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Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…

Machine Learning · Computer Science 2026-02-10 Xiaona Zhou , Constantin Brif , Ismini Lourentzou

In the class of streaming anomaly detection algorithms for univariate time series, the size of the sliding window over which various statistics are calculated is an important parameter. To address the anomalous variation in the scale of the…

Applications · Statistics 2017-06-22 B Ravi Kiran

Anomaly detection (AD) plays a vital role across a wide range of real-world domains by identifying data instances that deviate from expected patterns, potentially signaling critical events such as system failures, fraudulent activities, or…

Machine Learning · Computer Science 2025-07-11 Amirhossein Sadough , Mahyar Shahsavari , Mark Wijtvliet , Marcel van Gerven

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Errors are prevalent in time series data, such as GPS trajectories or sensor readings. Existing methods focus more on anomaly detection but not on repairing the detected anomalies. By simply filtering out the dirty data via anomaly…

Databases · Computer Science 2020-03-30 Aoqian Zhang , Shaoxu Song , Jianmin Wang , Philip S. Yu

Anomaly detection is the process of identifying unexpected events or ab-normalities in data, and it has been applied in many different areas such as system monitoring, fraud detection, healthcare, intrusion detection, etc. Providing…

Machine Learning · Computer Science 2023-01-11 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Detecting anomalies in time series data is essential for the reliable operation of many real-world systems. Recently, time series foundation models (TSFMs) have emerged as a powerful tool for anomaly detection. However, existing methods…

Machine Learning · Computer Science 2025-09-17 Chan Sik Han , Keon Myung Lee

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli

Detecting anomalies in a daily time series with a weekly pattern is a common task with a wide range of applications. A typical way of performing the task is by using decomposition method. However, the method often generates false positive…

Anomaly detection is facing with emerging challenges in many important industry domains, such as cyber security and online recommendation and advertising. The recent trend in these areas calls for anomaly detection on time-evolving data…

Machine Learning · Computer Science 2019-07-16 Zheng Gao , Lin Guo , Chi Ma , Xiao Ma , Kai Sun , Hang Xiang , Xiaoqiang Zhu , Hongsong Li , Xiaozhong Liu

Currently, machine learning is widely used across various domains, including time series data analysis. However, some machine learning models function as black boxes, making interpretability a critical concern. One approach to address this…

Machine Learning · Computer Science 2025-12-01 Keita Kinjo

The widespread adoption of digital services, along with the scale and complexity at which they operate, has made incidents in IT operations increasingly more likely, diverse, and impactful. This has led to the rapid development of a central…

Machine Learning · Computer Science 2025-04-01 Vincent Jacob , Yanlei Diao

Multivariate time series anomaly detection has been extensively studied under the semi-supervised setting, where a training dataset with all normal instances is required. However, preparing such a dataset is very laborious since each single…

Machine Learning · Computer Science 2023-06-21 Qihang Zhou , Jiming Chen , Haoyu Liu , Shibo He , Wenchao Meng

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

The increasing occurrence of extreme weather events since the beginning of the 21st century has led to the development of new methods to attribute extreme events to anthropogenic climate change. The way in which the extreme event is defined…

Atmospheric and Oceanic Physics · Physics 2026-05-25 Pascal Meurer , Sebastian Buschow , Svenja Szemkus , Petra Friederichs

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Time series anomalies can offer information relevant to critical situations facing various fields, from finance and aerospace to the IT, security, and medical domains. However, detecting anomalies in time series data is particularly…

Machine Learning · Computer Science 2020-11-17 Alexander Geiger , Dongyu Liu , Sarah Alnegheimish , Alfredo Cuesta-Infante , Kalyan Veeramachaneni

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