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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…

Artificial Intelligence · Computer Science 2026-05-15 Kaixiang Yang , Jiarong Liu , Yupeng Song , Shuanghua Yang , Yujue Zhou

Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However,…

Machine Learning · Computer Science 2025-04-17 Jinsung Jeon , Jaehyeon Park , Sewon Park , Jeongwhan Choi , Minjung Kim , Noseong Park

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…

This paper describes computationally efficient approaches and associated theoretical performance guarantees for the detection of known targets and anomalies from few projection measurements of the underlying signals. The proposed approaches…

Statistics Theory · Mathematics 2015-06-03 Kalyani Krishnamurthy , Rebecca Willett , Maxim Raginsky

The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive…

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…

Machine Learning · Computer Science 2019-04-26 Mariem Ben Fadhel , Kofi Nyarko

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

In order to detect unknown intrusions and runtime errors of computer programs, the cyber-security community has developed various detection techniques. Anomaly detection is an approach that is designed to profile the normal runtime behavior…

Cryptography and Security · Computer Science 2021-06-03 Byunggu Yu , Junwhan Kim

Anomaly detection is the process of identifying unexpected events or ab-normalities in data, and it has been applied in many different areas such as system monitoring, fraud detection, healthcare, intrusion detection, etc. Providing…

Machine Learning · Computer Science 2023-01-11 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

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

Time Series Anomaly Detection metrics serve as crucial tools for model evaluation. However, existing metrics suffer from several limitations: insufficient discriminative power, strong hyperparameter dependency, sensitivity to perturbations,…

Machine Learning · Computer Science 2025-09-03 Zhijie Zhong , Zhiwen Yu , Yiu-ming Cheung , Kaixiang Yang

Anomaly detectors are often designed to catch statistical anomalies. End-users typically do not have interest in all of the detected outliers, but only those relevant to their application. Given an existing black-box sequential anomaly…

Machine Learning · Statistics 2020-09-16 Luyang Kong , Lifan Chen , Ming Chen , Parminder Bhatia , Laurent Callot

The complexity and ubiquity of modern computing systems is a fertile ground for anomalies, including security and privacy breaches. In this paper, we propose a new methodology that addresses the practical challenges to implement anomaly…

Cryptography and Security · Computer Science 2020-06-17 Charles F. Gonçalves , Daniel S. Menasché , Alberto Avritzer , Nuno Antunes , Marco Vieira

Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…

Machine Learning · Computer Science 2023-03-14 Xijuan Sun , Di Wu , Arnaud Zinflou , Benoit Boulet

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

The identification of anomalies in temporal data is a core component of numerous research areas such as intrusion detection, fault prevention, genomics and fraud detection. This article provides an experimental comparison of the novelty…

Machine Learning · Computer Science 2019-12-02 Rémi Domingues , Pietro Michiardi , Jérémie Barlet , Maurizio Filippone

Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…

Optimization and Control · Mathematics 2023-12-05 Amir Hossein Noormohammadia , Seyed Ali MirHassania , Farnaz Hooshmand Khaligh

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

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

Methodology · Statistics 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse