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We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent…

Machine Learning · Computer Science 2016-07-04 Kush Bhatia , Prateek Jain , Parameswaran Kamalaruban , Purushottam Kar

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

The early detection of anomalous events in time series data is essential in many domains of application. In this paper we deal with critical health events, which represent a significant cause of mortality in intensive care units of…

Machine Learning · Statistics 2020-10-23 Vitor Cerqueira , Luis Torgo , Carlos Soares

Fine-grained time series data are crucial for accurate and timely online change detection. While both collective anomalies and change points can coexist in such data, their joint online detection has received limited attention. In this…

Methodology · Statistics 2025-08-11 Xian Chen , Weichi Wu

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Fault detection is a key challenge in the management of complex systems. In the context of SparkCognition's efforts towards predictive maintenance in large scale industrial systems, this problem is often framed in terms of anomaly detection…

Machine Learning · Computer Science 2024-05-29 Elad Liebman

In recent years there has been significant progress in time series anomaly detection. However, after detecting an (perhaps tentative) anomaly, can we explain it? Such explanations would be useful to triage anomalies. For example, in an oil…

Machine Learning · Computer Science 2024-01-19 Audrey Der , Chin-Chia Michael Yeh , Yan Zheng , Junpeng Wang , Zhongfang Zhuang , Liang Wang , Wei Zhang , Eamonn J. Keogh

Time series anomaly detection presents various challenges due to the sequential and dynamic nature of time-dependent data. Traditional unsupervised methods frequently encounter difficulties in generalization, often overfitting to known…

Machine Learning · Statistics 2025-07-30 Aitor Sánchez-Ferrera , Borja Calvo , Jose A. Lozano

We propose a hybrid approach to temporal anomaly detection in access data of users to databases --- or more generally, any kind of subject-object co-occurrence data. We consider a high-dimensional setting that also requires fast computation…

Cryptography and Security · Computer Science 2019-08-13 Eyal Gutflaish , Aryeh Kontorovich , Sivan Sabato , Ofer Biller , Oded Sofer

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…

Databases · Computer Science 2025-12-23 Ding Jia , Jingyu Zhu , Yu Sun , Aoqian Zhang , Shaoxu Song , Haiwei Zhang , Xiaojie Yuan

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

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

Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…

Machine Learning · Computer Science 2025-07-15 Addison Weatherhead , Anna Goldenberg

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

An open-ended time series refers to a series of data points indexed in time order without an end. Such a time series can be found everywhere due to the prevalence of Internet of Things. Providing lightweight and real-time anomaly detection…

Machine Learning · Computer Science 2023-03-03 Ming-Chang Lee , Jia-Chun Lin

This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…

Machine Learning · Computer Science 2026-05-12 Weihong Li , Baohong Li , Anpeng Wu , Zhihan Li , Ming Ma , Keting Yin , Kun Kuang

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

The increasing complexity and scale of telecommunication networks have led to a growing interest in automated anomaly detection systems. However, the classification of anomalies detected on network Key Performance Indicators (KPI) has…

Machine Learning · Computer Science 2023-09-01 Korantin Bordeau-Aubert , Justin Whatley , Sylvain Nadeau , Tristan Glatard , Brigitte Jaumard

Algorithmic recourse provides actionable recommendations to alter unfavorable predictions of machine learning models, enhancing transparency through counterfactual explanations. While significant progress has been made in algorithmic…

Machine Learning · Computer Science 2025-08-05 Xiao Han , Lu Zhang , Yongkai Wu , Shuhan Yuan

Time series anomaly detection has garnered considerable attention across diverse domains. While existing methods often fail to capture the underlying mechanisms behind anomaly generation in time series data. In addition, time series anomaly…

Machine Learning · Computer Science 2025-08-07 Yutong Xia , Yingying Zhang , Yuxuan Liang , Lunting Fan , Qingsong Wen , Roger Zimmermann
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