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In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Anomaly detection in time series is a complex task that has been widely studied. In recent years, the ability of unsupervised anomaly detection algorithms has received much attention. This trend has led researchers to compare only…

Probabilistic forecasting consists in predicting a distribution of possible future outcomes. In this paper, we address this problem for non-stationary time series, which is very challenging yet crucially important. We introduce the STRIPE…

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

To address the problem that traditional network traffic anomaly detection algorithms do not suffi-ciently mine potential features in long time domain, an anomaly detection method based on mul-ti-scale residual features of network traffic is…

This thesis is part of a CIFRE agreement between the company Othello and the LIASD laboratory. The objective is to develop an artificial intelligence system that can detect real-time dangers in a video stream. To achieve this, a novel…

Botnets are increasingly used by malicious actors, creating increasing threat to a large number of internet users. To address this growing danger, we propose to study methods to detect botnets, especially those that are hard to capture with…

As attention to recorded data grows in the realm of automotive testing and manual evaluation reaches its limits, there is a growing need for automatic online anomaly detection. This real-world data is complex in many ways and requires the…

We present an end-to-end differentiable neural network architecture to perform anomaly detection in multivariate time series by incorporating a Sequential Probability Ratio Test on the prediction residual. The architecture is a cascade of…

This paper describes a systematic approach towards building a new family of neural networks based on a delay-loop version of a reservoir neural network. The resulting architecture, called Scaled-Time-Attention Robust Edge (STARE) network,…

The rapid growth in stored time-oriented data necessitates the development of new methods for handling, processing, and interpreting large amounts of temporal data. One important example of such processing is detecting anomalies in…

Fine-grained time series data are crucial for accurate and timely online change detection. While both collective anomalies and change points can coexist in such data, their joint online detection has received limited attention. In this…

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Classical anomaly detection is principally concerned with point-based anomalies, anomalies that occur at a single data point. In this paper, we present a new mathematical model to express range-based anomalies, anomalies that occur over a…

We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…

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…

Computer simulations have proven a valuable tool for understanding complex phenomena across the sciences. However, the utility of simulators for modelling and forecasting purposes is often restricted by low data quality, as well as…

Recent studies have shown that autoencoder-based models can achieve superior performance on anomaly detection tasks due to their excellent ability to fit complex data in an unsupervised manner. In this work, we propose a novel…

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…