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Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

A classical approach to abnormal activity detection is to learn a representation for normal activities from the training data and then use this learned representation to detect abnormal activities while testing. Typically, the methods based…

Computer Vision and Pattern Recognition · Computer Science 2019-08-14 Royston Rodrigues , Neha Bhargava , Rajbabu Velmurugan , Subhasis Chaudhuri

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the…

Machine Learning · Computer Science 2024-01-23 Dongmin Kim , Sunghyun Park , Jaegul Choo

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Anomaly detection in time-series data is crucial for identifying faults, failures, threats, and outliers across a range of applications. Recently, deep learning techniques have been applied to this topic, but they often struggle in…

Machine Learning · Computer Science 2024-01-23 Lixu Wang , Shichao Xu , Xinyu Du , Qi Zhu

The detection of anomalies in multivariate time series data is crucial for various practical applications, including smart power grids, traffic flow forecasting, and industrial process control. However, real-world time series data is…

Machine Learning · Computer Science 2024-01-12 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Haishuai Wang , Khoa T. Phan , Yi-Ping Phoebe Chen , Shirui Pan , Wei Xiang

Detecting anomalies for dynamic graphs has drawn increasing attention due to their wide applications in social networks, e-commerce, and cybersecurity. Recent deep learning-based approaches have shown promising results over shallow methods.…

Machine Learning · Computer Science 2021-10-29 Yixin Liu , Shirui Pan , Yu Guang Wang , Fei Xiong , Liang Wang , Qingfeng Chen , Vincent CS Lee

Detecting anomalies in time-varying multivariate data is crucial in various industries for the predictive maintenance of equipment. Numerous machine learning (ML) algorithms have been proposed to support automated anomaly identification.…

Human-Computer Interaction · Computer Science 2021-12-13 Dongyu Liu , Sarah Alnegheimish , Alexandra Zytek , Kalyan Veeramachaneni

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…

Machine Learning · Computer Science 2024-11-08 Qiang Wu , Gechang Yao , Zhixi Feng , Shuyuan Yang

Numerous methods for time-series anomaly detection (TSAD) have emerged in recent years, most of which are unsupervised and assume that only normal samples are available during the training phase, due to the challenge of obtaining abnormal…

Machine Learning · Computer Science 2024-08-08 Thomas Lai , Thi Kieu Khanh Ho , Narges Armanfard

This paper studies the problem of detecting anomalous graphs using a machine learning model trained on only normal graphs, which has many applications in molecule, biology, and social network data analysis. We present a self-discriminative…

Machine Learning · Computer Science 2023-10-11 Jinyu Cai , Yunhe Zhang , Jicong Fan

Graph Anomaly Detection (GAD) is crucial for identifying abnormal entities within networks, garnering significant attention across various fields. Traditional unsupervised methods, which decode encoded latent representations of unlabeled…

Machine Learning · Computer Science 2025-02-26 Jinghan Li , Yuan Gao , Jinda Lu , Junfeng Fang , Congcong Wen , Hui Lin , Xiang Wang

There have been several recent efforts towards developing representations for multivariate time-series in an unsupervised learning framework. Such representations can prove beneficial in tasks such as activity recognition, health…

Machine Learning · Computer Science 2022-09-23 Yitian Zhang , Florence Regol , Antonios Valkanas , Mark Coates

Time series are ubiquitous and occur naturally in a variety of applications -- from data recorded by sensors in manufacturing processes, over financial data streams to climate data. Different tasks arise, such as regression, classification…

Machine Learning · Computer Science 2024-09-17 Sebastian Wette , Florian Heinrichs

Time series anomaly detection (TSAD) has been a long-standing pillar problem in Web-scale systems and online infrastructures, such as service reliability monitoring, system fault diagnosis, and performance optimization. Large language…

Computation and Language · Computer Science 2026-02-18 Xiongxiao Xu , Haoran Wang , Yueqing Liang , Philip S. Yu , Yue Zhao , Kai Shu

Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

Machine Learning · Statistics 2022-08-23 Ashkan Farhangi , Jiang Bian , Arthur Huang , Haoyi Xiong , Jun Wang , Zhishan Guo

Detecting anomalies in data is a vital task, with numerous high-impact applications in areas such as security, finance, health care, and law enforcement. While numerous techniques have been developed in past years for spotting outliers and…

Social and Information Networks · Computer Science 2014-04-29 Leman Akoglu , Hanghang Tong , Danai Koutra

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Machine Learning · Computer Science 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova

Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…

Machine Learning · Computer Science 2022-06-29 Junchen Ye , Zihan Liu , Bowen Du , Leilei Sun , Weimiao Li , Yanjie Fu , Hui Xiong

We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD…

Machine Learning · Computer Science 2021-04-02 Tong Wu , Jorge Ortiz