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The unsupervised detection of anomalies in time series data has important applications in user behavioral modeling, fraud detection, and cybersecurity. Anomaly detection has, in fact, been extensively studied in categorical sequences.…

Social and Information Networks · Computer Science 2021-02-24 Timothy LaRock , Vahan Nanumyan , Ingo Scholtes , Giona Casiraghi , Tina Eliassi-Rad , Frank Schweitzer

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

The online monitoring data in distribution networks contain rich information on the running states of the networks. By leveraging the data, this paper proposes a spatio-temporal correlation analysis approach for anomaly detection and…

Signal Processing · Electrical Eng. & Systems 2019-07-23 Xin Shi , Robert Qiu , Zenan Ling , Fan Yang , Haosen Yang , Xing He

The problem of analyzing data streams of very large volumes is important and is very desirable for many application domains. In this paper we present and demonstrate effective working of an algorithm to find clusters and anomalous data…

Machine Learning · Computer Science 2025-03-25 Aniket Bhanderi , Raj Bhatnagar

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

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…

Statistics Theory · Mathematics 2024-06-11 Frédéric Chazal , Martin Royer , Clément Levrard

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…

A multivariate time series refers to observations of two or more variables taken from a device or a system simultaneously over time. There is an increasing need to monitor multivariate time series and detect anomalies in real time to ensure…

Machine Learning · Computer Science 2023-05-29 Ming-Chang Lee , Jia-Chun Lin

This thesis is part of a CIFRE agreement between the company Othello and the LIASD laboratory. The objective is to develop an artificial intelligence system that can detect real-time dangers in a video stream. To achieve this, a novel…

Computer Vision and Pattern Recognition · Computer Science 2024-12-02 Fabien Poirier

Networks are a natural representation of complex systems across the sciences, and higher-order dependencies are central to the understanding and modeling of these systems. However, in many practical applications such as online social…

Social and Information Networks · Computer Science 2020-10-28 Nesreen K. Ahmed , Nick Duffield

Early and accurate detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections. While MLP-based mixer models have shown promise in time series analysis, they lack a…

Machine Learning · Computer Science 2025-06-03 Md Mahmuddun Nabi Murad , Yasin Yilmaz

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

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

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

Many automated systems need the capability of automatic change detection without the given detection threshold. This paper presents an automated change detection algorithm in streaming multivariate data. Two overlapping windows are used to…

Databases · Computer Science 2013-11-05 Dang-Hoan Tran

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

Discovering frequent episodes over event sequences is an important data mining task. In many applications, events constituting the data sequence arrive as a stream, at furious rates, and recent trends (or frequent episodes) can change and…

Machine Learning · Computer Science 2012-05-22 Debprakash Patnaik , Naren Ramakrishnan , Srivatsan Laxman , Badrish Chandramouli

We present new methods for batch anomaly detection in multivariate time series. Our methods are based on maximizing the Kullback-Leibler divergence between the data distribution within and outside an interval of the time series. An…

Our society has never been more dependent on computer networks. Effective utilization of networks requires a detailed understanding of the normal background behaviors of network traffic. Large-scale measurements of networks are…