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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

Anomaly detection for non-linear dynamical system plays an important role in ensuring the system stability. However, it is usually complex and has to be solved by large-scale simulation which requires extensive computing resources. In this…

Signal Processing · Electrical Eng. & Systems 2020-06-08 Yue Tan , Chunjing Hu , Kuan Zhang , Kan Zheng , Ethan A. Davis , Jae Sung Park

Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the…

Machine Learning · Computer Science 2025-12-03 Emmanouil Sylligardos , John Paparrizos , Themis Palpanas , Pierre Senellart , Paul Boniol

Anomaly detection in database management systems (DBMSs) is difficult because of increasing number of statistics (stat) and event metrics in big data system. In this paper, I propose an automatic DBMS diagnosis system that detects anomaly…

Machine Learning · Statistics 2018-01-26 Doyup Lee

Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider settings where the units of interest result in multiple…

Methodology · Statistics 2025-12-22 Ivo V. Stoepker , Rui M. Castro , Ery Arias-Castro

Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

Machine Learning · Computer Science 2023-07-21 Manqing Dong , Zhanxiang Zhao , Yitong Geng , Wentao Li , Wei Wang , Huai Jiang

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical scenarios ranging from DevOps to IoT, where we want to…

We consider the problem of automated anomaly detection for building level heat load time series. An anomaly detection model must be applicable to a diverse group of buildings and provide robust results on heat load time series with low…

Applications · Statistics 2021-11-17 Mario Beykirch , Tim Janke , Imed Tayeche , Florian Steinke

Most recent studies on detecting and localizing temporal anomalies have mainly employed deep neural networks to learn the normal patterns of temporal data in an unsupervised manner. Unlike them, the goal of our work is to fully utilize…

Computer Vision and Pattern Recognition · Computer Science 2021-08-17 Dongha Lee , Sehun Yu , Hyunjun Ju , Hwanjo Yu

In this paper we propose a novel machine-learning method for anomaly detection applicable to data with periodic characteristics where randomly varying period lengths are explicitly allowed. A multi-dimensional time series analysis is…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Lia Ahrens , Julian Ahrens , Hans D. Schotten

This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…

chao-dyn · Physics 2015-06-24 Thomas Schreiber

Anomaly detection of multivariate time series is meaningful for system behavior monitoring. This paper proposes an anomaly detection method based on unsupervised Short- and Long-term Mask Representation learning (SLMR). The main idea is to…

Machine Learning · Computer Science 2022-08-24 Qiucheng Miao , Chuanfu Xu , Jun Zhan , Dong Zhu , Chengkun Wu

Real-world time series data often present recurrent or repetitive patterns and it is often generated in real time, such as transportation passenger volume, network traffic, system resource consumption, energy usage, and human gait.…

Machine Learning · Computer Science 2021-05-05 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…

Machine Learning · Computer Science 2024-09-04 Zahra Zamanzadeh Darban , Geoffrey I. Webb , Shirui Pan , Charu C. Aggarwal , Mahsa Salehi

Generalized autoregressive score (GAS) models are a class of observation-driven time series models that employ the score to dynamically update time-varying parameters of the underlying probability distribution. GAS models have been…

Computation · Statistics 2024-05-09 Vladimír Holý

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Statistics Theory · Mathematics 2024-06-11 Frédéric Chazal , Martin Royer , Clément Levrard

We propose a novel class of time-varying nonparanormal graphical models, which allows us to model high dimensional heavy-tailed systems and the evolution of their latent network structures. Under this model, we develop statistical tests for…

Machine Learning · Statistics 2018-02-14 Junwei Lu , Mladen Kolar , Han Liu

Accurate and automated detection of anomalous samples in a natural image dataset can be accomplished with a probabilistic model for end-to-end modeling of images. Such images have heterogeneous complexity, however, and a probabilistic model…

Machine Learning · Computer Science 2018-09-05 Takashi Matsubara , Kenta Hama , Ryosuke Tachibana , Kuniaki Uehara

The number of end devices that use the last mile wireless connectivity is dramatically increasing with the rise of smart infrastructures and require reliable functioning to support smooth and efficient business processes. To efficiently…

Machine Learning · Computer Science 2022-02-21 Blaž Bertalanič , Marko Meža , Carolina Fortuna