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We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on rank-SVM. Data points are first ranked based on scores derived from nearest neighbor graphs on n-point nominal data. We then train a…

Machine Learning · Statistics 2014-05-06 Jing Qian , Jonathan Root , Venkatesh Saligrama , Yuting Chen

The detection of anomalies in non-stationary time-series streams is a critical but challenging task across numerous industrial and scientific domains. Traditional models, trained offline, suffer significant performance degradation when…

Machine Learning · Computer Science 2025-09-01 Ashok Devireddy , Shunping Huang

We develop a distribution-free, unsupervised anomaly detection method called ECAD, which wraps around any regression algorithm and sequentially detects anomalies. Rooted in conformal prediction, ECAD does not require data exchangeability…

Applications · Statistics 2021-06-04 Chen Xu , Yao Xie

The purpose of this article is to extend the notion of statistical depth to the case of sample paths of a Markov chain. Initially introduced to define a center-outward ordering of points in the support of a multivariate distribution, depth…

Statistics Theory · Mathematics 2025-02-27 Carlos Fernández , Stephan Clémençon

Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…

Machine Learning · Computer Science 2020-09-10 Yuanxiang Ying , Juanyong Duan , Chunlei Wang , Yujing Wang , Congrui Huang , Bixiong Xu

The incorporation of advanced sensors and machine learning techniques has enabled modern manufacturing enterprises to perform data-driven classification-based anomaly detection based on the sensor data collected in manufacturing processes.…

Machine Learning · Computer Science 2024-11-19 Yuxuan Li , Tianxin Xie , Chenang Liu , Zhangyue Shi

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

Event log records all events that occur during the execution of business processes, so detecting and correcting anomalies in event log can provide reliable guarantee for subsequent process analysis. The previous works mainly include next…

Machine Learning · Computer Science 2024-04-17 Ziyou Gong , Xianwen Fang , Ping Wu

This paper proposes to use set features for detecting anomalies in samples that consist of unusual combinations of normal elements. Many leading methods discover anomalies by detecting an unusual part of a sample. For example,…

Computer Vision and Pattern Recognition · Computer Science 2025-03-20 Niv Cohen , Issar Tzachor , Yedid Hoshen

Anomaly detection seeks to identify unusual phenomena, a central task in science and industry. The task is inherently unsupervised as anomalies are unexpected and unknown during training. Recent advances in self-supervised representation…

Machine Learning · Computer Science 2022-10-20 Tal Reiss , Niv Cohen , Eliahu Horwitz , Ron Abutbul , Yedid Hoshen

We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or…

Machine Learning · Statistics 2020-05-26 Oguzhan Karaahmetoglu , Fatih Ilhan , Ismail Balaban , Suleyman Serdar Kozat

Time series anomaly detection aims to identify unusual patterns in data or deviations from systems' expected behavior. The reconstruction-based methods are the mainstream in this task, which learn point-wise representation via unsupervised…

Machine Learning · Computer Science 2025-05-16 Mengxuan Li , Ke Liu , Hongyang Chen , Jiajun Bu , Hongwei Wang , Haishuai Wang

The complexity of modern electro-mechanical systems require the development of sophisticated diagnostic methods like anomaly detection capable of detecting deviations. Conventional anomaly detection approaches like signal processing and…

Machine Learning · Computer Science 2025-01-07 Abhishek Srinivasan , Varun Singapuri Ravi , Juan Carlos Andresen , Anders Holst

Anomaly detection is a well-known task that involves the identification of abnormal events that occur relatively infrequently. Methods for improving anomaly detection performance have been widely studied. However, no studies utilizing…

Machine Learning · Computer Science 2025-02-10 Seffi Cohen , Niv Goldshlager , Lior Rokach , Bracha Shapira

The authors have introduced a novel method for unsupervised anomaly detection that utilises a newly introduced Memory Module in their paper. We validate the authors claim that this helps improve performance by helping the network learn…

Computer Vision and Pattern Recognition · Computer Science 2021-02-01 Kevin Stephen , Varun Menon

Recent algorithms of time-series anomaly detection have been evaluated by applying a Point Adjustment (PA) protocol. However, the PA protocol has a problem of overestimating the performance of the detection algorithms because it only…

Machine Learning · Computer Science 2023-05-18 Yongwan Gim , Kyushik Min

A significant limitation of one-class classification anomaly detection methods is their reliance on the assumption that unlabeled training data only contains normal instances. To overcome this impractical assumption, we propose two novel…

Machine Learning · Computer Science 2023-09-04 Le Thi Khanh Hien , Sukanya Patra , Souhaib Ben Taieb

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Concerning machine learning, segmentation models can identify state changes within time series, facilitating the detection of transitions between normal and anomalous conditions. Specific techniques such as Change Point Detection (CPD),…

Machine Learning · Computer Science 2025-10-13 Emilio Mastriani , Alessandro Costa , Federico Incardona , Kevin Munari , Sebastiano Spinello

We propose a supervised anomaly detection method based on neural density estimators, where the negative log likelihood is used for the anomaly score. Density estimators have been widely used for unsupervised anomaly detection. By the recent…

Machine Learning · Statistics 2019-04-15 Tomoharu Iwata , Yuki Yamanaka