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We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. Similarity-based anomaly detection algorithms detect abnormally large amounts of similarity or…

Computer Vision and Pattern Recognition · Computer Science 2016-07-26 Ko-Jen Hsiao , Kevin S. Xu , Jeff Calder , Alfred O. Hero

Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However,…

Machine Learning · Computer Science 2025-04-17 Jinsung Jeon , Jaehyeon Park , Sewon Park , Jeongwhan Choi , Minjung Kim , Noseong Park

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

Detecting rare events is essential in various fields, e.g., in cyber security or maintenance. Often, human experts are supported by anomaly detection systems as continuously monitoring the data is an error-prone and tedious task. However,…

Machine Learning · Computer Science 2023-02-08 Max Schemmer , Joshua Holstein , Niklas Bauer , Niklas Kühl , Gerhard Satzger

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu

One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…

Applications · Statistics 2024-01-30 Alex Fisch , Daniel Grose , Idris A. Eckley , Paul Fearnhead , Lawrence Bardwell

There is a growing need for machine learning-based anomaly detection strategies to broaden the search for Beyond-the-Standard-Model (BSM) physics at the Large Hadron Collider (LHC) and elsewhere. The first step of any anomaly detection…

High Energy Physics - Phenomenology · Physics 2023-01-18 Gregor Kasieczka , Radha Mastandrea , Vinicius Mikuni , Benjamin Nachman , Mariel Pettee , David Shih

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…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…

Machine Learning · Statistics 2019-10-09 Sreelekha Guggilam , S. M. Arshad Zaidi , Varun Chandola , Abani Patra

Anomaly detection in data analysis is an interesting but still challenging research topic in real world applications. As the complexity of data dimension increases, it requires to understand the semantic contexts in its description for…

Machine Learning · Computer Science 2020-11-18 Gahye Lee , Seungkyu Lee

Anomalies are occurrences in a dataset that are in some way unusual and do not fit the general patterns. The concept of the anomaly is typically ill-defined and perceived as vague and domain-dependent. Moreover, despite some 250 years of…

Databases · Computer Science 2023-05-30 Ralph Foorthuis

Dynamic networks, also called network streams, are an important data representation that applies to many real-world domains. Many sets of network data such as e-mail networks, social networks, or internet traffic networks are best…

Social and Information Networks · Computer Science 2014-11-17 Timothy La Fond , Jennifer Neville , Brian Gallagher

Deep approaches to anomaly detection have recently shown promising results over shallow methods on large and complex datasets. Typically anomaly detection is treated as an unsupervised learning problem. In practice however, one may…

The demand for high-performance anomaly detection techniques of IoT data becomes urgent, especially in industry field. The anomaly identification and explanation in time series data is one essential task in IoT data mining. Since that the…

Databases · Computer Science 2021-01-06 Xiaoou Ding , Hongzhi Wang , Chen Wang , Zijue Li , Zheng Liang

Anomalies are cases that are in some way unusual and do not appear to fit the general patterns present in the dataset. Several conceptualizations exist to distinguish between different types of anomalies. However, these are either too…

Machine Learning · Computer Science 2021-07-06 Ralph Foorthuis

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

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important…

Machine Learning · Computer Science 2024-12-31 Paul Boniol , Qinghua Liu , Mingyi Huang , Themis Palpanas , John Paparrizos

The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten

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…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

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