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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…

Diffusion models have been recently used for anomaly detection (AD) in images. In this paper we investigate whether they can also be leveraged for AD on multivariate time series (MTS). We test two diffusion-based models and compare them to…

Machine Learning · Computer Science 2023-11-03 Ioana Pintilie , Andrei Manolache , Florin Brad

Semiconductor manufacturing is an extremely complex process, characterized by thousands of interdependent parameters collected across diverse tools and process steps. Multi-variate time-series (MTS) analysis has emerged as a critical…

Machine Learning · Computer Science 2025-07-04 Bappaditya Dey , Daniel Sorensen , Minjin Hwang , Sandip Halder

Time series anomaly detection presents various challenges due to the sequential and dynamic nature of time-dependent data. Traditional unsupervised methods frequently encounter difficulties in generalization, often overfitting to known…

Machine Learning · Statistics 2025-07-30 Aitor Sánchez-Ferrera , Borja Calvo , Jose A. Lozano

Deep learning models have become the dominant approach for multivariate time series anomaly detection (MTSAD), often reporting substantial performance improvements over classical statistical methods. However, these gains are frequently…

Machine Learning · Statistics 2026-03-20 Bruna Alves , Ana Martins , Armando J. Pinho , Sónia Gouveia

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important…

Machine Learning · Computer Science 2024-12-31 Paul Boniol , Qinghua Liu , Mingyi Huang , Themis Palpanas , John Paparrizos

When applying pre-trained large language models (LLMs) to address anomaly detection tasks, the multivariate time series (MTS) modality of anomaly detection does not align with the text modality of LLMs. Existing methods simply transform the…

Computation and Language · Computer Science 2025-04-15 Wei Tao , Xiaoyang Qu , Kai Lu , Jiguang Wan , Guokuan Li , Jianzong Wang

Anomaly detection has been a challenging task given high-dimensional multivariate time series data generated by networked sensors and actuators in Cyber-Physical Systems (CPS). Besides the highly nonlinear, complex, and dynamic natures of…

Machine Learning · Computer Science 2021-08-31 Kai Zhang , Yushan Jiang , Lee Seversky , Chengtao Xu , Dahai Liu , Houbing Song

Multivariate time series anomaly detection is essential for failure management in web application operations, as it directly influences the effectiveness and timeliness of implementing remedial or preventive measures. This task is often…

Machine Learning · Computer Science 2025-01-29 Yongzheng Xie , Hongyu Zhang , Muhammad Ali Babar

In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, corresponding to intervals where one or more of the data…

Methodology · Statistics 2019-09-05 Alexander T M Fisch , Idris A Eckley , Paul Fearnhead

Time series anomaly detection is extensively studied in statistics, economics, and computer science. Over the years, numerous methods have been proposed for time series anomaly detection using deep learning-based methods. Many of these…

Machine Learning · Computer Science 2022-08-25 Shahroz Tariq , Binh M. Le , Simon S. Woo

Anomaly detection in multivariate time series (MTS) is crucial for various applications in data mining and industry. Current industrial methods typically approach anomaly detection as an unsupervised learning task, aiming to identify…

Machine Learning · Computer Science 2024-10-14 Yuanyi Wang , Haifeng Sun , Chengsen Wang , Mengde Zhu , Jingyu Wang , Wei Tang , Qi Qi , Zirui Zhuang , Jianxin Liao

Anomaly detection in multivariate time series (MTS) has been widely studied in one-class classification (OCC) setting. The training samples in OCC are assumed to be normal, which is difficult to guarantee in practical situations. Such a…

Machine Learning · Computer Science 2024-02-08 Qihang Zhou , Shibo He , Haoyu Liu , Jiming Chen , Wenchao Meng

Pre-trained vision-language models (VLMs) are highly adaptable to various downstream tasks through few-shot learning, making prompt-based anomaly detection a promising approach. Traditional methods depend on human-crafted prompts that…

Computer Vision and Pattern Recognition · Computer Science 2024-09-12 Pi-Wei Chen , Jerry Chun-Wei Lin , Jia Ji , Feng-Hao Yeh , Zih-Ching Chen , Chao-Chun Chen

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…

Social and Information Networks · Computer Science 2023-05-10 Len Feremans , Boris Cule , Bart Goethals

Time series anomaly detection plays a critical role in many dynamic systems. Despite its importance, previous approaches have primarily relied on unimodal numerical data, overlooking the importance of complementary information from other…

Machine Learning · Computer Science 2026-03-24 Shiyan Hu , Jianxin Jin , Yang Shu , Peng Chen , Bin Yang , Chenjuan Guo

Time series anomaly detection has achieved remarkable progress in recent years. However, evaluation practices have received comparatively less attention, despite their critical importance. Existing metrics exhibit several limitations: (1)…

Machine Learning · Computer Science 2026-03-09 Yuewei Li , Dalin Zhang , Huan Li , Xinyi Gong , Hongjun Chu , Zhaohui Song

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the…

Machine Learning · Computer Science 2024-01-23 Dongmin Kim , Sunghyun Park , Jaegul Choo