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We present an end-to-end differentiable neural network architecture to perform anomaly detection in multivariate time series by incorporating a Sequential Probability Ratio Test on the prediction residual. The architecture is a cascade of…

Machine Learning · Computer Science 2022-02-28 L. Zancato , A. Achille , G. Paolini , A. Chiuso , S. Soatto

We introduce a statistical method to detect nonlinearity and nonstationarity in time series, that works even for short sequences and in presence of noise. The method has a discrimination power similar to that of the most advanced estimators…

Chaotic Dynamics · Physics 2010-11-16 M. De Domenico , V. Latora

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich

Networked dynamical systems are common throughout science in engineering; e.g., biological networks, reaction networks, power systems, and the like. For many such systems, nonlinearity drives populations of identical (or near-identical)…

Dynamical Systems · Mathematics 2023-02-10 James Koch , Zhao Chen , Aaron Tuor , Jan Drgona , Draguna Vrabie

As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…

Methodology · Statistics 2012-10-19 Mathieu Sinn , Ali Ghodsi , Karsten Keller

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development…

Data Analysis, Statistics and Probability · Physics 2015-07-19 Norbert Marwan , Jürgen Kurths

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

Ordinal regression is an important type of learning, which has properties of both classification and regression. Here we describe a simple and effective approach to adapt a traditional neural network to learn ordinal categories. Our…

Machine Learning · Computer Science 2007-05-23 Jianlin Cheng

The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…

Dynamical Systems · Mathematics 2017-10-19 Karsten Keller , Sergiy Maksymenko , Inga Stolz

Various important and useful quantities or measures that characterize the topological network structure are usually investigated for a network, then they are averaged over the samples. In this paper, we propose an explicit representation by…

Physics and Society · Physics 2016-09-02 Yukio Hayashi

Time-series anomaly detection plays a vital role in monitoring complex operation conditions. However, the detection accuracy of existing approaches is heavily influenced by pattern distribution, existence of multiple normal patterns,…

Machine Learning · Computer Science 2022-02-08 Min Hu , Yi Wang , Xiaowei Feng , Shengchen Zhou , Zhaoyu Wu , Yuan Qin

Spreading phenomena on networks are essential for the collective dynamics of various natural and technological systems, from information spreading in gene regulatory networks to neural circuits or from epidemics to supply networks…

Physics and Society · Physics 2021-06-01 Justine Wolter , Benedict Lünsmann , Xiaozhu Zhang , Malte Schröder , Marc Timme

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…

Machine Learning · Computer Science 2019-07-10 Yulia Rubanova , Ricky T. Q. Chen , David Duvenaud

We introduce Ordinal Synchronization ($OS$) as a new measure to quantify synchronization between dynamical systems. $OS$ is calculated from the extraction of the ordinal patterns related to two time series, their transformation into…

Quantitative Methods · Quantitative Biology 2019-01-30 Ignacio Echegoyen , Victor Vera-Ávila , Ricardo Sevilla-Escoboza , Johann H. Martínez , Javier M. Buldú

The asymptotic behaviour of dynamical processes in networks can be expressed as a function of spectral properties of the corresponding adjacency and Laplacian matrices. Although many theoretical results are known for the spectra of…

Physics and Society · Physics 2018-05-29 Thomas K. DM. Peron , Peng Ji , Jürgen Kurths , Francisco A. Rodrigues

Many modern applications of the artificial neural networks ensue large number of layers making traditional digital implementations increasingly complex. Optical neural networks offer parallel processing at high bandwidth, but have the…

Neural and Evolutionary Computing · Computer Science 2022-08-24 Egor Manuylovich , Diego Argüello Ron , Morteza Kamalian-Kopae , Sergei Turitsyn

Random boolean networks are a model of genetic regulatory networks that has proven able to describe experimental data in biology. They not only reproduce important phenomena in cell dynamics, but they are also extremely interesting from a…

Dynamical Systems · Mathematics 2015-02-26 Marco Villani , Davide Campioli , Chiara Damiani , Andrea Roli , Alessandro Filisetti , Roberto Serra

In the sequential learning problem, agents in a network attempt to predict a binary ground truth, informed by both a noisy private signal and the predictions of neighboring agents before them. It is well known that social learning in this…

Social and Information Networks · Computer Science 2026-02-10 William Guo , Edward Xiong , Jie Gao

This work builds an automated anomaly detection method for chaotic time series, and more concretely for turbulent, high-dimensional, ocean simulations. We solve this task by extending the Echo State Network by spatially aware input maps,…

Neural and Evolutionary Computing · Computer Science 2019-09-05 Niklas Heim , James E. Avery

Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for…

Data Structures and Algorithms · Computer Science 2021-01-08 Nesreen K. Ahmed , Nick Duffield , Ryan A. Rossi