Related papers: Evaluation Strategy of Time-series Anomaly Detecti…
Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…
Semi-supervised anomaly detection (AD) has shown great promise by effectively leveraging limited labeled data. However, existing methods are typically structured around scoring individual points or simple pairs. Such {point- or…
Piecewise Aggregate Approximation (PAA) is a competitive basic dimension reduction method for high-dimensional time series mining. When deployed, however, the limitations are obvious that some important information will be missed,…
In recent years, there have been many practical applications of anomaly detection such as in predictive maintenance, detection of credit fraud, network intrusion, and system failure. The goal of anomaly detection is to identify in the test…
Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions…
We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or…
Anomaly detection suffered from the lack of anomalies due to the diversity of abnormalities and the difficulties of obtaining large-scale anomaly data. Semi-supervised anomaly detection methods are often used to solely leverage normal data…
Concerning machine learning, segmentation models can identify state changes within time series, facilitating the detection of transitions between normal and anomalous conditions. Specific techniques such as Change Point Detection (CPD),…
In unsupervised anomaly detection (UAD) research, while state-of-the-art models have reached a saturation point with extensive studies on public benchmark datasets, they adopt large-scale tailor-made neural networks (NN) for detection…
Real-world time series often exhibit a non-stationary nature, degrading the performance of pre-trained forecasting models. Test-Time Adaptation (TTA) addresses this by adjusting models during inference, but existing methods typically update…
This paper proposes a novel online evaluation protocol for Test Time Adaptation (TTA) methods, which penalizes slower methods by providing them with fewer samples for adaptation. TTA methods leverage unlabeled data at test time to adapt to…
We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…
Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…
Although precision and recall are standard performance measures for anomaly detection, their statistical properties in sequential detection settings are poorly understood. In this work, we formalize a notion of precision and recall with…
Anomaly detection is crucial for understanding unusual behaviors in data, as anomalies offer valuable insights. This paper introduces Dependency-based Anomaly Detection (DepAD), a general framework that utilizes variable dependencies to…
Anomaly detection (AD) has garnered ample attention in security research, as such algorithms complement existing signature-based methods but promise detection of never-before-seen attacks. Cyber operations manage a high volume of…
Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications, including video surveillance, medical imaging data, and urban traffic monitoring. Existing anomaly detection methods focus mainly on…
Recent advancements in time-series anomaly detection have relied on deep learning models to handle the diverse behaviors of time-series data. However, these models often suffer from unstable training and require extensive hyperparameter…
Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…