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The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive…

We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or…

Machine Learning · Statistics 2020-05-26 Oguzhan Karaahmetoglu , Fatih Ilhan , Ismail Balaban , Suleyman Serdar Kozat

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Machine Learning · Computer Science 2020-11-11 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart , Luyao Yang , Kyle Buckingham

Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

Machine Learning · Computer Science 2018-12-24 Zhang Rong , Dong Shandong , Nie Xin , Xiao Shiguang

Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However,…

Machine Learning · Computer Science 2025-04-17 Jinsung Jeon , Jaehyeon Park , Sewon Park , Jeongwhan Choi , Minjung Kim , Noseong Park

Handling anomalies is a critical preprocessing step in multivariate time series prediction. However, existing approaches that separate anomaly preprocessing from model training for multivariate time series prediction encounter significant…

Machine Learning · Computer Science 2025-01-15 Yuanyuan Liang , Tianhao Zhang , Tingyu Xie

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

Numerous methods for time-series anomaly detection (TSAD) have emerged in recent years, most of which are unsupervised and assume that only normal samples are available during the training phase, due to the challenge of obtaining abnormal…

Machine Learning · Computer Science 2024-08-08 Thomas Lai , Thi Kieu Khanh Ho , Narges Armanfard

Industry5.0 environments present a critical need for effective anomaly detection methods that can indicate equipment malfunctions, process inefficiencies, or potential safety hazards. The ever-increasing sensorization of manufacturing lines…

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

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

Time series anomaly detection (TSAD) has been a long-standing pillar problem in Web-scale systems and online infrastructures, such as service reliability monitoring, system fault diagnosis, and performance optimization. Large language…

Computation and Language · Computer Science 2026-02-18 Xiongxiao Xu , Haoran Wang , Yueqing Liang , Philip S. Yu , Yue Zhao , Kai Shu

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem.…

Machine Learning · Computer Science 2023-12-06 Junho Song , Keonwoo Kim , Jeonglyul Oh , Sungzoon Cho

The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training…

Machine Learning · Computer Science 2023-08-30 Haksoo Lim , Sewon Park , Minjung Kim , Jaehoon Lee , Seonkyu Lim , Noseong Park

Visual anomaly detection in real-world industrial settings faces two major limitations. First, most existing methods are trained on purely normal data or on unlabeled datasets assumed to be predominantly normal, presuming the absence of…

Computer Vision and Pattern Recognition · Computer Science 2026-02-05 Anindya Sundar Das , Monowar Bhuyan

Multivariate time series (MTS) anomaly diagnosis, which encompasses both anomaly detection and localization, is critical for the safety and reliability of complex, large-scale real-world systems. The vast majority of existing anomaly…

Machine Learning · Computer Science 2026-02-10 Charalampos Shimillas , Kleanthis Malialis , Konstantinos Fokianos , Marios M. Polycarpou

Online social networks are actively involved in the removal of malicious social bots due to their role in the spread of low quality information. However, most of the existing bot detectors are supervised classifiers incapable of capturing…

Social and Information Networks · Computer Science 2022-09-22 Lorenzo Mannocci , Stefano Cresci , Anna Monreale , Athina Vakali , Maurizio Tesconi

Data augmentation methods are commonly integrated into the training of anomaly detection models. Previous approaches have primarily focused on replicating real-world anomalies or enhancing diversity, without considering that the standard of…

Artificial Intelligence · Computer Science 2024-12-30 Jiang Lin , Yaping Yan

Multivariate Time Series (MTS) anomaly detection focuses on pinpointing samples that diverge from standard operational patterns, which is crucial for ensuring the safety and security of industrial applications. The primary challenge in this…

Machine Learning · Computer Science 2024-04-19 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi