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Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can…

Machine Learning · Computer Science 2021-06-21 Tijin Yan , Hongwei Zhang , Tong Zhou , Yufeng Zhan , Yuanqing Xia

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

In this paper, we introduce Masked Anomaly Detection (MAD), a general self-supervised learning task for multivariate time series anomaly detection. With the increasing availability of sensor data from industrial systems, being able to…

Machine Learning · Computer Science 2022-10-04 Yiwei Fu , Feng Xue

For modern industrial applications, accurately detecting and diagnosing anomalies in multivariate time series data is essential. Despite such need, most state-of-the-art methods often prioritize detection performance over model…

Machine Learning · Computer Science 2024-10-31 Minha Kim , Kishor Kumar Bhaumik , Amin Ahsan Ali , Simon S. Woo

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

Given a multivariate big time series, can we detect anomalies as soon as they occur? Many existing works detect anomalies by learning how much a time series deviates away from what it should be in the reconstruction framework. However, most…

Machine Learning · Computer Science 2022-04-19 Quan Ding , Shenghua Liu , Bin Zhou , Huawei Shen , Xueqi Cheng

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev

Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications, including video surveillance, medical imaging data, and urban traffic monitoring. Existing anomaly detection methods focus mainly on…

Machine Learning · Computer Science 2025-10-02 Rachita Mondal , Mert Indibi , Tapabrata Maiti , Selin Aviyente

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

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

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…

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

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

Nowadays, multi-sensor technologies are applied in many fields, e.g., Health Care (HC), Human Activity Recognition (HAR), and Industrial Control System (ICS). These sensors can generate a substantial amount of multivariate time-series data.…

Artificial Intelligence · Computer Science 2021-08-03 Yuxin Zhang , Yiqiang Chen , Jindong Wang , Zhiwen Pan

Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex…

Machine Learning · Computer Science 2024-11-27 Weiqi Chen , Zhiqiang Zhou , Qingsong Wen , Liang Sun

Score-based generative models (SGMs) have recently demonstrated impressive results in terms of both sample quality and distribution coverage. However, they are usually applied directly in data space and often require thousands of network…

Machine Learning · Statistics 2021-12-03 Arash Vahdat , Karsten Kreis , Jan Kautz

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models…

Machine Learning · Computer Science 2023-11-17 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Khoa T. Phan , Shirui Pan , Yi-Ping Phoebe Chen , Wei Xiang

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

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