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Multivariate time series anomaly detection is a very common problem in the field of failure prevention. Fast prevention means lower repair costs and losses. The amount of sensors in novel industry systems makes the anomaly detection process…

Machine Learning · Computer Science 2021-11-24 Kamil Faber , Dominik Żurek , Marcin Pietroń , Kamil Piętak

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

Machine Learning · Computer Science 2020-04-02 Mohammad Braei , Sebastian Wagner

Anomaly detection consists in identifying, within a dataset, those samples that significantly differ from the majority of the data, representing the normal class. It has many practical applications, e.g. ranging from defective product…

Computer Vision and Pattern Recognition · Computer Science 2020-11-13 Pankaj Mishra , Claudio Piciarelli , Gian Luca Foresti

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

Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Machine Learning · Computer Science 2020-08-19 Steven Cheng-Xian Li , Benjamin M. Marlin

An advanced conceptual validation framework for multimodal multivariate time series defines a multi-level contextual anomaly detection ranging from an univariate context definition, to a multimodal abstract context representation learnt by…

Machine Learning · Computer Science 2020-08-06 Cedric Schockaert

Semi-supervised anomaly detection aims to detect anomalies from normal samples using a model that is trained on normal data. With recent advancements in deep learning, researchers have designed efficient deep anomaly detection methods.…

Machine Learning · Computer Science 2024-01-23 Hadi Hojjati , Narges Armanfard

Real-world multivariate time series anomalies are rare and often unlabeled. Additionally, prevailing methods rely on increasingly complex architectures tuned to benchmarks, detecting only fragments of anomalous segments and overstating…

Machine Learning · Computer Science 2025-10-21 Dongchan Cho , Jiho Han , Keumyeong Kang , Minsang Kim , Honggyu Ryu , Namsoon Jung

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

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks…

Machine Learning · Computer Science 2024-07-30 Daniele Meli

Astronomical surveys of celestial sources produce streams of noisy time series measuring flux versus time ("light curves"). Unlike in many other physical domains, however, large (and source-specific) temporal gaps in data arise naturally…

Instrumentation and Methods for Astrophysics · Physics 2017-11-30 Brett Naul , Joshua S. Bloom , Fernando Pérez , Stéfan van der Walt

We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or…

Machine Learning · Statistics 2020-05-26 Oguzhan Karaahmetoglu , Fatih Ilhan , Ismail Balaban , Suleyman Serdar Kozat

Unsupervised anomaly detection aims to identify anomalous samples from highly complex and unstructured data, which is pervasive in both fundamental research and industrial applications. However, most existing methods neglect the complex…

Machine Learning · Computer Science 2020-10-20 Haoyi Fan , Fengbin Zhang , Ruidong Wang , Liang Xi , Zuoyong Li

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models…

Machine Learning · Computer Science 2023-11-17 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Khoa T. Phan , Shirui Pan , Yi-Ping Phoebe Chen , Wei Xiang

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

A method for unsupervised contextual anomaly detection is proposed using a cross-linked pair of Variational Auto-Encoders for assigning a normality score to an observation. The method enables a distinct separation of contextual from…

Machine Learning · Statistics 2019-04-02 Yaniv Shulman

Mainstream unsupervised anomaly detection algorithms often excel in academic datasets, yet their real-world performance is restricted due to the controlled experimental conditions involving clean training data. Addressing the challenge of…

Machine Learning · Computer Science 2025-05-13 Thi Kieu Khanh Ho , Narges Armanfard

To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature…

Machine Learning · Computer Science 2025-09-17 Wei Li , Zheze Yang

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

Multivariate time series anomaly detection has become increasingly important in real-world applications, where labeled data are often scarce. Many existing approaches rely on unsupervised learning to model normal patterns, but they often…

Machine Learning · Computer Science 2026-05-25 Jaehyeop Hong , Youngbum Hur
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