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Related papers: Low-count Time Series Anomaly Detection

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In this work, we propose a new, fast and scalable method for anomaly detection in large time-evolving graphs. It may be a static graph with dynamic node attributes (e.g. time-series), or a graph evolving in time, such as a temporal network.…

Social and Information Networks · Computer Science 2019-01-29 Volodymyr Miz , Benjamin Ricaud , Kirell Benzi , Pierre Vandergheynst

The identification of anomalies is a critical component of operating complex, and possibly large-scale and geo-graphically distributed cyber-physical systems. While designing anomaly detectors, it is common to assume Gaussian noise models…

Systems and Control · Electrical Eng. & Systems 2021-11-15 Venkatraman Renganathan , Navid Hashemi , Justin Ruths , Tyler H. Summers

The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution.…

Statistics Theory · Mathematics 2020-02-04 Georgios Rovatsos , Venugopal V. Veeravalli , Don Towsley , Ananthram Swami

Unsupervised detection of anomaly points in time series is a challenging problem, which requires the model to derive a distinguishable criterion. Previous methods tackle the problem mainly through learning pointwise representation or…

Machine Learning · Computer Science 2022-06-30 Jiehui Xu , Haixu Wu , Jianmin Wang , Mingsheng Long

We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…

High Energy Physics - Phenomenology · Physics 2022-03-09 Sascha Caron , Luc Hendriks , Rob Verheyen

Despite the continuous proposal of new anomaly detection algorithms and extensive benchmarking efforts, progress seems to stagnate, with only minor performance differences between established baselines and new algorithms. In this position…

Machine Learning · Computer Science 2025-07-22 Philipp Röchner , Simon Klüttermann , Franz Rothlauf , Daniel Schlör

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

The increasing connectivity of data and cyber-physical systems has resulted in a growing number of cyber-attacks. Real-time detection of such attacks, through the identification of anomalous activity, is required so that mitigation and…

Machine Learning · Statistics 2021-04-23 Raisa Dzhamtyrova , Carsten Maple

Anomaly detection in database management systems (DBMSs) is difficult because of increasing number of statistics (stat) and event metrics in big data system. In this paper, I propose an automatic DBMS diagnosis system that detects anomaly…

Machine Learning · Statistics 2018-01-26 Doyup Lee

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

A sensor network is considered where at each sensor a sequence of random variables is observed. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…

Statistics Theory · Mathematics 2023-07-19 Taposh Banerjee , Venugopal V. Veeravalli

Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Machine Learning · Computer Science 2020-08-19 Steven Cheng-Xian Li , Benjamin M. Marlin

Analysis and anomaly detection in event tensor streams consisting of timestamps and multiple attributes - such as communication logs(time, IP address, packet length)- are essential tasks in data mining. While existing tensor decomposition…

Machine Learning · Computer Science 2026-02-06 Soshi Kakio , Yasuko Matsubara , Ren Fujiwara , Yasushi Sakurai

Time-series anomaly detection is an important task and has been widely applied in the industry. Since manual data annotation is expensive and inefficient, most applications adopt unsupervised anomaly detection methods, but the results are…

Machine Learning · Computer Science 2023-01-02 Hong Guo , Yujing Wang , Jieyu Zhang , Zhengjie Lin , Yunhai Tong , Lei Yang , Luoxing Xiong , Congrui Huang

Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary count time series to develop a general seasonal count time…

Methodology · Statistics 2021-11-23 Jiajie Kong , Robert Lund

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

There is increasing interest in detecting collective anomalies: potentially short periods of time where the features of data change before reverting back to normal behaviour. We propose a new method for detecting a collective anomaly in VAR…

Methodology · Statistics 2021-05-18 Hyeyoung Maeng , Idris Eckley , Paul Fearnhead

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

Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their…

Machine Learning · Computer Science 2023-02-01 Marek Wadinger , Michal Kvasnica

The problem of sequential detection of anomalies in multimodal data is considered. The objective is to observe physical sensor data from CCTV cameras, and social media data from Twitter and Instagram to detect anomalous behaviors or events.…

Applications · Statistics 2018-03-28 Taposh Banerjee , Gene Whipps , Prudhvi Gurram , Vahid Tarokh
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