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In the class of streaming anomaly detection algorithms for univariate time series, the size of the sliding window over which various statistics are calculated is an important parameter. To address the anomalous variation in the scale of the…

Applications · Statistics 2017-06-22 B Ravi Kiran

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

Time series anomaly detection aims to identify unusual patterns in data or deviations from systems' expected behavior. The reconstruction-based methods are the mainstream in this task, which learn point-wise representation via unsupervised…

Machine Learning · Computer Science 2025-05-16 Mengxuan Li , Ke Liu , Hongyang Chen , Jiajun Bu , Hongwei Wang , Haishuai Wang

Time series anomaly detection (TSAD) finds many applications such as monitoring environmental sensors, industry KPIs, patient biomarkers, etc. A two-fold challenge for TSAD is a versatile and unsupervised model that can detect various…

Machine Learning · Computer Science 2025-05-07 Boje Deforce , Meng-Chieh Lee , Bart Baesens , Estefanía Serral Asensio , Jaemin Yoo , Leman Akoglu

A novel approach to detecting anomalies in time series data is presented in this paper. This approach is pivotal in domains such as data centers, sensor networks, and finance. Traditional methods often struggle with manual parameter tuning…

Machine Learning · Computer Science 2025-04-07 Bahareh Golchin , Banafsheh Rekabdar

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…

Anomaly detection is the process of identifying unexpected events or ab-normalities in data, and it has been applied in many different areas such as system monitoring, fraud detection, healthcare, intrusion detection, etc. Providing…

Machine Learning · Computer Science 2023-01-11 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability…

Machine Learning · Computer Science 2026-02-11 Lingpei Zhang , Qingming Li , Yong Yang , Jiahao Chen , Rui Zeng , Chenyang Lyu , Shouling Ji

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

Anomaly detection is widely used to distinguish system anomalies by analyzing the temporal and spatial features of wireless sensor network (WSN) data streams; it is one of critical technique that ensures the reliability of WSNs. Currently,…

Machine Learning · Computer Science 2022-02-23 Qinghao Zhang , Miao Ye , Hongbing Qiu , Yong Wang , Xiaofang Deng

Anomaly detection is essential for identifying rare and significant events across diverse domains such as finance, cybersecurity, and network monitoring. This paper presents Synthetic Anomaly Monitoring (SAM), an innovative approach that…

Machine Learning · Computer Science 2025-02-04 Emanuele Luzio , Moacir Antonelli Ponti

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

Given the scarcity of anomalies in real-world applications, the majority of literature has been focusing on modeling normality. The learned representations enable anomaly detection as the normality model is trained to capture certain key…

Machine Learning · Computer Science 2022-07-05 Feng Xue , Weizhong Yan

We present new methods for batch anomaly detection in multivariate time series. Our methods are based on maximizing the Kullback-Leibler divergence between the data distribution within and outside an interval of the time series. An…

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…

Machine Learning · Computer Science 2024-08-21 Junqi Chen , Xu Tan , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja

With the development of astronomical facilities, large-scale time series data observed by these facilities is being collected. Analyzing anomalies in these astronomical observations is crucial for uncovering potential celestial events and…

Machine Learning · Computer Science 2024-03-18 Xinli Hao , Yile Chen , Chen Yang , Zhihui Du , Chaohong Ma , Chao Wu , Xiaofeng Meng

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex…

Machine Learning · Computer Science 2024-11-27 Weiqi Chen , Zhiqiang Zhou , Qingsong Wen , Liang Sun

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…

Machine Learning · Computer Science 2021-06-15 Ailin Deng , Bryan Hooi