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Time series classification is an increasing research topic due to the vast amount of time series data that are being created over a wide variety of fields. The particularity of the data makes it a challenging task and different approaches…

Machine Learning · Statistics 2018-06-13 Amaia Abanda , Usue Mori , Jose A. Lozano

The problem of sequentially detecting a moving anomaly which affects different parts of a sensor network with time is studied. Each network sensor is characterized by a non-anomalous and anomalous distribution, governing the generation of…

Statistics Theory · Mathematics 2020-07-30 Georgios Rovatsos , George V. Moustakides , Venugopal V. Veeravalli

This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…

chao-dyn · Physics 2015-06-24 Thomas Schreiber

Prevalent in many real-world settings such as healthcare, irregular time series are challenging to formulate predictions from. It is difficult to infer the value of a feature at any given time when observations are sporadic, as it could…

Machine Learning · Computer Science 2023-07-26 Taylor W. Killian , Haoran Zhang , Thomas Hartvigsen , Ava P. Amini

Time series anomaly detection is extensively studied in statistics, economics, and computer science. Over the years, numerous methods have been proposed for time series anomaly detection using deep learning-based methods. Many of these…

Machine Learning · Computer Science 2022-08-25 Shahroz Tariq , Binh M. Le , Simon S. Woo

Unsupervised detection of anomaly points in time series is a challenging problem, which requires the model to derive a distinguishable criterion. Previous methods tackle the problem mainly through learning pointwise representation or…

Machine Learning · Computer Science 2022-06-30 Jiehui Xu , Haixu Wu , Jianmin Wang , Mingsheng Long

Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typically focusing on point anomalies or assuming a constant…

Methodology · Statistics 2025-09-01 Yiyin Zhang , Florian Pein , Idris Eckley

Anomaly detection (AD) is a crucial machine learning task that aims to learn patterns from a set of normal training samples to identify abnormal samples in test data. Most existing AD studies assume that the training and test data are drawn…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Tri Cao , Jiawen Zhu , Guansong Pang

Subsequence-based time series classification algorithms provide accurate and interpretable models, but training these models is extremely computation intensive. The asymptotic time complexity of subsequence-based algorithms remains a…

Machine Learning · Computer Science 2021-02-18 Atif Raza , Stefan Kramer

Traditional Time-series Anomaly Detection (TAD) methods often struggle with the composite nature of complex time-series data and a diverse array of anomalies. We introduce TADNet, an end-to-end TAD model that leverages Seasonal-Trend…

Machine Learning · Computer Science 2023-12-15 Zhenwei Zhang , Ruiqi Wang , Ran Ding , Yuantao Gu

A deep learning approach is proposed to detect data and system anomalies using high-resolution continuous point-on-wave (CPOW) or phasor measurements. Both the anomaly and anomaly-free measurement models are assumed to have unknown temporal…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Kursat Rasim Mestav , Xinyi Wang , Lang Tong

The ability to detect anomalies in time series is considered highly valuable in numerous application domains. The sequential nature of time series objects is responsible for an additional feature complexity, ultimately requiring specialized…

Machine Learning · Computer Science 2021-03-01 Gabriel Rodriguez Garcia , Gabriel Michau , Mélanie Ducoffe , Jayant Sen Gupta , Olga Fink

Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…

Social and Information Networks · Computer Science 2023-05-10 Len Feremans , Boris Cule , Bart Goethals

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

We present new methods for batch anomaly detection in multivariate time series. Our methods are based on maximizing the Kullback-Leibler divergence between the data distribution within and outside an interval of the time series. An…

Deep neural networks are known to be vulnerable to unseen data: they may wrongly assign high confidence stcores to out-distribuion samples. Recent works try to solve the problem using representation learning methods and specific metrics. In…

Computer Vision and Pattern Recognition · Computer Science 2022-06-07 Haowei He , Jiaye Teng , Yang Yuan

It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…

Machine Learning · Computer Science 2021-10-08 Thabang Mathonsi , Terence L. van Zyl

Broad spectrum of urban activities including mobility can be modeled as temporal networks evolving over time. Abrupt changes in urban dynamics caused by events such as disruption of civic operations, mass crowd gatherings, holidays and…

Physics and Society · Physics 2019-12-05 Mingyi He , Shivam Pathak , Urwa Muaz , Jingtian Zhou , Saloni Saini , Sergey Malinchik , Stanislav Sobolevsky

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

Irregularly sampled multivariate time series are ubiquitous in several application domains, leading to sparse, not fully-observed and non-aligned observations across different variables. Standard sequential neural network architectures,…

Machine Learning · Computer Science 2023-08-10 Chrysoula Kosma , Giannis Nikolentzos , Michalis Vazirgiannis