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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 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 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

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Machine Learning · Computer Science 2020-07-16 Mahsa Mozaffari , Yasin Yilmaz

In this study, we develop an approach to multivariate time series anomaly detection focused on the transformation of multivariate time series to univariate time series. Several transformation techniques involving Fuzzy C-Means (FCM)…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Witold Pedrycz , Iqbal Jamal

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

We develop an anomaly-detection method when systematic anomalies, possibly statistically very similar to genuine inputs, are affecting control systems at the input and/or output stages. The method allows anomaly-free inputs (i.e., those…

Methodology · Statistics 2022-02-01 Ning Sun , Chen Yang , Ričardas Zitikis

Industry5.0 environments present a critical need for effective anomaly detection methods that can indicate equipment malfunctions, process inefficiencies, or potential safety hazards. The ever-increasing sensorization of manufacturing lines…

Detecting rare events is essential in various fields, e.g., in cyber security or maintenance. Often, human experts are supported by anomaly detection systems as continuously monitoring the data is an error-prone and tedious task. However,…

Machine Learning · Computer Science 2023-02-08 Max Schemmer , Joshua Holstein , Niklas Bauer , Niklas Kühl , Gerhard Satzger

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

Detecting anomalies in time-varying multivariate data is crucial in various industries for the predictive maintenance of equipment. Numerous machine learning (ML) algorithms have been proposed to support automated anomaly identification.…

Human-Computer Interaction · Computer Science 2021-12-13 Dongyu Liu , Sarah Alnegheimish , Alexandra Zytek , Kalyan Veeramachaneni

Anomaly detection aims to identify observations that deviate from expected behavior. Because anomalous events are inherently sparse, most frameworks are trained exclusively on normal data to learn a single reference model of normality. This…

We present a novel Bayesian approach to analysing multiple time-series with the aim of detecting abnormal regions. These are regions where the properties of the data change from some normal or baseline behaviour. We allow for the…

Applications · Statistics 2015-08-17 Lawrence Bardwell , Paul Fearnhead

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

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

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 progress in modelling time series and, more generally, sequences of structured data has recently revamped research in anomaly detection. The task stands for identifying abnormal behaviors in financial series, IT systems, aerospace…

Machine Learning · Computer Science 2023-04-13 Alessandro Flaborea , Bardh Prenkaj , Bharti Munjal , Marco Aurelio Sterpa , Dario Aragona , Luca Podo , Fabio Galasso

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the origin of the problem that produced the anomaly is also essential. This paper introduces a general methodology that can assist…

Machine Learning · Statistics 2014-09-17 Tsirizo Rabenoro , Jérôme Lacaille , Marie Cottrell , Fabrice Rossi