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Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Machine Learning · Computer Science 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

Traffic forecasting is one canonical example of spatial-temporal learning task in Intelligent Traffic System. Existing approaches capture spatial dependency with a pre-determined matrix in graph convolution neural operators. However, the…

Machine Learning · Computer Science 2022-06-08 Chen Weikang , Li Yawen , Xue Zhe , Li Ang , Wu Guobin

Anomaly detection in high-dimensional time series data is pivotal for numerous industrial applications. Recent advances in multivariate time series anomaly detection (TSAD) have increasingly leveraged graph structures to model…

Machine Learning · Computer Science 2025-09-23 Jiazhen Chen , Mingbin Feng , Tony S. Wirjanto

This study explores the recently proposed and challenging multi-view Anomaly Detection (AD) task. Single-view tasks will encounter blind spots from other perspectives, resulting in inaccuracies in sample-level prediction. Therefore, we…

Computer Vision and Pattern Recognition · Computer Science 2025-08-12 Haoyang He , Jiangning Zhang , Guanzhong Tian , Chengjie Wang , Lei Xie

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

In recent years, the emergence and development of third-party platforms have greatly facilitated the growth of the Online to Offline (O2O) business. However, the large amount of transaction data raises new challenges for retailers,…

Machine Learning · Computer Science 2022-05-24 Xu Chen , Qiu Qiu , Changshan Li , Kunqing Xie

Traffic forecasting is an integral part of intelligent transportation systems (ITS). Achieving a high prediction accuracy is a challenging task due to a high level of dynamics and complex spatial-temporal dependency of road networks. For…

Machine Learning · Computer Science 2021-10-28 Sikai Zhang , Hong Zheng , Hongyi Su , Bo Yan , Jiamou Liu , Song Yang

Control Area Network (CAN) is an essential communication protocol that interacts between Electronic Control Units (ECUs) in the vehicular network. However, CAN is facing stringent security challenges due to innate security risks. Intrusion…

Artificial Intelligence · Computer Science 2024-03-18 Pengzhou Cheng , Zongru Wu , Gongshen Liu

Dynamic graphs are rich data structures that are used to model complex relationships between entities over time. In particular, anomaly detection in temporal graphs is crucial for many real world applications such as intrusion…

Machine Learning · Computer Science 2023-02-03 Shenyang Huang , Samy Coulombe , Yasmeen Hitti , Reihaneh Rabbany , Guillaume Rabusseau

Multivariate time-series anomaly detection (MTSAD) aims to identify deviations from normality in multivariate time-series and is critical in real-world applications. However, in real-world deployments, distribution shifts are ubiquitous and…

Machine Learning · Computer Science 2026-04-03 HyunGi Kim , Jisoo Mok , Hyungyu Lee , Juhyeon Shin , Sungroh Yoon

With the development of feed-forward models, the default model for sequence modeling has gradually evolved to replace recurrent networks. Many powerful feed-forward models based on convolutional networks and attention mechanism were…

Computation and Language · Computer Science 2023-10-17 Hongyan Hao , Yan Wang , Siqiao Xue , Yudi Xia , Jian Zhao , Furao Shen

Self-attention network (SAN) has recently attracted increasing interest due to its fully parallelized computation and flexibility in modeling dependencies. It can be further enhanced with multi-headed attention mechanism by allowing the…

Computation and Language · Computer Science 2019-04-09 Baosong Yang , Longyue Wang , Derek F. Wong , Lidia S. Chao , Zhaopeng Tu

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models…

Machine Learning · Computer Science 2023-11-17 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Khoa T. Phan , Shirui Pan , Yi-Ping Phoebe Chen , Wei Xiang

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

Time series anomaly detection (TSAD) plays a vital role in many industrial applications. While contrastive learning has gained momentum in the time series domain for its prowess in extracting meaningful representations from unlabeled data,…

Machine Learning · Computer Science 2025-01-28 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

We propose C-MTAD-GAT, an \emph{unsupervised}, \emph{context-aware} graph-attention model for anomaly detection in multivariate time series from mobile networks. C-MTAD-GAT combines graph attention with lightweight context embeddings, and…

Machine Learning · Computer Science 2026-05-01 Sara Malacarne , Eirik Hoel-Høiseth , Erlend Aune , David Zsolt Biro , Massimiliano Ruocco

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Statistics Theory · Mathematics 2024-06-11 Frédéric Chazal , Martin Royer , Clément Levrard

Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

Machine Learning · Computer Science 2020-09-15 Ruohong Zhang , Yu Hao , Donghan Yu , Wei-Cheng Chang , Guokun Lai , Yiming Yang

Traditional deep learning models often lack annotated data, especially in cross-domain applications such as anomaly detection, which is critical for early disease diagnosis in medicine and defect detection in industry. To address this…

Computer Vision and Pattern Recognition · Computer Science 2026-02-06 Wahyu Rahmaniar , Kenji Suzuki