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A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

We frequently encounter multiple series that are temporally correlated in our surroundings, such as EEG data to examine alterations in brain activity or sensors to monitor body movements. Segmentation of multivariate time series data is a…

Machine Learning · Computer Science 2024-10-23 Shima Imani , Harsh Shrivastava

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

Irregular multivariate time series with missing values present significant challenges for predictive modeling in domains such as healthcare. While deep learning approaches often focus on temporal interpolation or complex architectures to…

Machine Learning · Computer Science 2026-03-16 Dingyi Nie , Yixing Wu , C. -C. Jay Kuo

With the increasing volume of streaming data in industrial systems, online anomaly detection has become a critical task. The diverse and rapidly evolving data patterns pose significant challenges for online anomaly detection. Many existing…

Machine Learning · Computer Science 2026-01-06 Zewei Yu , Jianqiu Xu , Caimin Li

The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training…

Machine Learning · Computer Science 2023-08-30 Haksoo Lim , Sewon Park , Minjung Kim , Jaehoon Lee , Seonkyu Lim , Noseong Park

Tracking a targeted subset of nodes in an evolving graph is important for many real-world applications. Existing methods typically focus on identifying anomalous edges or finding anomaly graph snapshots in a stream way. However,…

Social and Information Networks · Computer Science 2022-11-18 Xingzhi Guo , Baojian Zhou , Steven Skiena

Network data has emerged as an active research area in statistics. Much of the focus of ongoing research has been on static networks that represent a single snapshot or aggregated historical data unchanging over time. However, most networks…

Applications · Statistics 2021-02-23 Lata Kodali , Srijan Sengupta , Leanna House , William H. Woodall

Multimodal time series (MTS) anomaly detection is crucial for maintaining the safety and stability of working devices (e.g., water treatment system and spacecraft), whose data are characterized by multivariate time series with diverse…

Machine Learning · Computer Science 2023-10-18 Chaoyue Ding , Shiliang Sun , Jing Zhao

We present ChronoGraph, a graph-structured multivariate time series forecasting dataset built from real-world production microservices. Each node is a service that emits a multivariate stream of system-level performance metrics, capturing…

Machine Learning · Computer Science 2025-12-01 Adrian Catalin Lutu , Ioana Pintilie , Elena Burceanu , Andrei Manolache

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

Given a time series of graphs G(t) = (V, E(t)), t = 1, 2, ..., where the fixed vertex set V represents "actors" and an edge between vertex u and vertex v at time t (uv \in E(t)) represents the existence of a communications event between…

Machine Learning · Statistics 2015-06-11 Youngser Park , Carey E. Priebe , Abdou Youssef

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

Multivariate Time Series Anomaly Detection (MTSAD) is critical for real-world monitoring scenarios such as industrial control and aerospace systems. Mainstream reconstruction-based anomaly detection methods suffer from two key limitations:…

Machine Learning · Computer Science 2026-04-13 Jun Liu , Ying Chen , Ziqian Lu , Qinyue Tong , Jun Tang

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed…

Machine Learning · Computer Science 2021-09-15 Wentao Xu , Weiqing Liu , Jiang Bian , Jian Yin , Tie-Yan Liu

With the widespread availability of sensor data across industrial and operational systems, we frequently encounter heterogeneous time series from multiple systems. Anomaly detection is crucial for such systems to facilitate predictive…

Machine Learning · Computer Science 2025-04-22 Sarah Alnegheimish , Zelin He , Matthew Reimherr , Akash Chandrayan , Abhinav Pradhan , Luca D'Angelo

Despite the many attempts and approaches for anomaly detection explored over the years, the automatic detection of rare events in data communication networks remains a complex problem. In this paper we introduce Net-GAN, a novel approach to…

Artificial Intelligence · Computer Science 2020-10-19 Gastón García González , Pedro Casas , Alicia Fernández , Gabriel Gómez

Detecting anomalous time series is key for scientific, medical and industrial tasks, but is challenging due to its inherent unsupervised nature. In recent years, progress has been made on this task by learning increasingly more complex…

Machine Learning · Computer Science 2022-02-09 Yedid Hoshen

Time series anomaly detection (TSAD) focuses on identifying whether observations in streaming data deviate significantly from normal patterns. With the prevalence of connected devices, anomaly detection on time series has become paramount,…

Machine Learning · Computer Science 2025-06-11 Samy-Melwan Vilhes , Gilles Gasso , Mokhtar Z Alaya

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)…

Machine Learning · Statistics 2024-07-11 Pavlo Mozharovskyi , Romain Valla