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The product moment covariance is a cornerstone of multivariate data analysis, from which one can derive correlations, principal components, Mahalanobis distances and many other results. Unfortunately the product moment covariance and the…

Methodology · Statistics 2021-05-21 Jakob Raymaekers , Peter J. Rousseeuw

Anomaly, or out-of-distribution, detection is a promising tool for aiding discoveries of new particles or processes in particle physics. In this work, we identify and address two overlooked opportunities to improve anomaly detection for…

High Energy Physics - Experiment · Physics 2024-01-18 Abhijith Gandrakota , Lily Zhang , Aahlad Puli , Kyle Cranmer , Jennifer Ngadiuba , Rajesh Ranganath , Nhan Tran

This paper considers the problem of outlier detection in functional data analysis focusing particularly on the more difficult case of shape outliers. We present an inductive conformal anomaly detection method based on elastic functional…

Methodology · Statistics 2025-04-11 Jason Adams , Brandon Berman , Joshua Michalenko , J. Derek Tucker

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Outlier detection is an important problem occurring in a wide range of areas. Outliers are the outcome of fraudulent behaviour, mechanical faults, human error, or simply natural deviations. Many data mining applications perform outlier…

Machine Learning · Computer Science 2025-10-28 Juan A. Lara , David Lizcano , Víctor Rampérez , Javier Soriano

Quantum-inspired tensor networks algorithms have shown to be effective and efficient models for machine learning tasks, including anomaly detection. Here, we propose a highly parallelizable quantum-inspired approach which we call SMT-AD…

Machine Learning · Computer Science 2026-04-09 Apimuk Sornsaeng , Si Min Chan , Wenxuan Zhang , Swee Liang Wong , Joshua Lim , Dario Poletti

Analyzing multi-featured time series data is critical for space missions making efficient event detection, potentially onboard, essential for automatic analysis. However, limited onboard computational resources and data downlink constraints…

Machine Learning · Computer Science 2025-10-24 Jonah Ekelund , Savvas Raptis , Vicki Toy-Edens , Wenli Mo , Drew L. Turner , Ian J. Cohen , Stefano Markidis

Commute Time Distance (CTD) is a random walk based metric on graphs. CTD has found widespread applications in many domains including personalized search, collaborative filtering and making search engines robust against manipulation. Our…

Artificial Intelligence · Computer Science 2011-07-28 Nguyen Lu Dang Khoa , Sanjay Chawla

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

We introduce a novel anomaly search method based on (i) jet tagging to select interesting events, which are less likely to be produced by background processes; (ii) comparison of the untagged and tagged samples to single out features (such…

High Energy Physics - Phenomenology · Physics 2022-03-02 J. A. Aguilar-Saavedra

Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…

Artificial Intelligence · Computer Science 2015-05-18 Charmgil Hong , Milos Hauskrecht

Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…

Machine Learning · Computer Science 2023-03-14 Xijuan Sun , Di Wu , Arnaud Zinflou , Benoit Boulet

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the source of the problem that produced the anomaly is also essential. This is particularly the case in aircraft engine health…

Machine Learning · Statistics 2016-08-10 Tsirizo Rabenoro , Jérôme Lacaille , Marie Cottrell , Fabrice Rossi

Every field of Science is undergoing unprecedented changes in the discovery process, and Astronomy has been a main player in this transition since the beginning. The ongoing and future large and complex multi-messenger sky surveys impose a…

Instrumentation and Methods for Astrophysics · Physics 2021-05-12 Maurizio D'Addona , Giuseppe Riccio , Stefano Cavuoti , Crescenzo Tortora , Massimo Brescia

This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…

Machine Learning · Computer Science 2023-04-06 Takumi Kanai , Naoya Sogi , Atsuto Maki , Kazuhiro Fukui

The use of video-imaging data for in-line process monitoring applications has become more and more popular in the industry. In this framework, spatio-temporal statistical process monitoring methods are needed to capture the relevant…

Applications · Statistics 2020-04-24 Hao Yan , Marco Grasso , Kamran Paynabar , Bianca Maria Colosimo

This paper presents a simple yet effective method for anomaly detection. The main idea is to learn small perturbations to perturb normal data and learn a classifier to classify the normal data and the perturbed data into two different…

Machine Learning · Computer Science 2023-02-07 Jinyu Cai , Jicong Fan

Smart metering infrastructures collect data almost continuously in the form of fine-grained long time series. These massive data series often have common daily patterns that are repeated between similar days or seasons and shared among…

Methodology · Statistics 2022-10-10 A. Elías , J. M. Morales , S. Pineda

The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial work aimed at making statistical analyses robust to outliers,…

Machine Learning · Statistics 2019-04-12 Alexander T. M. Fisch , Idris A. Eckley , Paul Fearnhead

Recent efforts towards video anomaly detection (VAD) try to learn a deep autoencoder to describe normal event patterns with small reconstruction errors. The video inputs with large reconstruction errors are regarded as anomalies at the test…

Computer Vision and Pattern Recognition · Computer Science 2021-09-03 Yuandu Lai , Yahong Han , Yaowei Wang