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Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Machine Learning · Computer Science 2020-08-19 Steven Cheng-Xian Li , Benjamin M. Marlin

In this paper we propose a novel machine-learning method for anomaly detection applicable to data with periodic characteristics where randomly varying period lengths are explicitly allowed. A multi-dimensional time series analysis is…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Lia Ahrens , Julian Ahrens , Hans D. Schotten

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…

Machine Learning · Computer Science 2019-04-26 Mariem Ben Fadhel , Kofi Nyarko

Recently, with the development of deep learning, end-to-end neural network architectures have been increasingly applied to condition monitoring signals. They have demonstrated superior performance for fault detection and classification, in…

Machine Learning · Computer Science 2021-07-01 Oliver Ammann , Gabriel Michau , Olga Fink

Industry5.0 environments present a critical need for effective anomaly detection methods that can indicate equipment malfunctions, process inefficiencies, or potential safety hazards. The ever-increasing sensorization of manufacturing lines…

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…

Machine Learning · Computer Science 2020-09-10 Yuanxiang Ying , Juanyong Duan , Chunlei Wang , Yujing Wang , Congrui Huang , Bixiong Xu

Concerning machine learning, segmentation models can identify state changes within time series, facilitating the detection of transitions between normal and anomalous conditions. Specific techniques such as Change Point Detection (CPD),…

Machine Learning · Computer Science 2025-10-13 Emilio Mastriani , Alessandro Costa , Federico Incardona , Kevin Munari , Sebastiano Spinello

Anomaly detection is a prominent data preprocessing step in learning applications for correction and/or removal of faulty data. Automating this data type with the use of autoencoders could increase the quality of the dataset by isolating…

Machine Learning · Computer Science 2020-04-10 Benjamin Smith , Kevin Cant , Gloria Wang

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…

Applications · Statistics 2020-06-09 Krishnam Kapoor

This work proposes a real-time anomaly detection scheme that leverages the multi-step ahead prediction capabilities of encoder-decoder (ED) deep learning models with recurrent units. Specifically, an encoder-decoder is used to model…

Machine Learning · Computer Science 2023-09-08 Sadananda Behera , Tania Panayiotou , Georgios Ellinas

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…

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

Online sensing plays an important role in advancing modern manufacturing. The real-time sensor signals, which can be stored as high-resolution time series data, contain rich information about the operation status. One of its popular usages…

Machine Learning · Computer Science 2025-10-14 Frida Cantu , Salomon Ibarra , Arturo Gonzales , Jesus Barreda , Chenang Liu , Li Zhang

Anomalies are intuitively easy for human experts to understand, but they are hard to define mathematically. Therefore, in order to have performance guarantees in unsupervised anomaly detection, priors need to be assumed on what the…

Machine Learning · Statistics 2020-04-08 Tiago Pimentel , Marianne Monteiro , Adriano Veloso , Nivio Ziviani

Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…

Machine Learning · Computer Science 2023-03-14 Xijuan Sun , Di Wu , Arnaud Zinflou , Benoit Boulet

Deep Learning (DL) is vulnerable to out-of-distribution and adversarial examples resulting in incorrect outputs. To make DL more robust, several posthoc (or runtime) anomaly detection techniques to detect (and discard) these anomalous…

Machine Learning · Computer Science 2021-02-23 Saikiran Bulusu , Bhavya Kailkhura , Bo Li , Pramod K. Varshney , Dawn Song

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

Tasking machine learning to predict segments of a time series requires estimating the parameters of a ML model with input/output pairs from the time series. Using the equivalence between statistical data assimilation and supervised machine…

Machine Learning · Computer Science 2019-06-18 Alexander J. A. Ty , Zheng Fang , Rivver A. Gonzalez , Paul J. Rozdeba , Henry D. I. Abarbanel

Neural network-based anomaly detection methods have shown to achieve high performance. However, they require a large amount of training data for each task. We propose a neural network-based meta-learning method for supervised anomaly…

Machine Learning · Statistics 2021-03-02 Tomoharu Iwata , Atsutoshi Kumagai
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