method when systematic anomalies, possibly statistically very similar to genuine inputs, are affecting control systems at the input and/or output stages. The method allows anomaly-free inputs (i.e., those…

Methodology · Statistics 2022-02-01 Ning Sun , Chen Yang , Ričardas Zitikis

To determine an optimal plan for complex tasks, one often deals with dynamic and hierarchical relationships between several entities. Traditionally, such problems are tackled with optimal control, which relies on the optimization of cost…

Robotics · Computer Science 2025-05-12 Matteo Priorelli , Ivilin Peev Stoianov

A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…

Statistics Theory · Mathematics 2018-10-31 Taposh Banerjee , Prudhvi Gurram , Gene Whipps

Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…

Optimization and Control · Mathematics 2023-12-05 Amir Hossein Noormohammadia , Seyed Ali MirHassania , Farnaz Hooshmand Khaligh

Anomaly detection is generally acknowledged as an important problem that has already drawn attention to various domains and research areas, such as, network security. For such "classic" application domains a wide range of surveys and…

Cryptography and Security · Computer Science 2017-05-19 Kristof Böhmer , Stefanie Rinderle-Ma

For the classical continuous-time quickest change-point detection problem it is shown that the randomized Shiryaev-Roberts-Pollak procedure is asymptotically nearly minimax-optimal (in the sense of Pollak 1985) in the class of randomized…

Statistics Theory · Mathematics 2017-04-12 Aleksey S. Polunchenko

This article introduces a novel method for detecting anomalies within log data from control system nodes at the European XFEL accelerator. Effective anomaly detection is crucial for providing operators with a clear understanding of each…

Cryptography and Security · Computer Science 2025-09-26 Antonin Sulc , Annika Eichler , Tim Wilksen

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

We consider the sequential anomaly detection problem in the one-class setting when only the anomalous sequences are available and propose an adversarial sequential detector by solving a minimax problem to find an optimal detector against…

Machine Learning · Statistics 2023-04-07 Shixiang Zhu , Henry Shaowu Yuchi , Minghe Zhang , Yao Xie

Anomalies are intuitively easy for human experts to understand, but they are hard to define mathematically. Therefore, in order to have performance guarantees in unsupervised anomaly detection, priors need to be assumed on what the…

Machine Learning · Statistics 2020-04-08 Tiago Pimentel , Marianne Monteiro , Adriano Veloso , Nivio Ziviani

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

Wireless Sensor Networks forms the backbone of modern cyber physical systems used in various applications such as environmental monitoring, healthcare monitoring, industrial automation, and smart infrastructure. Ensuring the reliability of…

Cryptography and Security · Computer Science 2025-11-04 Rahul Mishra , Sudhanshu Kumar Jha , Omar Faruq Osama , Bishnu Bhusal , Sneha Sudhakaran , Naresh Kshetri

Anomaly detection has many applications ranging from bank-fraud detection and cyber-threat detection to equipment maintenance and health monitoring. However, choosing a suitable algorithm for a given application remains a challenging design…

The evolving landscape of electric power networks, influenced by the integration of distributed energy resources require the development of novel power system monitoring and control architectures. This paper develops algorithm to monitor…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Erfan Mehdipour Abadi , Masoud H. Nazari

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…

Machine Learning · Computer Science 2022-10-12 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das
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