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The task of detecting anomalous data patterns is as important in practical applications as challenging. In the context of spatial data, recognition of unexpected trajectories brings additional difficulties, such as high dimensionality and…

Ever growing volume and velocity of data coupled with decreasing attention span of end users underscore the critical need for real-time analytics. In this regard, anomaly detection plays a key role as an application as well as a means to…

Machine Learning · Statistics 2017-10-16 Dhruv Choudhary , Arun Kejariwal , Francois Orsini

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Data Structures and Algorithms · Computer Science 2019-11-05 Roni Mateless , Michael Segal , Robert Moskovitch

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

Much of the world's data is streaming, time-series data, where anomalies give significant information in critical situations; examples abound in domains such as finance, IT, security, medical, and energy. Yet detecting anomalies in…

Artificial Intelligence · Computer Science 2016-11-17 Alexander Lavin , Subutai Ahmad

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…

Machine Learning · Computer Science 2024-10-24 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

The complexity and ubiquity of modern computing systems is a fertile ground for anomalies, including security and privacy breaches. In this paper, we propose a new methodology that addresses the practical challenges to implement anomaly…

Cryptography and Security · Computer Science 2020-06-17 Charles F. Gonçalves , Daniel S. Menasché , Alberto Avritzer , Nuno Antunes , Marco Vieira

The anomaly detection of time series is a hotspot of time series data mining. The own characteristics of different anomaly detectors determine the abnormal data that they are good at. There is no detector can be optimizing in all types of…

Machine Learning · Statistics 2019-07-19 Hui Ye , Xiaopeng Ma , Qingfeng Pan , Huaqiang Fang , Hang Xiang , Tongzhen Shao

As modern software systems continue to grow in terms of complexity and volume, anomaly detection on multivariate monitoring metrics, which profile systems' health status, becomes more and more critical and challenging. In particular, the…

Software Engineering · Computer Science 2023-08-22 Jinyang Liu , Tianyi Yang , Zhuangbin Chen , Yuxin Su , Cong Feng , Zengyin Yang , Michael R. Lyu

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on rank-SVM. Data points are first ranked based on scores derived from nearest neighbor graphs on n-point nominal data. We then train a…

Machine Learning · Statistics 2014-05-06 Jing Qian , Jonathan Root , Venkatesh Saligrama , Yuting Chen

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average $K$-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on…

Machine Learning · Computer Science 2015-02-09 Jing Qian , Jonathan Root , Venkatesh Saligrama

An important task in network analysis is the detection of anomalous events in a network time series. These events could merely be times of interest in the network timeline or they could be examples of malicious activity or network…

Machine Learning · Computer Science 2016-08-03 Timothy La Fond , Jennifer Neville , Brian Gallagher

Time series anomaly detection is instrumental in maintaining system availability in various domains. Current work in this research line mainly focuses on learning data normality deeply and comprehensively by devising advanced neural network…

Machine Learning · Computer Science 2024-04-25 Hongzuo Xu , Yijie Wang , Songlei Jian , Qing Liao , Yongjun Wang , Guansong Pang

Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex…

Machine Learning · Computer Science 2024-11-27 Weiqi Chen , Zhiqiang Zhou , Qingsong Wen , Liang Sun

Multivariate time series anomaly detection has been extensively studied under the semi-supervised setting, where a training dataset with all normal instances is required. However, preparing such a dataset is very laborious since each single…

Machine Learning · Computer Science 2023-06-21 Qihang Zhou , Jiming Chen , Haoyu Liu , Shibo He , Wenchao Meng

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

Modeling inter-dependencies between time-series is the key to achieve high performance in anomaly detection for multivariate time-series data. The de-facto solution to model the dependencies is to feed the data into a recurrent neural…

Machine Learning · Computer Science 2021-08-17 Yuhang Wu , Mengting Gu , Lan Wang , Yusan Lin , Fei Wang , Hao Yang

Despite the prevalence of reconstruction-based deep learning methods, time series anomaly detection remains a tremendous challenge. Existing approaches often struggle with limited temporal contexts, insufficient representation of normal…

Machine Learning · Computer Science 2025-07-16 Zhijie Zhong , Zhiwen Yu , Xing Xi , Yue Xu , Wenming Cao , Yiyuan Yang , Kaixiang Yang , Jane You

Transformer-based models for anomaly detection in multivariate time series can benefit from the self-attention mechanism due to its advantage in modeling long-term dependencies. However, Transformer-based anomaly detection models have…

Machine Learning · Computer Science 2023-12-05 Jie Liu , Qilin Li , Senjian An , Bradley Ezard , Ling Li

With the increasing volume of streaming data in industrial systems, online anomaly detection has become a critical task. The diverse and rapidly evolving data patterns pose significant challenges for online anomaly detection. Many existing…

Machine Learning · Computer Science 2026-01-06 Zewei Yu , Jianqiu Xu , Caimin Li