Related papers: Detecting systematic anomalies affecting systems w…
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,…
The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…
Anomaly detection in database management systems (DBMSs) is difficult because of increasing number of statistics (stat) and event metrics in big data system. In this paper, I propose an automatic DBMS diagnosis system that detects anomaly…
Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…
The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…
Performing anomaly detection in hybrid systems is a challenging task since it requires analysis of timing behavior and mutual dependencies of both discrete and continuous signals. Typically, it requires modeling system behavior, which is…
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…
We propose a hybrid approach to temporal anomaly detection in access data of users to databases --- or more generally, any kind of subject-object co-occurrence data. We consider a high-dimensional setting that also requires fast computation…
When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…
Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a…
Given the scarcity of anomalies in real-world applications, the majority of literature has been focusing on modeling normality. The learned representations enable anomaly detection as the normality model is trained to capture certain key…
Network data has emerged as an active research area in statistics. Much of the focus of ongoing research has been on static networks that represent a single snapshot or aggregated historical data unchanging over time. However, most networks…
We address an anomaly detection setting in which training sequences are unavailable and anomalies are scored independently of temporal ordering. Current algorithms in anomaly detection are based on the classical density estimation approach…
The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…
Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the source of the problem that produced the anomaly is also essential. This is particularly the case in aircraft engine health…
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…
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.…
For security, environmental, and regulatory purposes it is useful to continuously monitor wide areas for unexpected changes in radioactivity. We report on a temporal anomaly detection algorithm which uses mobile detectors to build a spatial…
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…
The class of locally stationary processes assumes that there is a time-varying spectral representation, that is, the existence of finite second moment. We propose the $\alpha$-stable locally stationary process by modifying the innovations…