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In this paper, we present a novel approach for local exceptionality detection on time series data. This method provides the ability to discover interpretable patterns in the data, which can be used to understand and predict the progression…

Machine Learning · Computer Science 2021-08-27 Dan Hudson , Travis J. Wiltshire , Martin Atzmueller

Time series anomaly detection is challenging due to the complexity and variety of patterns that can occur. One major difficulty arises from modeling time-dependent relationships to find contextual anomalies while maintaining detection…

Machine Learning · Computer Science 2023-10-25 Chih-Yu Lai , Fan-Keng Sun , Zhengqi Gao , Jeffrey H. Lang , Duane S. Boning

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

Machine Learning · Computer Science 2021-07-19 Chris U. Carmona , François-Xavier Aubet , Valentin Flunkert , Jan Gasthaus

Unsupervised domain adaptation methods aim to generalize well on unlabeled test data that may have a different (shifted) distribution from the training data. Such methods are typically developed on image data, and their application to time…

Machine Learning · Computer Science 2023-05-08 Mohamed Ragab , Emadeldeen Eldele , Wee Ling Tan , Chuan-Sheng Foo , Zhenghua Chen , Min Wu , Chee-Keong Kwoh , Xiaoli Li

Anomaly detection, where data instances are discovered containing feature patterns different from the majority, plays a fundamental role in various applications. However, it is challenging for existing methods to handle the scenarios where…

Machine Learning · Computer Science 2023-04-24 Guanchu Wang , Ninghao Liu , Daochen Zha , Xia Hu

Anomaly and similarity detection in multidimensional series have a long history and have found practical usage in many different fields such as medicine, networks, and finance. Anomaly detection is of great appeal for many different…

Computation · Statistics 2012-05-10 Paolo D'Alberto , Chris Drome , Ali Dasdan

Large network logs, recording multivariate time series generated from heterogeneous devices and sensors in a network, can often reveal important information about abnormal activities, such as network intrusions and device malfunctions.…

Machine Learning · Computer Science 2025-06-19 Yijun Lin , Yao-Yi Chiang

Anomalies represent rare observations (e.g., data records or events) that deviate significantly from others. Over several decades, research on anomaly mining has received increasing interests due to the implications of these occurrences in…

Machine Learning · Computer Science 2022-04-21 Xiaoxiao Ma , Jia Wu , Shan Xue , Jian Yang , Chuan Zhou , Quan Z. Sheng , Hui Xiong , Leman Akoglu

The current state of machine learning scholarship in Timeseries Anomaly Detection (TAD) is plagued by the persistent use of flawed evaluation metrics, inconsistent benchmarking practices, and a lack of proper justification for the choices…

Machine Learning · Computer Science 2024-06-06 M. Saquib Sarfraz , Mei-Yen Chen , Lukas Layer , Kunyu Peng , Marios Koulakis

We consider the problem of anomaly detection with a small set of partially labeled anomaly examples and a large-scale unlabeled dataset. This is a common scenario in many important applications. Existing related methods either exclusively…

Machine Learning · Computer Science 2021-06-11 Guansong Pang , Anton van den Hengel , Chunhua Shen , Longbing Cao

Errors are prevalent in time series data, such as GPS trajectories or sensor readings. Existing methods focus more on anomaly detection but not on repairing the detected anomalies. By simply filtering out the dirty data via anomaly…

Databases · Computer Science 2020-03-30 Aoqian Zhang , Shaoxu Song , Jianmin Wang , Philip S. Yu

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Detecting abnormal patterns that deviate from a certain regular repeating pattern in time series is essential in many big data applications. However, the lack of labels, the dynamic nature of time series data, and unforeseeable abnormal…

Machine Learning · Computer Science 2023-07-06 Bin Li , Carsten Jentsch , Emmanuel Müller

Anomaly detection of time series, especially multivariate time series(time series with multiple sensors), has been focused on for several years. Though existing method has achieved great progress, there are several challenging problems to…

Machine Learning · Computer Science 2022-11-29 Weixuan Xiong , Xiaochen Sun

In recent years, proposed studies on time-series anomaly detection (TAD) report high F1 scores on benchmark TAD datasets, giving the impression of clear improvements in TAD. However, most studies apply a peculiar evaluation protocol called…

Machine Learning · Computer Science 2022-01-05 Siwon Kim , Kukjin Choi , Hyun-Soo Choi , Byunghan Lee , Sungroh Yoon

The topic of Multivariate Time Series Anomaly Detection (MTSAD) has grown rapidly over the past years, with a steady rise in publications and Deep Learning (DL) models becoming the dominant paradigm. To address the lack of systematization…

Machine Learning · Statistics 2026-04-27 Bruna Alves , Armando J. Pinho , Sónia Gouveia

Anomaly detection techniques enable effective anomaly detection and diagnosis in multi-variate time series data, which are of major significance for today's industrial applications. However, establishing an anomaly detection system that can…

Machine Learning · Computer Science 2024-05-02 Lingrui Yu

In this paper, a new model-free anomaly detection framework is proposed for time-series induced by industrial dynamical systems.The framework lies in the category of conventional approaches which enable appealing features such as a learning…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Mazen Alamir , Raphaël Dion

The current concept of Smart Cities influences urban planners and researchers to provide modern, secured and sustainable infrastructure and give a decent quality of life to its residents. To fulfill this need video surveillance cameras have…

Computer Vision and Pattern Recognition · Computer Science 2021-08-10 Devashree R. Patrikar , Mayur Rajram Parate

The complexity of modern electro-mechanical systems require the development of sophisticated diagnostic methods like anomaly detection capable of detecting deviations. Conventional anomaly detection approaches like signal processing and…

Machine Learning · Computer Science 2025-01-07 Abhishek Srinivasan , Varun Singapuri Ravi , Juan Carlos Andresen , Anders Holst