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Related papers: Detection of Anomalies in Multivariate Time Series…

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Multivariate Time Series (MVTS) anomaly detection is a long-standing and challenging research topic that has attracted tremendous research effort from both industry and academia recently. However, a careful study of the literature makes us…

Machine Learning · Computer Science 2023-11-02 Mohamed El Amine Sehili , Zonghua Zhang

Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper,…

Machine Learning · Computer Science 2018-12-03 Sooyeon Lee , Huy Kang Kim

Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and…

Machine Learning · Computer Science 2019-11-19 Farzaneh Khoshnevisan , Zhewen Fan

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 aims to identify data instances that deviate significantly from majority of data, which has been widely used in fraud detection, network security, and industrial quality control. Existing methods struggle with datasets…

Machine Learning · Computer Science 2026-01-29 Yang Cao , Sikun Yang , Xuyun Zhang , Yujiu Yang

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus

It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…

Machine Learning · Computer Science 2021-10-08 Thabang Mathonsi , Terence L. van Zyl

One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…

Applications · Statistics 2024-01-30 Alex Fisch , Daniel Grose , Idris A. Eckley , Paul Fearnhead , Lawrence Bardwell

Anomaly detecting as an important technical in cloud computing is applied to support smooth running of the cloud platform. Traditional detecting methods based on statistic, analysis, etc. lead to the high false-alarm rate due to…

Machine Learning · Computer Science 2019-01-29 Jing Zhang

Recent studies have explored large language models for time-series anomaly detection, yet existing approaches often rely on a single general-purpose model to directly infer anomaly indices or intervals, limiting controllability,…

Artificial Intelligence · Computer Science 2026-05-08 Hyeongwon Kang , Jeongseob Kim , Jinwoo Park , Pilsung Kang

This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…

Machine Learning · Computer Science 2023-04-06 Takumi Kanai , Naoya Sogi , Atsuto Maki , Kazuhiro Fukui

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

Achieving resilient and high-quality manufacturing requires reliable data-driven anomaly detection methods that are capable of addressing differences in behaviors among different individual machines which are nominally the same and are…

Machine Learning · Computer Science 2026-04-08 Yangmeng Li , Kei Sano , Toshihiro Kitao , Ryoji Anzaki , Yukiya Saitoh , Hironori Moki , Dragan Djurdjanovic

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

With the widespread availability of sensor data across industrial and operational systems, we frequently encounter heterogeneous time series from multiple systems. Anomaly detection is crucial for such systems to facilitate predictive…

Machine Learning · Computer Science 2025-04-22 Sarah Alnegheimish , Zelin He , Matthew Reimherr , Akash Chandrayan , Abhinav Pradhan , Luca D'Angelo

Recent advances in digitization have led to the availability of multivariate time series data in various domains, enabling real-time monitoring of operations. Identifying abnormal data patterns and detecting potential failures in these…

Machine Learning · Computer Science 2023-10-10 Fan Wang , Keli Wang , Boyu Yao

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…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

With the sweeping digitalization of societal, medical, industrial, and scientific processes, sensing technologies are being deployed that produce increasing volumes of time series data, thus fueling a plethora of new or improved…

Machine Learning · Computer Science 2024-04-23 David Campos , Tung Kieu , Chenjuan Guo , Feiteng Huang , Kai Zheng , Bin Yang , Christian S. Jensen

In many real-world AD applications including computer security and fraud prevention, the anomaly detector must be configurable by the human analyst to minimize the effort on false positives. One important way to configure the detector is by…

Machine Learning · Computer Science 2024-05-15 Shubhomoy Das , Md Rakibul Islam , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning normal patterns in the frequency domain to detect diverse abnormal…

Machine Learning · Computer Science 2025-05-09 Xingjian Wu , Xiangfei Qiu , Zhengyu Li , Yihang Wang , Jilin Hu , Chenjuan Guo , Hui Xiong , Bin Yang