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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

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…

Systems and Control · Electrical Eng. & Systems 2022-05-23 Fredy Vides , Esteban Segura , Carlos Vargas-Agüero

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…

Machine Learning · Computer Science 2021-09-15 Violeta Teodora Trifunov , Maha Shadaydeh , Björn Barz , Joachim Denzler

Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typically focusing on point anomalies or assuming a constant…

Methodology · Statistics 2025-09-01 Yiyin Zhang , Florian Pein , Idris Eckley

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…

Machine Learning · Computer Science 2020-09-22 Duc Nguyen , Phuoc Nguyen , Kien Do , Santu Rana , Sunil Gupta , Truyen Tran

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

Machine Learning · Computer Science 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

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, a new model-free anomaly detection framework is proposed for time-series induced by industrial dynamical systems.The framework lies in the category of conventional approaches which enable appealing features such as a learning…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Mazen Alamir , Raphaël Dion

In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous.…

Machine Learning · Computer Science 2023-12-04 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

Anomalies in time-series data give essential and often actionable information in many applications. In this paper we consider a model-free anomaly detection method for univariate time-series which adapts to non-stationarity in the data…

Machine Learning · Statistics 2017-06-13 Vladislav Ishimtsev , Ivan Nazarov , Alexander Bernstein , Evgeny Burnaev

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

Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…

Social and Information Networks · Computer Science 2023-05-10 Len Feremans , Boris Cule , Bart Goethals

We propose an outlier robust multivariate time series model which can be used for detecting previously unseen anomalous sounds based on noisy training data. The presented approach doesn't assume the presence of labeled anomalies in the…

Sound · Computer Science 2022-02-07 Wo Jae Lee , Karim Helwani , Arvindh Krishnaswamy , Srikanth Tenneti

Motivated by a condition monitoring application arising from subsea engineering we derive a novel, scalable approach to detecting anomalous mean structure in a subset of correlated multivariate time series. Given the need to analyse such…

Methodology · Statistics 2021-04-02 Martin Tveten , Idris A. Eckley , Paul Fearnhead

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the…

Machine Learning · Computer Science 2024-01-23 Dongmin Kim , Sunghyun Park , Jaegul Choo

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

This paper addresses the problem of detecting time series outliers, focusing on systems with repetitive behavior, such as industrial robots operating on production lines.Notable challenges arise from the fact that a task performed multiple…

Artificial Intelligence · Computer Science 2026-02-13 Charlotte Lacoquelle , Xavier Pucel , Louise Travé-Massuyès , Axel Reymonet , Benoît Enaux

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Machine Learning · Computer Science 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova