Related papers: Unsupervised Time Series Outlier Detection with Di…
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the multiple testing problem by bounding the error probability…
Unsupervised Outlier Detection (UOD) is an important data mining task. With the advance of deep learning, deep Outlier Detection (OD) has received broad interest. Most deep UOD models are trained exclusively on clean datasets to learn the…
Anomalies in economic and financial data -- often linked to rare yet impactful events -- are of theoretical interest, but can also severely distort inference. Although outlier-robust methodologies can be used, many researchers prefer…
This work proposes an unsupervised learning framework for trajectory (sequence) outlier detection that combines ranking tests with user sequence models. The overall framework identifies sequence outliers at a desired false positive rate…
Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…
Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…
Outlier detection has received special attention in various fields, mainly for those dealing with machine learning and artificial intelligence. As strong outliers, anomalies are divided into the point, contextual and collective outliers.…
Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies,…
We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical scenarios ranging from DevOps to IoT, where we want to…
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…
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…
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…
Recent successes of artificial intelligence and deep learning often depend on the well-collected training dataset which is assumed to have an identical distribution with the test dataset. However, this assumption, which is called closed-set…
Neural network classifiers trained with cross-entropy loss achieve strong predictive accuracy but lack the capability to provide inherent predictive uncertainty estimates, thus requiring external techniques to obtain these estimates. In…
To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature…
In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…
Time series anomaly detection is important in modern large-scale systems and is applied in a variety of domains to analyze and monitor the operation of diverse systems. Unsupervised approaches have received widespread interest, as they do…
Outlier detection (OD) has received continuous research interests due to its wide applications. With the development of deep learning, increasingly deep OD algorithms are proposed. Despite the availability of numerous deep OD models,…
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…
IoT time series analysis has found numerous applications in a wide variety of areas, ranging from health informatics to network security. Nevertheless, the complex spatial temporal dynamics and high dimensionality of IoT time series make…