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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…

Machine Learning · Computer Science 2026-05-12 Michal Valko , Gregory Cooper , Amy Seybert , Shyam Visweswaran , Melissa Saul , Miloš Hauskrecht

The accumulation of time-series signals and the absence of labels make time-series Anomaly Detection (AD) a self-supervised task of deep learning. Methods based on normality assumptions face the following three limitations: (1) A single…

Machine Learning · Computer Science 2025-03-25 Xudong Mou , Rui Wang , Bo Li , Tianyu Wo , Jie Sun , Hui Wang , Xudong Liu

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…

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

Machine Learning · Computer Science 2021-07-19 Chris U. Carmona , François-Xavier Aubet , Valentin Flunkert , Jan Gasthaus

Network data has emerged as an active research area in statistics. Much of the focus of ongoing research has been on static networks that represent a single snapshot or aggregated historical data unchanging over time. However, most networks…

Applications · Statistics 2021-02-23 Lata Kodali , Srijan Sengupta , Leanna House , William H. Woodall

Traditional Time-series Anomaly Detection (TAD) methods often struggle with the composite nature of complex time-series data and a diverse array of anomalies. We introduce TADNet, an end-to-end TAD model that leverages Seasonal-Trend…

Machine Learning · Computer Science 2023-12-15 Zhenwei Zhang , Ruiqi Wang , Ran Ding , Yuantao Gu

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…

Machine Learning · Computer Science 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

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

Time series anomaly detection is challenging due to the complexity and variety of patterns that can occur. One major difficulty arises from modeling time-dependent relationships to find contextual anomalies while maintaining detection…

Machine Learning · Computer Science 2023-10-25 Chih-Yu Lai , Fan-Keng Sun , Zhengqi Gao , Jeffrey H. Lang , Duane S. Boning

The ever-evolving landscape of attacks, coupled with the growing complexity of ICT systems, makes crafting anomaly-based intrusion detectors (ID) and error detectors (ED) a difficult task: they must accurately detect attacks, and they…

Cryptography and Security · Computer Science 2024-02-15 Tommaso Puccetti , Andrea Ceccarelli

Detecting anomalies in human mobility is essential for applications such as public safety and urban planning. While traditional anomaly detection methods primarily focus on individual movement patterns (e.g., a child should stay at home at…

Machine Learning · Computer Science 2025-08-21 Haomin Wen , Shurui Cao , Leman Akoglu

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…

Machine Learning · Computer Science 2022-11-29 Weixuan Xiong , Xiaochen Sun

In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference…

Machine Learning · Computer Science 2022-05-31 Daniel Hsu

The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…

Statistics Theory · Mathematics 2024-12-09 Aristomenis Tsopelakos , Georgios Fellouris

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

Anomaly detection methods are widely used but often rely on ad hoc rules or strong assumptions, and they often focus on tail events, missing ``inlier'' anomalies that occur in low-density gaps between modes. We propose a unified framework…

Methodology · Statistics 2026-03-11 Rob J Hyndman , David T. Frazier

Time series anomaly detection (TSAD) has traditionally focused on binary classification and often lacks the fine-grained categorization and explanatory reasoning required for transparent decision-making. To address these limitations, we…

Machine Learning · Computer Science 2026-04-17 Yiyuan Yang , Zichuan Liu , Lei Song , Kai Ying , Zhiguang Wang , Tom Bamford , Svitlana Vyetrenko , Jiang Bian , Qingsong Wen

A significant number of anomalous nodes in the real world, such as fake news, noncompliant users, malicious transactions, and malicious posts, severely compromises the health of the graph data ecosystem and urgently requires effective…

Machine Learning · Computer Science 2026-03-11 Xiong Zhang , Hong Peng , Changlong Fu , Xin Jin , Yun Yang , Cheng Xie

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

Human trajectory anomaly detection has become increasingly important across a wide range of applications, including security surveillance and public health. However, existing trajectory anomaly detection methods are primarily focused on…

Machine Learning · Computer Science 2024-11-05 Yueyang Liu , Lance Kennedy , Hossein Amiri , Andreas Züfle
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