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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

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Machine Learning · Computer Science 2020-11-11 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart , Luyao Yang , Kyle Buckingham

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…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli

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 multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks…

Machine Learning · Computer Science 2024-07-30 Daniele Meli

A method for unsupervised contextual anomaly detection is proposed using a cross-linked pair of Variational Auto-Encoders for assigning a normality score to an observation. The method enables a distinct separation of contextual from…

Machine Learning · Statistics 2019-04-02 Yaniv Shulman

Anomaly detection when observing a large number of data streams is essential in a variety of applications, ranging from epidemiological studies to monitoring of complex systems. High-dimensional scenarios are usually tackled with…

Methodology · Statistics 2025-12-18 Ivo V. Stoepker , Rui M. Castro , Ery Arias-Castro , Edwin van den Heuvel

In the class of streaming anomaly detection algorithms for univariate time series, the size of the sliding window over which various statistics are calculated is an important parameter. To address the anomalous variation in the scale of the…

Applications · Statistics 2017-06-22 B Ravi Kiran

Nowadays, the volume of network traffic continues to grow, along with the frequency and sophistication of attacks. This scenario highlights the need for solutions capable of continuously adapting, since network behavior is dynamic and…

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

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

We propose a hybrid approach to temporal anomaly detection in access data of users to databases --- or more generally, any kind of subject-object co-occurrence data. We consider a high-dimensional setting that also requires fast computation…

Cryptography and Security · Computer Science 2019-08-13 Eyal Gutflaish , Aryeh Kontorovich , Sivan Sabato , Ofer Biller , Oded Sofer

Anomaly detection in video streams is a challenging problem because of the scarcity of abnormal events and the difficulty of accurately annotating them. To alleviate these issues, unsupervised learning-based prediction methods have been…

Computer Vision and Pattern Recognition · Computer Science 2021-10-28 Youngsaeng Jin , Jonghwan Hong , David Han , Hanseok Ko

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability…

Machine Learning · Computer Science 2026-02-11 Lingpei Zhang , Qingming Li , Yong Yang , Jiahao Chen , Rui Zeng , Chenyang Lyu , Shouling Ji

Detecting anomalies from a series of temporal networks has many applications, including road accidents in transport networks and suspicious events in social networks. While there are many methods for network anomaly detection, statistical…

Social and Information Networks · Computer Science 2022-10-17 Sevvandi Kandanaarachchi , Rob J Hyndman

Anomaly detection in database management systems (DBMSs) is difficult because of increasing number of statistics (stat) and event metrics in big data system. In this paper, I propose an automatic DBMS diagnosis system that detects anomaly…

Machine Learning · Statistics 2018-01-26 Doyup Lee

Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…

Machine Learning · Computer Science 2020-09-10 Yuanxiang Ying , Juanyong Duan , Chunlei Wang , Yujing Wang , Congrui Huang , Bixiong Xu