Related papers: A comparative evaluation of novelty detection algo…
We formulate and study a fundamental search and detection problem, Schedule Optimization, motivated by a variety of real-world applications, ranging from monitoring content changes on the web, social networks, and user activities to…
Neural compression offers a domain-agnostic approach to creating codecs for lossy or lossless compression via deep generative models. For sequence compression, however, most deep sequence models have costs that scale with the sequence…
Identifying a temporal pattern of events is a fundamental task of on-line (real-time) verification. We present efficient schemes for on-line monitoring of events for identifying desired/undesired patterns of events. The schemes use…
It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…
The change-point detection problem seeks to identify distributional changes in streams of data. Increasingly, tools for change-point detection are applied in settings where data may be highly sensitive and formal privacy guarantees are…
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…
In real world, the huge amount of temporal data is to be processed in many application areas such as scientific, financial, network monitoring, sensor data analysis. Data mining techniques are primarily oriented to handle discrete features.…
The ever-evolving landscape of attacks, coupled with the growing complexity of ICT systems, makes crafting anomaly-based intrusion detectors (ID) and error detectors (ED) a difficult task: they must accurately detect attacks, and they…
Novelty detection in large scientific datasets faces two key challenges: the noisy and high-dimensional nature of experimental data, and the necessity of making statistically robust statements about any observed outliers. While there is a…
Time series anomaly detection has achieved remarkable progress in recent years. However, evaluation practices have received comparatively less attention, despite their critical importance. Existing metrics exhibit several limitations: (1)…
While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…
Debugging is considered as a rigorous but important feature of software engineering process. Since more than a decade, the software engineering research community is exploring different techniques for removal of faults from programs but it…
Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…
Novelty detection is a important research area which mainly solves the classification problem of inliers which usually consists of normal samples and outliers composed of abnormal samples. Auto-encoder is often used for novelty detection.…
Real-time detection of anomalies in streaming data is receiving increasing attention as it allows us to raise alerts, predict faults, and detect intrusions or threats across industries. Yet, little attention has been given to compare the…
In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly…
Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…
Novelty detection seeks to identify samples deviating from a known distribution, yet data shifts in a multitude of ways, and only a few consist of relevant changes. Aligned with out-of-distribution generalization literature, we advocate for…
We demonstrate the effectiveness of the categorical distribution as a neural network output for next event prediction. This is done for both discrete-time and continuous-time event sequences. To model continuous-time processes, the…
The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…