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Time series data is ubiquitous in the real-world problems across various domains including healthcare, social media, and crime surveillance. Detecting anomalies, or irregular and rare events, in time series data, can enable us to find…

Machine Learning · Computer Science 2021-10-05 Abilasha S , Sahely Bhadra , Deepak P , Anish Mathew

Recent advances in digitization have led to the availability of multivariate time series data in various domains, enabling real-time monitoring of operations. Identifying abnormal data patterns and detecting potential failures in these…

Machine Learning · Computer Science 2023-10-10 Fan Wang , Keli Wang , Boyu Yao

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Machine Learning · Computer Science 2020-11-11 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart , Luyao Yang , Kyle Buckingham

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

We define several new models for how to define anomalous regions among enormous sets of trajectories. These are based on spatial scan statistics, and identify a geometric region which captures a subset of trajectories which are…

Data Structures and Algorithms · Computer Science 2019-06-06 Michael Matheny , Dong Xie , Jeff M. Phillips

Given trajectory data, a domain-specific study area, and a user-defined threshold, we aim to find anomalous trajectories indicative of possible GPS spoofing (e.g., fake trajectory). The problem is societally important to curb illegal…

Machine Learning · Computer Science 2025-06-17 Arun Sharma , Mingzhou Yang , Majid Farhadloo , Subhankar Ghosh , Bharat Jayaprakash , Shashi Shekhar

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…

Machine Learning · Computer Science 2020-01-31 Yifeng Gao , Jessica Lin , Constantin Brif

We introduce a generalized additive model for location, scale, and shape (GAMLSS) next of kin aiming at distribution-free and parsimonious regression modelling for arbitrary outcomes. We replace the strict parametric distribution…

Methodology · Statistics 2023-12-21 Sandra Siegfried , Lucas Kook , Torsten Hothorn

Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…

The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…

Instrumentation and Methods for Astrophysics · Physics 2025-01-13 A. Gúrpide , M. Middleton

Recently, several spectra have emerged, designed to encapsulate the distributional characteristics of non-Gaussian stationary processes. This article introduces parametric families of generalized spectra based on the characteristic…

Statistics Theory · Mathematics 2026-03-31 Yuichi Goto , Gaspard Bernard

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…

Machine Learning · Computer Science 2024-10-24 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

Visual anomaly detection is common in several applications including medical screening and production quality check. Although a definition of the anomaly is an unknown trend in data, in many cases some hints or samples of the anomaly class…

Computer Vision and Pattern Recognition · Computer Science 2019-03-29 Daiki Kimura , Minori Narita , Asim Munawar , Ryuki Tachibana

Anomaly detection in time series data, to identify points that deviate from normal behaviour, is a common problem in various domains such as manufacturing, medical imaging, and cybersecurity. Recently, Generative Adversarial Networks (GANs)…

Machine Learning · Computer Science 2025-05-27 Md Abul Bashar , Richi Nayak

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

Anomaly detection methods are widely used but often rely on ad hoc rules or strong assumptions, and they often focus on tail events, missing ``inlier'' anomalies that occur in low-density gaps between modes. We propose a unified framework…

Methodology · Statistics 2026-03-11 Rob J Hyndman , David T. Frazier

Google uses continuous streams of data from industry partners in order to deliver accurate results to users. Unexpected drops in traffic can be an indication of an underlying issue and may be an early warning that remedial action may be…

Machine Learning · Statistics 2017-08-15 Dominique T. Shipmon , Jason M. Gurevitch , Paolo M. Piselli , Stephen T. Edwards

Time series anomaly detection is challenging due to the complexity and variety of patterns that can occur. One major difficulty arises from modeling time-dependent relationships to find contextual anomalies while maintaining detection…

Machine Learning · Computer Science 2023-10-25 Chih-Yu Lai , Fan-Keng Sun , Zhengqi Gao , Jeffrey H. Lang , Duane S. Boning

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

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu