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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

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further complicated by the absence of anomaly labels. Existing…

Machine Learning · Computer Science 2026-05-25 Yunhua Pei , Zixing Song , Jin Zheng , John Cartlidge

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli

This survey paper presents a comprehensive and conceptual overview of anomaly detection using dynamic graphs. We focus on existing graph-based anomaly detection (AD) techniques and their applications to dynamic networks. The contributions…

Machine Learning · Computer Science 2024-06-04 Ocheme Anthony Ekle , William Eberle

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…

Machine Learning · Computer Science 2021-09-15 Violeta Teodora Trifunov , Maha Shadaydeh , Björn Barz , Joachim Denzler

Today's cyber-world is vastly multivariate. Metrics collected at extreme varieties demand multivariate algorithms to properly detect anomalies. However, forecast-based algorithms, as widely proven approaches, often perform sub-optimally or…

Machine Learning · Computer Science 2022-01-14 Lan Wang , Yusan Lin , Yuhang Wu , Huiyuan Chen , Fei Wang , Hao Yang

Time series anomaly detection holds notable importance for risk identification and fault detection across diverse application domains. Unsupervised learning methods have become popular because they have no requirement for labels. However,…

Machine Learning · Computer Science 2025-05-05 Wenxin Zhang , Xiaojian Lin , Wenjun Yu , Guangzhen Yao , jingxiang Zhong , Yu Li , Renda Han , Songcheng Xu , Hao Shi , Cuicui Luo

Efficient anomaly detection and diagnosis in multivariate time-series data is of great importance for modern industrial applications. However, building a system that is able to quickly and accurately pinpoint anomalous observations is a…

Machine Learning · Computer Science 2022-05-17 Shreshth Tuli , Giuliano Casale , Nicholas R. Jennings

Dynamic graph anomaly detection (DGAD) is critical for many real-world applications but remains challenging due to the scarcity of labeled anomalies. Existing methods are either unsupervised or semi-supervised: unsupervised methods avoid…

Machine Learning · Computer Science 2026-02-24 Yuxing Tian , Yiyan Qi , Fengran Mo , Weixu Zhang , Jian Guo , Jian-Yun Nie

It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…

Machine Learning · Computer Science 2021-10-08 Thabang Mathonsi , Terence L. van Zyl

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

Anomaly detection on dynamic graphs refers to detecting entities whose behaviors obviously deviate from the norms observed within graphs and their temporal information. This field has drawn increasing attention due to its application in…

Machine Learning · Computer Science 2023-10-26 Shiqi Lou , Qingyue Zhang , Shujie Yang , Yuyang Tian , Zhaoxuan Tan , Minnan Luo

Multivariate time series anomaly detection is essential for failure management in web application operations, as it directly influences the effectiveness and timeliness of implementing remedial or preventive measures. This task is often…

Machine Learning · Computer Science 2025-01-29 Yongzheng Xie , Hongyu Zhang , Muhammad Ali Babar

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…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

Graph anomaly detection in this paper aims to distinguish abnormal nodes that behave differently from the benign ones accounting for the majority of graph-structured instances. Receiving increasing attention from both academia and industry,…

Machine Learning · Computer Science 2022-10-19 Fanzhen Liu , Xiaoxiao Ma , Jia Wu , Jian Yang , Shan Xue , Amin Beheshti , Chuan Zhou , Hao Peng , Quan Z. Sheng , Charu C. Aggarwal

Graph anomaly detection (GAD) is a critical task in graph machine learning, with the primary objective of identifying anomalous nodes that deviate significantly from the majority. This task is widely applied in various real-world scenarios,…

Machine Learning · Computer Science 2025-07-03 Xiang Li , Jianpeng Qi , Zhongying Zhao , Guanjie Zheng , Lei Cao , Junyu Dong , Yanwei Yu

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis