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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

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…

Machine Learning · Computer Science 2021-06-15 Ailin Deng , Bryan Hooi

Anomaly detection is concerned with identifying data patterns that deviate remarkably from the expected behaviour. This is an important research problem, due to its broad set of application domains, from data analysis to e-health,…

Machine Learning · Computer Science 2021-08-23 L. Erhan , M. Ndubuaku , M. Di Mauro , W. Song , M. Chen , G. Fortino , O. Bagdasar , A. Liotta

Anomaly detection is the task of detecting data which differs from the normal behaviour of a system in a given context. In order to approach this problem, data-driven models can be learned to predict current or future observations.…

Machine Learning · Computer Science 2020-10-30 Benedikt Eiteneuer , Oliver Niggemann

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

Low-count time series describe sparse or intermittent events, which are prevalent in large-scale online platforms that capture and monitor diverse data types. Several distinct challenges surface when modelling low-count time series,…

Machine Learning · Computer Science 2023-11-21 Philipp Renz , Kurt Cutajar , Niall Twomey , Gavin K. C. Cheung , Hanting Xie

Monitoring complex systems results in massive multivariate time series data, and anomaly detection of these data is very important to maintain the normal operation of the systems. Despite the recent emergence of a large number of anomaly…

Machine Learning · Computer Science 2021-06-14 Liwei Deng , Xuanhao Chen , Yan Zhao , Kai Zheng

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…

Machine Learning · Computer Science 2025-04-07 Bahareh Golchin , Banafsheh Rekabdar

There are numerous methods for detecting anomalies in time series, but that is only the first step to understanding them. We strive to exceed this by explaining those anomalies. Thus we develop a novel attribution scheme for multivariate…

Machine Learning · Computer Science 2021-09-15 Violeta Teodora Trifunov , Maha Shadaydeh , Björn Barz , Joachim Denzler

Current research in time-series anomaly detection is using definitions that miss critical aspects of how anomaly detection is commonly used in practice. We list several areas that are of practical relevance and that we believe are either…

Machine Learning · Computer Science 2025-02-11 Andreas Mueller

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

Key Performance Indicators (KPI), which are essentially time series data, have been widely used to indicate the performance of telecom networks. Based on the given KPIs, a large set of anomaly detection algorithms have been deployed for…

Machine Learning · Computer Science 2023-05-26 Hamza Bodor , Thai V. Hoang , Zonghua Zhang

One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…

Applications · Statistics 2024-01-30 Alex Fisch , Daniel Grose , Idris A. Eckley , Paul Fearnhead , Lawrence Bardwell

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

Ever growing volume and velocity of data coupled with decreasing attention span of end users underscore the critical need for real-time analytics. In this regard, anomaly detection plays a key role as an application as well as a means to…

Machine Learning · Statistics 2017-10-16 Dhruv Choudhary , Arun Kejariwal , Francois Orsini

The use of deep learning techniques in detecting anomalies in time series data has been an active area of research with a long history of development and a variety of approaches. In particular, reconstruction-based unsupervised anomaly…

Artificial Intelligence · Computer Science 2023-02-21 Jinsheng Yang , Yuanhai Shao , ChunNa Li

The stability and persistence of web services are important to Internet companies to improve user experience and business performances. To keep eyes on numerous metrics and report abnormal situations, time series anomaly detection methods…

Applications · Statistics 2020-08-24 Tianwei Li , Yitong Geng , Huai Jiang

Anomaly detection (AD) plays a vital role across a wide range of real-world domains by identifying data instances that deviate from expected patterns, potentially signaling critical events such as system failures, fraudulent activities, or…

Machine Learning · Computer Science 2025-07-11 Amirhossein Sadough , Mahyar Shahsavari , Mark Wijtvliet , Marcel van Gerven

There is a growing need for anomaly detection methods that can broaden the search for new particles in a model-agnostic manner. Most proposals for new methods focus exclusively on signal sensitivity. However, it is not enough to select…

Machine Learning · Computer Science 2022-10-21 Vinicius Mikuni , Benjamin Nachman , David Shih

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured…

Artificial Intelligence · Computer Science 2016-07-12 Pankaj Malhotra , Anusha Ramakrishnan , Gaurangi Anand , Lovekesh Vig , Puneet Agarwal , Gautam Shroff