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Temporal graph signals are multivariate time series with individual components associated with nodes of a fixed graph structure. Data of this kind arises in many domains including activity of social network users, sensor network readings…

Machine Learning · Computer Science 2021-06-28 Maxwell McNeil , Lin Zhang , Petko Bogdanov

Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly…

Machine Learning · Computer Science 2022-09-30 Wenzhuo Yang , Kun Zhang , Steven C. H. Hoi

Anomaly detection in complex domains poses significant challenges due to the need for extensive labeled data and the inherently imbalanced nature of anomalous versus benign samples. Graph-based machine learning models have emerged as a…

Machine Learning · Computer Science 2025-07-21 Yifan Wei , Anwar Said , Waseem Abbas , Xenofon Koutsoukos

Modeling inter-dependencies between time-series is the key to achieve high performance in anomaly detection for multivariate time-series data. The de-facto solution to model the dependencies is to feed the data into a recurrent neural…

Machine Learning · Computer Science 2021-08-17 Yuhang Wu , Mengting Gu , Lan Wang , Yusan Lin , Fei Wang , Hao Yang

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Graph anomaly detection (GAD) has attracted increasing attention in recent years for identifying malicious samples in a wide range of graph-based applications, such as social media and e-commerce. However, most GAD methods assume identical…

Machine Learning · Computer Science 2025-09-09 Junjun Pan , Yu Zheng , Yue Tan , Yixin Liu

The monitoring and management of numerous and diverse time series data at Alibaba Group calls for an effective and scalable time series anomaly detection service. In this paper, we propose RobustTAD, a Robust Time series Anomaly Detection…

Machine Learning · Computer Science 2021-09-21 Jingkun Gao , Xiaomin Song , Qingsong Wen , Pichao Wang , Liang Sun , Huan Xu

Synthetic data generation becomes prevalent as a solution to privacy leakage and data shortage. Generative models are designed to generate a realistic synthetic dataset, which can precisely express the data distribution for the real…

Machine Learning · Computer Science 2021-04-22 Bingyang Wen , Luis Oliveros Colon , K. P. Subbalakshmi , R. Chandramouli

Unsupervised GAD methods assume the lack of anomaly labels, i.e., whether a node is anomalous or not. One common observation we made from previous unsupervised methods is that they not only assume the absence of such anomaly labels, but…

Machine Learning · Computer Science 2023-08-24 Junghoon Kim , Yeonjun In , Kanghoon Yoon , Junmo Lee , Chanyoung Park

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Statistics Theory · Mathematics 2024-06-11 Frédéric Chazal , Martin Royer , Clément Levrard

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

Using predictive models to identify patterns that can act as biomarkers for different neuropathoglogical conditions is becoming highly prevalent. In this paper, we consider the problem of Autism Spectrum Disorder (ASD) classification where…

Machine Learning · Statistics 2018-10-31 Rushil Anirudh , Jayaraman J. Thiagarajan

We present a new framework for learning Granger causality networks for multivariate categorical time series, based on the mixture transition distribution (MTD) model. Traditionally, MTD is plagued by a nonconvex objective,…

Methodology · Statistics 2017-06-12 Alex Tank , Emily B. Fox , Ali Shojaie

Unsupervised anomaly detection aims to identify anomalous samples from highly complex and unstructured data, which is pervasive in both fundamental research and industrial applications. However, most existing methods neglect the complex…

Machine Learning · Computer Science 2020-10-20 Haoyi Fan , Fengbin Zhang , Ruidong Wang , Liang Xi , Zuoyong Li

Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and…

Machine Learning · Computer Science 2019-11-19 Farzaneh Khoshnevisan , Zhewen Fan

Anomaly detection on dynamic graphs refers to detecting entities whose behaviors obviously deviate from the norms observed within graphs and their temporal information. This field has drawn increasing attention due to its application in…

Machine Learning · Computer Science 2023-10-26 Shiqi Lou , Qingyue Zhang , Shujie Yang , Yuyang Tian , Zhaoxuan Tan , Minnan Luo

With the increasing volume of streaming data in industrial systems, online anomaly detection has become a critical task. The diverse and rapidly evolving data patterns pose significant challenges for online anomaly detection. Many existing…

Machine Learning · Computer Science 2026-01-06 Zewei Yu , Jianqiu Xu , Caimin Li

Causal discovery from observational data is challenging, especially with large datasets and complex relationships. Traditional methods often struggle with scalability and capturing global structural information. To overcome these…

Machine Learning · Computer Science 2025-07-29 Rezaur Rashid , Gabriel Terejanu

Mainstream unsupervised anomaly detection algorithms often excel in academic datasets, yet their real-world performance is restricted due to the controlled experimental conditions involving clean training data. Addressing the challenge of…

Machine Learning · Computer Science 2025-05-13 Thi Kieu Khanh Ho , Narges Armanfard

Graph anomaly detection (GAD) aims to identify anomalous graphs that significantly deviate from other ones, which has raised growing attention due to the broad existence and complexity of graph-structured data in many real-world scenarios.…

Machine Learning · Computer Science 2024-02-21 Jinyu Cai , Yunhe Zhang , Zhoumin Lu , Wenzhong Guo , See-kiong Ng