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Anomaly detection is an important problem in many application areas, such as network security. Many deep learning methods for unsupervised anomaly detection produce good empirical performance but lack theoretical guarantees. By casting…

Machine Learning · Statistics 2024-09-16 Tian-Yi Zhou , Matthew Lau , Jizhou Chen , Wenke Lee , Xiaoming Huo

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks…

Machine Learning · Computer Science 2024-07-30 Daniele Meli

The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…

Statistics Theory · Mathematics 2022-05-23 Aristomenis Tsopelakos , Georgios Fellouris

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

Anomaly detection is widely applied in a variety of domains, involving for instance, smart home systems, network traffic monitoring, IoT applications and sensor networks. In this paper, we study deep reinforcement learning based active…

Machine Learning · Computer Science 2019-08-29 Chen Zhong , M. Cenk Gursoy , Senem Velipasalar

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

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the source of the problem that produced the anomaly is also essential. This is particularly the case in aircraft engine health…

Machine Learning · Statistics 2016-08-10 Tsirizo Rabenoro , Jérôme Lacaille , Marie Cottrell , Fabrice Rossi

The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…

Statistics Theory · Mathematics 2024-12-09 Aristomenis Tsopelakos , Georgios Fellouris

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich

Anomaly detection is an important problem that has been well-studied within diverse research areas and application domains. The aim of this survey is two-fold, firstly we present a structured and comprehensive overview of research methods…

Machine Learning · Computer Science 2019-01-24 Raghavendra Chalapathy , Sanjay Chawla

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

We present a novel unsupervised deep learning approach that utilizes the encoder-decoder architecture for detecting anomalies in sequential sensor data collected during industrial manufacturing. Our approach is designed not only to detect…

Anomaly detection seeks to identify unusual phenomena, a central task in science and industry. The task is inherently unsupervised as anomalies are unexpected and unknown during training. Recent advances in self-supervised representation…

Machine Learning · Computer Science 2022-10-20 Tal Reiss , Niv Cohen , Eliahu Horwitz , Ron Abutbul , Yedid Hoshen

Much hope for finding new physics phenomena at microscopic scale relies on the observations obtained from High Energy Physics experiments, like the ones performed at the Large Hadron Collider (LHC). However, current experiments do not…

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

A fundamental problem in the field of unsupervised machine learning is the detection of anomalies corresponding to rare and unusual observations of interest; reasons include for their rejection, accommodation or further investigation.…

Machine Learning · Computer Science 2022-05-16 Nassir Mohammad

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…

Machine Learning · Computer Science 2019-04-26 Mariem Ben Fadhel , Kofi Nyarko

Detection of anomalous situations for complex mission-critical systems hold paramount importance when their service continuity needs to be ensured. A major challenge in detecting anomalies from the operational data arises due to the…

Machine Learning · Computer Science 2025-05-20 Shanay Mehta , Shlok Mehendale , Nicole Fernandes , Jyotirmoy Sarkar , Santonu Sarkar , Snehanshu Saha

We consider the problem of detecting an odd process among a group of Poisson point processes, all having the same rate except the odd process. The actual rates of the odd and non-odd processes are unknown to the decision maker. We consider…

Information Theory · Computer Science 2015-09-24 Nidhin Koshy Vaidhiyan , Rajesh Sundaresan