Related papers: A Causal Approach to Detecting Multivariate Time-s…

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Multivariate anomaly detection finds its importance in diverse applications. Despite the existence of many detectors to solve this problem, one cannot simply define why an obtained anomaly inferred by the detector is anomalous. This…

Detecting anomalies in large, distributed systems presents several challenges. The first challenge arises from the sheer volume of data that needs to be processed. Flagging anomalies in a high-throughput environment calls for a careful…

Early and accurate detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections. While MLP-based mixer models have shown promise in time series analysis, they lack a…

Causality analysis is an important problem lying at the heart of science, and is of particular importance in data science and machine learning. An endeavor during the past 16 years viewing causality as real physical notion so as to…

This paper introduces a new structural causal model tailored for representing threshold-based IT systems and presents a new algorithm designed to rapidly detect root causes of anomalies in such systems. When root causes are not causally…

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…

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…

Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Identifying root causes of anomalies in causal processes is vital across disciplines. Once identified, one can isolate the root causes and implement necessary measures to restore the normal operation. Causal processes are often modelled as…

There are numerous methods for detecting anomalies in time series, but that is only the first step to understanding them. We strive to exceed this by explaining those anomalies. Thus we develop a novel attribution scheme for multivariate…

Performance monitoring, anomaly detection, and root-cause analysis in complex cyber-physical systems (CPSs) are often highly intractable due to widely diverse operational modes, disparate data types, and complex fault propagation…

Current research in time-series anomaly detection is using definitions that miss critical aspects of how anomaly detection is commonly used in practice. We list several areas that are of practical relevance and that we believe are either…

Due to a wide spectrum of applications in the real world, such as security, financial surveillance, and health risk, various deep anomaly detection models have been proposed and achieved state-of-the-art performance. However, besides being…

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…