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Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of…

Machine Learning · Computer Science 2019-10-11 Chang Wei Tan , Francois Petitjean , Eamonn Keogh , Geoffrey I. Webb

Errors are prevalent in time series data, such as GPS trajectories or sensor readings. Existing methods focus more on anomaly detection but not on repairing the detected anomalies. By simply filtering out the dirty data via anomaly…

Databases · Computer Science 2020-03-30 Aoqian Zhang , Shaoxu Song , Jianmin Wang , Philip S. Yu

We address an anomaly detection setting in which training sequences are unavailable and anomalies are scored independently of temporal ordering. Current algorithms in anomaly detection are based on the classical density estimation approach…

Computer Vision and Pattern Recognition · Computer Science 2016-09-29 Allison Del Giorno , J. Andrew Bagnell , Martial Hebert

Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the…

Machine Learning · Computer Science 2025-12-03 Emmanouil Sylligardos , John Paparrizos , Themis Palpanas , Pierre Senellart , Paul Boniol

Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly…

Machine Learning · Computer Science 2022-09-30 Wenzhuo Yang , Kun Zhang , Steven C. H. Hoi

Anomaly detection in time series is a complex task that has been widely studied. In recent years, the ability of unsupervised anomaly detection algorithms has received much attention. This trend has led researchers to compare only…

Machine Learning · Computer Science 2022-09-13 Julien Audibert , Pietro Michiardi , Frédéric Guyard , Sébastien Marti , Maria A. Zuluaga

Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

Machine Learning · Computer Science 2018-12-24 Zhang Rong , Dong Shandong , Nie Xin , Xiao Shiguang

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

Methodology · Statistics 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse

Given a multivariate big time series, can we detect anomalies as soon as they occur? Many existing works detect anomalies by learning how much a time series deviates away from what it should be in the reconstruction framework. However, most…

Machine Learning · Computer Science 2022-04-19 Quan Ding , Shenghua Liu , Bin Zhou , Huawei Shen , Xueqi Cheng

The ordinal patterns of a fixed number of consecutive values in a time series is the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of…

Statistics Theory · Mathematics 2025-02-06 Annika Betken , Giorgio Micali , Johannes Schmidt-Hieber

Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

Machine Learning · Computer Science 2023-07-21 Manqing Dong , Zhanxiang Zhao , Yitong Geng , Wentao Li , Wei Wang , Huai Jiang

Anomaly detection is an active research topic in many different fields such as intrusion detection, network monitoring, system health monitoring, IoT healthcare, etc. However, many existing anomaly detection approaches require either human…

Machine Learning · Computer Science 2022-12-06 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a…

Machine Learning · Computer Science 2023-02-03 Ferdinand Rewicki , Joachim Denzler , Julia Niebling

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich

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 ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc (offline) anomaly detection methodology to the sequential…

Methodology · Statistics 2020-09-16 Alexander T. M. Fisch , Lawrence Bardwell , Idris A. Eckley

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

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