Related papers: Detecting Anomalous Time Series by GAMLSS-Akaike-W…

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

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)…

We present a novel approach to anomaly detection by integrating Generalized Hyperbolic (GH) processes into kernel-based methods. The GH distribution, known for its flexibility in modeling skewness, heavy tails, and kurtosis, helps to…

Anomaly detection aims to detect data that do not conform to regular patterns, and such data is also called outliers. The anomalies to be detected are often tiny in proportion, containing crucial information, and are suitable for…

Unevenly spaced time series are common in astronomy because of the day-night cycle, weather conditions, dependence on the source position in the sky, allocated telescope time, corrupt measurements, for example, or be inherent to the…

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…

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…

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…

Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on…

A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

This paper uses a minimum divergence framework to introduce a new way of calculating model weights that can be used to average probabilistic predictions from statistical and machine learning models. The method is general and can be applied…

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Internet-based services have seen remarkable success, generating vast amounts of monitored key performance indicators (KPIs) as univariate or multivariate time series. Monitoring and analyzing these time series are crucial for researchers,…

Evaluating anomaly detection algorithms in time series data is critical as inaccuracies can lead to flawed decision-making in various domains where real-time analytics and data-driven strategies are essential. Traditional performance…

Anomaly detection for time-series data becomes an essential task for many data-driven applications fueled with an abundance of data and out-of-the-box machine-learning algorithms. In many real-world settings, developing a reliable anomaly…

Time series anomaly detection is widely used in IoT and cyber-physical systems, yet its evaluation remains challenging due to diverse application objectives and heterogeneous metric assumptions. This study introduces a problem-oriented…