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One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…

Applications · Statistics 2024-01-30 Alex Fisch , Daniel Grose , Idris A. Eckley , Paul Fearnhead , Lawrence Bardwell

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…

Machine Learning · Computer Science 2024-10-24 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

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

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

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

The ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc (offline) anomaly detection methodology to the sequential…

Methodology · Statistics 2020-09-16 Alexander T. M. Fisch , Lawrence Bardwell , Idris A. Eckley

This paper considers an anomaly detection problem in which a detection algorithm assigns anomaly scores to multi-dimensional data points, such as cellular networks' Key Performance Indicators (KPIs). We propose an optimization framework to…

Information Theory · Computer Science 2023-09-01 Ali Maatouk , Fadhel Ayed , Wenjie Li , Yu Wang , Hong Zhu , Jiantao Ye

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

This paper focuses on detecting anomalies in surveillance video using keywords by leveraging foundational models' feature representation generalization capabilities. We present a novel, lightweight pipeline for anomaly classification using…

Computer Vision and Pattern Recognition · Computer Science 2025-03-17 Thomas Foltz

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical scenarios ranging from DevOps to IoT, where we want to…

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

Despite the prevalence of reconstruction-based deep learning methods, time series anomaly detection remains a tremendous challenge. Existing approaches often struggle with limited temporal contexts, insufficient representation of normal…

Machine Learning · Computer Science 2025-07-16 Zhijie Zhong , Zhiwen Yu , Xing Xi , Yue Xu , Wenming Cao , Yiyuan Yang , Kaixiang Yang , Jane You

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

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…

Anomaly detection (AD) plays a crucial role in time series applications, primarily because time series data is employed across real-world scenarios. Detecting anomalies poses significant challenges since anomalies take diverse forms making…

Machine Learning · Computer Science 2025-01-03 Jihan Ghanim , Mariette Awad

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

In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous.…

Machine Learning · Computer Science 2023-12-04 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

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