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The main shortage of principle component analysis (PCA) based anomaly detection models is their interpretability. In this paper, our goal is to propose an interpretable PCA-based model for anomaly detection and interpretation. The propose…

Numerical Analysis · Computer Science 2016-05-17 Xingyan Bin , Ying Zhao , Bilong Shen

Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

Machine Learning · Computer Science 2018-12-06 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Huan Xu , Shenghuo Zhu

We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…

Methodology · Statistics 2022-04-15 Jian-Feng Cai , Jingyang Li , Dong Xia

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

The widespread use of multisensor technology and the emergence of big data sets have brought the necessity to develop more versatile tools to represent higher-order data with multiple aspects and high dimensionality. Data in the form of…

Signal Processing · Electrical Eng. & Systems 2018-06-27 Ali Zare , Alp Ozdemir , Mark A. Iwen , Selin Aviyente

Low-rank tensor completion recovers missing entries based on different tensor decompositions. Due to its outstanding performance in exploiting some higher-order data structure, low rank tensor ring has been applied in tensor completion. To…

Machine Learning · Computer Science 2020-07-14 Huyan Huang , Yipeng Liu , Ce Zhu

Anomaly detection in multi-variate time series (MVTS) data is a huge challenge as it requires simultaneous representation of long term temporal dependencies and correlations across multiple variables. More often, this is solved by breaking…

Machine Learning · Computer Science 2022-02-09 Theivendiram Pranavan , Terence Sim , Arulmurugan Ambikapathi , Savitha Ramasamy

Traffic data chronically suffer from missing and corruption, leading to accuracy and utility reduction in subsequent Intelligent Transportation System (ITS) applications. Noticing the inherent low-rank property of traffic data, numerous…

Machine Learning · Computer Science 2022-09-29 Yang He , Yuheng Jia , Liyang Hu , Chengchuan An , Zhenbo Lu , Jingxin Xia

Spacecraft faces various situations when carrying out exploration missions in complex space, thus monitoring the anomaly status of spacecraft is crucial to the development of \textcolor{blue}{the} aerospace industry. The time series…

Machine Learning · Computer Science 2023-03-14 Liang Liu , Ling Tian , Zhao Kang , Tianqi Wan

Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of…

Methodology · Statistics 2021-10-29 Jiaxin Hu , Chanwoo Lee , Miaoyan Wang

To analyze non-stationary harmonic signals typically contained in geophysical observables is a quest that has seen continual advances in numerical techniques over the decades. In this paper, based on transient z-pole estimation (in Hankel…

Geophysics · Physics 2022-06-10 Kunpeng Shi , Hao Ding

We address the problem of tensor robust principal component analysis (TRPCA), which entails decomposing a given tensor into the sum of a low-rank tensor and a sparse tensor. By leveraging the tensor singular value decomposition (t-SVD), we…

Numerical Analysis · Mathematics 2025-05-08 Huiwen Zheng , Yifei Lou , Guoliang Tian , Chao Wang

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Spatiotemporal data is very common in many applications, such as manufacturing systems and transportation systems. It is typically difficult to be accurately predicted given intrinsic complex spatial and temporal correlations. Most of the…

Machine Learning · Computer Science 2020-04-24 Ziyue Li , Hao Yan , Chen Zhang , Fugee Tsung

As large-scale time-series data can easily be found in real-world applications, multivariate time-series anomaly detection has played an essential role in diverse industries. It enables productivity improvement and maintenance cost…

Machine Learning · Computer Science 2022-02-22 Heejeong Choi , Subin Kim , Pilsung Kang

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

Recently, introducing Tensor Decomposition (TD) techniques into unsupervised feature selection (UFS) has been an emerging research topic. A tensor structure is beneficial for mining the relations between different modes and helps relieve…

Machine Learning · Computer Science 2025-07-04 Junjing Zheng , Xinyu Zhang , Weidong Jiang , Xiangfeng Qiu , Mingjian Ren

Anomaly detection is an important task in power systems. To make better use of the phasor measurement unit (PMU) data collected from a low observability power system for anomaly detection, a data dimensionality increment algorithm is…

Systems and Control · Electrical Eng. & Systems 2019-10-22 Xin Shi , Robert Qiu

Time-series anomaly detection (TSAD) is a critical component in monitoring complex systems, yet modern deep learning-based detectors are often highly sensitive to localized input corruptions and structured noise. We propose ARTA…

Machine Learning · Computer Science 2026-05-07 Hadi Hojjati , Narges Armanfard

An important tool grid operators use to safeguard against failures, whether naturally occurring or malicious, involves detecting anomalies in the power system SCADA data. In this paper, we aim to solve a real-time anomaly detection problem.…

Machine Learning · Computer Science 2024-04-12 SangWoo Park , Amritanshu Pandey
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