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With the recent advances in technology, a wide range of systems continue to collect a large amount of data over time and thus generate time series. Time-Series Anomaly Detection (TSAD) is an important task in various time-series…

Machine Learning · Computer Science 2025-05-01 Thi Kieu Khanh Ho , Ali Karami , Narges Armanfard

Time series anomaly detection (TSAD) is becoming increasingly vital due to the rapid growth of time series data across various sectors. Anomalies in web service data, for example, can signal critical incidents such as system failures or…

Machine Learning · Computer Science 2024-11-06 Jiaxin Zhuang , Leon Yan , Zhenwei Zhang , Ruiqi Wang , Jiawei Zhang , Yuantao Gu

Anomalies refer to data points or events that deviate from normal and homogeneous events, which can include fraudulent activities, network infiltrations, equipment malfunctions, process changes, or other significant but infrequent events.…

Machine Learning · Computer Science 2023-03-20 Ahmed Shoyeb Raihan , Imtiaz Ahmed

Classical anomaly detection is principally concerned with point-based anomalies, those anomalies that occur at a single point in time. Yet, many real-world anomalies are range-based, meaning they occur over a period of time. Motivated by…

Machine Learning · Computer Science 2019-01-04 Nesime Tatbul , Tae Jun Lee , Stan Zdonik , Mejbah Alam , Justin Gottschlich

Time series anomaly detection (TSAD) focuses on identifying whether observations in streaming data deviate significantly from normal patterns. With the prevalence of connected devices, anomaly detection on time series has become paramount,…

Machine Learning · Computer Science 2025-06-11 Samy-Melwan Vilhes , Gilles Gasso , Mokhtar Z Alaya

In practice, machine learning methods commonly require anomaly detection (AD) to filter inputs or detect distributional shifts. Typically, this is implemented by running a separate AD model alongside the primary model. However, this…

Machine Learning · Computer Science 2026-03-19 Luca Hinkamp , Simon Klüttermann , Emmanuel Müller

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

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important…

Machine Learning · Computer Science 2024-12-31 Paul Boniol , Qinghua Liu , Mingyi Huang , Themis Palpanas , John Paparrizos

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured…

Artificial Intelligence · Computer Science 2016-07-12 Pankaj Malhotra , Anusha Ramakrishnan , Gaurangi Anand , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

Time-series anomaly detection is an important task and has been widely applied in the industry. Since manual data annotation is expensive and inefficient, most applications adopt unsupervised anomaly detection methods, but the results are…

Machine Learning · Computer Science 2023-01-02 Hong Guo , Yujing Wang , Jieyu Zhang , Zhengjie Lin , Yunhai Tong , Lei Yang , Luoxing Xiong , Congrui Huang

Time-series anomaly detection plays a vital role in monitoring complex operation conditions. However, the detection accuracy of existing approaches is heavily influenced by pattern distribution, existence of multiple normal patterns,…

Machine Learning · Computer Science 2022-02-08 Min Hu , Yi Wang , Xiaowei Feng , Shengchen Zhou , Zhaoyu Wu , Yuan Qin

We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD…

Machine Learning · Computer Science 2021-04-02 Tong Wu , Jorge Ortiz

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

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

In recent years, proposed studies on time-series anomaly detection (TAD) report high F1 scores on benchmark TAD datasets, giving the impression of clear improvements in TAD. However, most studies apply a peculiar evaluation protocol called…

Machine Learning · Computer Science 2022-01-05 Siwon Kim , Kukjin Choi , Hyun-Soo Choi , Byunghan Lee , Sungroh Yoon

Anomaly detection of time series, especially multivariate time series(time series with multiple sensors), has been focused on for several years. Though existing method has achieved great progress, there are several challenging problems to…

Machine Learning · Computer Science 2022-11-29 Weixuan Xiong , Xiaochen Sun

Time series are ubiquitous and occur naturally in a variety of applications -- from data recorded by sensors in manufacturing processes, over financial data streams to climate data. Different tasks arise, such as regression, classification…

Machine Learning · Computer Science 2024-09-17 Sebastian Wette , Florian Heinrichs

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

This paper proposes LPC-AD, a fast and accurate multivariate time series (MTS) anomaly detection method. LPC-AD is motivated by the ever-increasing needs for fast and accurate MTS anomaly detection methods to support fast troubleshooting in…

Machine Learning · Computer Science 2022-05-18 Zhi Qi , Hong Xie , Ye Li , Jian Tan , FeiFei Li , John C. S. Lui

As the IT industry advances, system log data becomes increasingly crucial. Many computer systems rely on log texts for management due to restricted access to source code. The need for log anomaly detection is growing, especially in…

Machine Learning · Computer Science 2023-11-10 Gunho No , Yukyung Lee , Hyeongwon Kang , Pilsung Kang