Related papers: Detecting systematic anomalies affecting systems w…
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…
Anomalies refer to the departure of systems and devices from their normal behaviour in standard operating conditions. An anomaly in an industrial device can indicate an upcoming failure, often in the temporal direction. In this paper, we…
Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…
Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…
The rapid growth in stored time-oriented data necessitates the development of new methods for handling, processing, and interpreting large amounts of temporal data. One important example of such processing is detecting anomalies in…
In the traditional framework of spectral learning of stochastic time series models, model parameters are estimated based on trajectories of fully recorded observations. However, real-world time series data often contain missing values, and…
Detection of anomalous trajectories is an important problem with potential applications to various domains, such as video surveillance, risk assessment, vessel monitoring and high-energy physics. Modeling the distribution of trajectories…
The evolving landscape of electric power networks, influenced by the integration of distributed energy resources require the development of novel power system monitoring and control architectures. This paper develops algorithm to monitor…
We consider the problem of detecting, in the visual sensing data stream of an autonomous mobile robot, semantic patterns that are unusual (i.e., anomalous) with respect to the robot's previous experience in similar environments. These…
Time series anomaly detection is extensively studied in statistics, economics, and computer science. Over the years, numerous methods have been proposed for time series anomaly detection using deep learning-based methods. Many of these…
A general input-output modelling technique for aperiodic-sampling linear systems has been developed. The procedure describes the dynamics of the system and includes the sequence of sampling periods among the variables to be handled. Some…
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…
We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2,\ldots \), we observe a deformed Wigner matrix \(…
We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…
Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…
The tools employed in the DevOps Toolchain generates a large quantity of data that is typically ignored or inspected only in particular occasions, at most. However, the analysis of such data could enable the extraction of useful information…
As contemporary software-intensive systems reach increasingly large scale, it is imperative that failure detection schemes be developed to help prevent costly system downtimes. A promising direction towards the construction of such schemes…
Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…
Anomaly detection methods can be very useful in identifying unusual or interesting patterns in data. A recently proposed conditional anomaly detection framework extends anomaly detection to the problem of identifying anomalous patterns on a…
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…