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The in-depth analysis of time series has gained a lot of research interest in recent years, with the identification of periodic patterns being one important aspect. Many of the methods for identifying periodic patterns require time series'…

Machine Learning · Computer Science 2019-11-15 Maximilian Toller , Roman Kern

Periodicity detection is a crucial step in time series tasks, including monitoring and forecasting of metrics in many areas, such as IoT applications and self-driving database management system. In many of these applications, multiple…

Machine Learning · Computer Science 2021-03-09 Qingsong Wen , Kai He , Liang Sun , Yingying Zhang , Min Ke , Huan Xu

Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

Machine Learning · Computer Science 2018-12-06 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Huan Xu , Shenghuo Zhu

The horizontal visibility algorithm has been recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the…

Data Analysis, Statistics and Probability · Physics 2016-12-21 Angel M. Núñez , Lucas Lacasa , Eusebio Valero , Jose Patricio Gómez , Bartolo Luque

Detection of periodic patterns of interest within noisy time series data plays a critical role in various tasks, spanning from health monitoring to behavior analysis. Existing learning techniques often rely on labels or clean versions of…

Machine Learning · Computer Science 2025-06-24 Berken Utku Demirel , Christian Holz

Extracting the underlying trend signal is a crucial step to facilitate time series analysis like forecasting and anomaly detection. Besides noise signal, time series can contain not only outliers but also abrupt trend changes in real-world…

Machine Learning · Computer Science 2019-06-28 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Jian Tan

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

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

Uncertain data streams have been widely generated in many Web applications. The uncertainty in data streams makes anomaly detection from sensor data streams far more challenging. In this paper, we present a novel framework that supports…

Artificial Intelligence · Computer Science 2016-07-21 Jiangang Ma , Le Sun , Hua Wang , Yanchun Zhang , Uwe Aickelin

The monitoring and management of numerous and diverse time series data at Alibaba Group calls for an effective and scalable time series anomaly detection service. In this paper, we propose RobustTAD, a Robust Time series Anomaly Detection…

Machine Learning · Computer Science 2021-09-21 Jingkun Gao , Xiaomin Song , Qingsong Wen , Pichao Wang , Liang Sun , Huan Xu

The stability and persistence of web services are important to Internet companies to improve user experience and business performances. To keep eyes on numerous metrics and report abnormal situations, time series anomaly detection methods…

Applications · Statistics 2020-08-24 Tianwei Li , Yitong Geng , Huai Jiang

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev

In this paper we propose a novel machine-learning method for anomaly detection applicable to data with periodic characteristics where randomly varying period lengths are explicitly allowed. A multi-dimensional time series analysis is…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Lia Ahrens , Julian Ahrens , Hans D. Schotten

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…

Applications · Statistics 2021-09-21 Linxiao Yang , Qingsong Wen , Bo Yang , Liang Sun

Anomaly detection for time-series data becomes an essential task for many data-driven applications fueled with an abundance of data and out-of-the-box machine-learning algorithms. In many real-world settings, developing a reliable anomaly…

Time-series anomaly detection plays a vital role in monitoring complex operation conditions. However, the detection accuracy of existing approaches is heavily influenced by pattern distribution, existence of multiple normal patterns,…

Machine Learning · Computer Science 2022-02-08 Min Hu , Yi Wang , Xiaowei Feng , Shengchen Zhou , Zhaoyu Wu , Yuan Qin

A reexamination of period finding algorithms is prompted by new large area astronomical sky surveys that can identify billions of individual sources having a thousand or more observations per source. This large increase in data necessitates…

Instrumentation and Methods for Astrophysics · Physics 2025-02-05 Douglas P. Finkbeiner , Thomas A. Prince , Samuel E. Whitebook

Dynamic time warping (DTW) is an effective dissimilarity measure in many time series applications. Despite its popularity, it is prone to noises and outliers, which leads to singularity problem and bias in the measurement. The time…

Machine Learning · Computer Science 2022-08-04 Xiaomin Song , Qingsong Wen , Yan Li , Liang Sun
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