Related papers: Data-driven pattern identification and outlier det…
Safe deployment of time-series classifiers for real-world applications relies on the ability to detect the data which is not generated from the same distribution as training data. This task is referred to as out-of-distribution (OOD)…
Continuous efforts are being made to advance anomaly detection in various manufacturing processes to increase the productivity and safety of industrial sites. Deep learning replaced rule-based methods and recently emerged as a promising…
A novel approach to detecting anomalies in time series data is presented in this paper. This approach is pivotal in domains such as data centers, sensor networks, and finance. Traditional methods often struggle with manual parameter tuning…
We address the problem of signal denoising and pattern recognition in processing batch-mode time-series data by combining linear time-invariant filters, orthogonal multiresolution representations, and sparsity-based methods. We propose a…
Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…
This paper examines the problem of locating outlier columns in a large, otherwise low-rank, matrix. We propose a simple two-step adaptive sensing and inference approach and establish theoretical guarantees for its performance; our results…
Outlier detection is a significant area in data mining. It can be either used to pre-process the data prior to an analysis or post the processing phase (before visualization) depending on the effectiveness of the outlier and its importance.…
Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To…
Linear transformation techniques such as singular value decomposition (SVD) have been used widely to gain insight into the qualitative dynamics of data generated by dynamical systems. There have been several reports in the past that had…
Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…
This paper proposes the adaptation of Support Vector Data Description (SVDD) to the multiple kernel case (MK-SVDD), based on SimpleMKL. It also introduces a variant called Slim-MK-SVDD that is able to produce a tighter frontier around the…
Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…
Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or…
Time series anomaly detection is important in modern large-scale systems and is applied in a variety of domains to analyze and monitor the operation of diverse systems. Unsupervised approaches have received widespread interest, as they do…
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…
SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common…
In anomaly detection (AD), one seeks to identify whether a test sample is abnormal, given a data set of normal samples. A recent and promising approach to AD relies on deep generative models, such as variational autoencoders (VAEs), for…
Matrix factorizations in dual number algebra, a hypercomplex system, have been applied to kinematics, mechanisms, and other fields recently. We develop an approach to identify spatiotemporal patterns in the brain such as traveling waves…
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…
Spectral clustering and Singular Value Decomposition (SVD) are both widely used technique for analyzing graph data. In this note, I will present their connections using simple linear algebra, aiming to provide some in-depth understanding…