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Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

We present a unified experiment, analysis, and benchmark study of multivariate time-series (MTS) anomaly detection. Ten family-representative detectors -- spanning statistical, reconstruction, association, frequency, and generic-transformer…

Machine Learning · Computer Science 2026-05-28 Junhao Wei , Yanxiao Li , Bidong Chen , Yifu Zhao , Haochen Li , Dexing Yao , Baili Lu , Xudong Ye , Jietian Feng , Sio-Kei Im , Yapeng Wang , Xu Yang

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…

Machine Learning · Computer Science 2026-01-06 Wei Hu , Zewei Yu , Jianqiu Xu

Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…

Machine Learning · Computer Science 2026-02-10 Xiaona Zhou , Constantin Brif , Ismini Lourentzou

Anomaly detection in time series is a complex task that has been widely studied. In recent years, the ability of unsupervised anomaly detection algorithms has received much attention. This trend has led researchers to compare only…

Machine Learning · Computer Science 2022-09-13 Julien Audibert , Pietro Michiardi , Frédéric Guyard , Sébastien Marti , Maria A. Zuluaga

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

Machine Learning · Computer Science 2020-04-02 Mohammad Braei , Sebastian Wagner

Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and…

Machine Learning · Computer Science 2025-10-03 Yuanyuan Yao , Yuhan Shi , Lu Chen , Ziquan Fang , Yunjun Gao , Leong Hou U , Yushuai Li , Tianyi Li

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

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

Multivariate time series (MTS) anomaly detection commonly encounters in various domains like finance, healthcare, and industrial monitoring. However, existing MTS anomaly detection methods are mostly defined on the static graph structure,…

Machine Learning · Computer Science 2025-09-23 Jia Li , Shiyu Long , Ye Yuan

Anomaly detection has many applications ranging from bank-fraud detection and cyber-threat detection to equipment maintenance and health monitoring. However, choosing a suitable algorithm for a given application remains a challenging design…

Recent algorithms of time-series anomaly detection have been evaluated by applying a Point Adjustment (PA) protocol. However, the PA protocol has a problem of overestimating the performance of the detection algorithms because it only…

Machine Learning · Computer Science 2023-05-18 Yongwan Gim , Kyushik Min

In recent years, proposed studies on time-series anomaly detection (TAD) report high F1 scores on benchmark TAD datasets, giving the impression of clear improvements in TAD. However, most studies apply a peculiar evaluation protocol called…

Machine Learning · Computer Science 2022-01-05 Siwon Kim , Kukjin Choi , Hyun-Soo Choi , Byunghan Lee , Sungroh Yoon

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

Time series anomaly detection (TSAD) is an evolving area of research motivated by its critical applications, such as detecting seismic activity, sensor failures in industrial plants, predicting crashes in the stock market, and so on. Across…

Time series anomaly detection strives to uncover potential abnormal behaviors and patterns from temporal data, and has fundamental significance in diverse application scenarios. Constructing an effective detection model usually requires…

Machine Learning · Computer Science 2022-12-20 Fanxing Liu , Cheng Zeng , Le Zhang , Yingjie Zhou , Qing Mu , Yanru Zhang , Ling Zhang , Ce Zhu

Network or physical attacks on industrial equipment or computer systems may cause massive losses. Therefore, a quick and accurate anomaly detection (AD) based on monitoring data, especially the multivariate time-series (MTS) data, is of…

Machine Learning · Computer Science 2022-11-03 Jun Zhan , Chengkun Wu , Canqun Yang , Qiucheng Miao , Xiandong Ma

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu
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