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Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions…

Machine Learning · Computer Science 2022-12-29 Lawrence Wong , Dongyu Liu , Laure Berti-Equille , Sarah Alnegheimish , Kalyan Veeramachaneni

Multivariate time series anomaly detection is a very common problem in the field of failure prevention. Fast prevention means lower repair costs and losses. The amount of sensors in novel industry systems makes the anomaly detection process…

Machine Learning · Computer Science 2021-11-24 Kamil Faber , Dominik Żurek , Marcin Pietroń , Kamil Piętak

Anomaly detection in time series is a complex task that has been widely studied. In recent years, the ability of unsupervised anomaly detection algorithms has received much attention. This trend has led researchers to compare only…

Machine Learning · Computer Science 2022-09-13 Julien Audibert , Pietro Michiardi , Frédéric Guyard , Sébastien Marti , Maria A. Zuluaga

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

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

Transformer-based models for anomaly detection in multivariate time series can benefit from the self-attention mechanism due to its advantage in modeling long-term dependencies. However, Transformer-based anomaly detection models have…

Machine Learning · Computer Science 2023-12-05 Jie Liu , Qilin Li , Senjian An , Bradley Ezard , Ling Li

Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

Machine Learning · Computer Science 2018-12-24 Zhang Rong , Dong Shandong , Nie Xin , Xiao Shiguang

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…

Spacecraft faces various situations when carrying out exploration missions in complex space, thus monitoring the anomaly status of spacecraft is crucial to the development of \textcolor{blue}{the} aerospace industry. The time series…

Machine Learning · Computer Science 2023-03-14 Liang Liu , Ling Tian , Zhao Kang , Tianqi Wan

With the sweeping digitalization of societal, medical, industrial, and scientific processes, sensing technologies are being deployed that produce increasing volumes of time series data, thus fueling a plethora of new or improved…

Machine Learning · Computer Science 2024-04-23 David Campos , Tung Kieu , Chenjuan Guo , Feiteng Huang , Kai Zheng , Bin Yang , Christian S. Jensen

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

Anomaly detection in time series has been widely researched and has important practical applications. In recent years, anomaly detection algorithms are mostly based on deep-learning generative models and use the reconstruction error to…

Machine Learning · Computer Science 2020-10-15 Chunkai Zhang , Wei Zuo , Xuan Wang

Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets. Among reconstruction-based models, most previous work has…

Machine Learning · Computer Science 2022-02-28 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

For modern industrial applications, accurately detecting and diagnosing anomalies in multivariate time series data is essential. Despite such need, most state-of-the-art methods often prioritize detection performance over model…

Machine Learning · Computer Science 2024-10-31 Minha Kim , Kishor Kumar Bhaumik , Amin Ahsan Ali , Simon S. Woo

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

Machine Learning · Computer Science 2021-07-19 Chris U. Carmona , François-Xavier Aubet , Valentin Flunkert , Jan Gasthaus

Convolutional neural networks (CNNs) have enabled the state-of-the-art performance in many computer vision tasks. However, little effort has been devoted to establishing convolution in non-linear space. Existing works mainly leverage on the…

Computer Vision and Pattern Recognition · Computer Science 2020-05-25 Chen Wang , Jianfei Yang , Lihua Xie , Junsong Yuan

It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…

Machine Learning · Computer Science 2021-10-08 Thabang Mathonsi , Terence L. van Zyl

In this paper, we propose a novel method for video anomaly detection motivated by an existing architecture for sequence-to-sequence prediction and reconstruction using a spatio-temporal convolutional Long Short-Term Memory (convLSTM). As in…

Computer Vision and Pattern Recognition · Computer Science 2022-05-19 Hanh Thi Minh Tran , David Hogg

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu
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