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Anomaly detection in multivariate time series (MTS) has been widely studied in one-class classification (OCC) setting. The training samples in OCC are assumed to be normal, which is difficult to guarantee in practical situations. Such a…

Machine Learning · Computer Science 2024-02-08 Qihang Zhou , Shibo He , Haoyu Liu , Jiming Chen , Wenchao Meng

Google uses continuous streams of data from industry partners in order to deliver accurate results to users. Unexpected drops in traffic can be an indication of an underlying issue and may be an early warning that remedial action may be…

Machine Learning · Statistics 2017-08-15 Dominique T. Shipmon , Jason M. Gurevitch , Paolo M. Piselli , Stephen T. Edwards

Unsupervised anomaly detection (UAD) attracts a lot of research interest and drives widespread applications, where only anomaly-free samples are available for training. Some UAD applications intend to further locate the anomalous regions…

Computer Vision and Pattern Recognition · Computer Science 2023-08-30 Yixuan Zhou , Xing Xu , Jingkuan Song , Fumin Shen , Heng Tao Shen

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

In recent years, rapid technological advancements and expanded Internet access have led to a significant rise in anomalies within network traffic and time-series data. Prompt detection of these irregularities is crucial for ensuring service…

Machine Learning · Computer Science 2025-11-10 Mahshid Rezakhani , Tolunay Seyfi , Fatemeh Afghah

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…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

This paper introduces temporal-conditioned normalizing flows (tcNF), a novel framework that addresses anomaly detection in time series data with accurate modeling of temporal dependencies and uncertainty. By conditioning normalizing flows…

Machine Learning · Computer Science 2026-03-11 David Baumgartner , Helge Langseth , Kenth Engø-Monsen , Heri Ramampiaro

Nowadays, the volume of network traffic continues to grow, along with the frequency and sophistication of attacks. This scenario highlights the need for solutions capable of continuously adapting, since network behavior is dynamic and…

Flow-based deep generative models learn data distributions by transforming a simple base distribution into a complex distribution via a set of invertible transformations. Due to the invertibility, such models can score unseen data samples…

Machine Learning · Computer Science 2019-06-18 Maximilian Schmidt , Marko Simic

Many real-world IoT systems, which include a variety of internet-connected sensory devices, produce substantial amounts of multivariate time series data. Meanwhile, vital IoT infrastructures like smart power grids and water distribution…

Machine Learning · Computer Science 2022-01-19 Zekai Chen , Dingshuo Chen , Xiao Zhang , Zixuan Yuan , Xiuzhen Cheng

Anomaly detection is a widely studied task for a broad variety of data types; among them, multiple time series appear frequently in applications, including for example, power grids and traffic networks. Detecting anomalies for multiple time…

Machine Learning · Computer Science 2022-05-10 Enyan Dai , Jie Chen

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…

Machine Learning · Computer Science 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

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…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

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…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

The sophistication and diversity of contemporary cyberattacks have rendered the use of proxies, gateways, firewalls, and encrypted tunnels as a standalone defensive strategy inadequate. Consequently, the proactive identification of data…

Machine Learning · Computer Science 2024-09-24 Liyang Wang , Yu Cheng , Hao Gong , Jiacheng Hu , Xirui Tang , Iris Li

Anomaly detection in multivariate time series (MTS) is crucial for various applications in data mining and industry. Current industrial methods typically approach anomaly detection as an unsupervised learning task, aiming to identify…

Machine Learning · Computer Science 2024-10-14 Yuanyi Wang , Haifeng Sun , Chengsen Wang , Mengde Zhu , Jingyu Wang , Wei Tang , Qi Qi , Zirui Zhuang , Jianxin Liao

Traffic congestion anomaly detection is of paramount importance in intelligent traffic systems. The goals of transportation agencies are two-fold: to monitor the general traffic conditions in the area of interest and to locate road segments…

Machine Learning · Computer Science 2022-06-30 Zhuangwei Kang , Ayan Mukhopadhyay , Aniruddha Gokhale , Shijie Wen , Abhishek Dubey

Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…

Machine Learning · Computer Science 2026-02-10 Xiaona Zhou , Constantin Brif , Ismini Lourentzou

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models…

Machine Learning · Computer Science 2023-11-17 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Khoa T. Phan , Shirui Pan , Yi-Ping Phoebe Chen , Wei Xiang

Anomaly detection is widely used to distinguish system anomalies by analyzing the temporal and spatial features of wireless sensor network (WSN) data streams; it is one of critical technique that ensures the reliability of WSNs. Currently,…

Machine Learning · Computer Science 2022-02-23 Qinghao Zhang , Miao Ye , Hongbing Qiu , Yong Wang , Xiaofang Deng
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