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We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

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

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

As irregularly structured data representations, graphs have received a large amount of attention in recent years and have been widely applied to various real-world scenarios such as social, traffic, and energy settings. Compared to…

Signal Processing · Electrical Eng. & Systems 2026-03-12 Yi Yan , Jiacheng Hou , Zhenjie Song , Ercan Engin Kuruoglu

In this paper, we present XST-GCNN (eXplainable Spatio-Temporal Graph Convolutional Neural Network), a novel architecture for processing heterogeneous and irregular Multivariate Time Series (MTS) data. Our approach captures temporal and…

Machine Learning · Computer Science 2024-11-05 Óscar Escudero-Arnanz , Cristina Soguero-Ruiz , Antonio G. Marques

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

Anomaly detection is widely used to distinguish system anomalies by analyzing the temporal and spatial features of wireless sensor network (WSN) data streams; it is one of critical technique that ensures the reliability of WSNs. Currently,…

Machine Learning · Computer Science 2022-02-23 Qinghao Zhang , Miao Ye , Hongbing Qiu , Yong Wang , Xiaofang Deng

The use of video-imaging data for in-line process monitoring applications has become more and more popular in the industry. In this framework, spatio-temporal statistical process monitoring methods are needed to capture the relevant…

Applications · Statistics 2020-04-24 Hao Yan , Marco Grasso , Kamran Paynabar , Bianca Maria Colosimo

We propose r-ssGPFA, an unsupervised online anomaly detection model for uni- and multivariate time series building on the efficient state space formulation of Gaussian processes. For high-dimensional time series, we propose an extension of…

Machine Learning · Computer Science 2022-01-19 Christian Bock , François-Xavier Aubet , Jan Gasthaus , Andrey Kan , Ming Chen , Laurent Callot

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

With the recent advances in technology, a wide range of systems continue to collect a large amount of data over time and thus generate time series. Time-Series Anomaly Detection (TSAD) is an important task in various time-series…

Machine Learning · Computer Science 2025-05-01 Thi Kieu Khanh Ho , Ali Karami , Narges Armanfard

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Multivariate time series anomaly detection is essential for failure management in web application operations, as it directly influences the effectiveness and timeliness of implementing remedial or preventive measures. This task is often…

Machine Learning · Computer Science 2025-01-29 Yongzheng Xie , Hongyu Zhang , Muhammad Ali Babar

In this paper, we propose a novel framework, the Sampling-guided Heterogeneous Graph Neural Network (SHT-GNN), to effectively tackle the challenge of missing data imputation in longitudinal studies. Unlike traditional methods, which often…

Machine Learning · Computer Science 2024-11-08 Zhaoyang Zhang , Ziqi Chen , Qiao Liu , Jinhan Xie , Hongtu Zhu

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on…

Machine Learning · Computer Science 2020-09-22 Duc Nguyen , Phuoc Nguyen , Kien Do , Santu Rana , Sunil Gupta , Truyen Tran

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

Machine Learning · Computer Science 2025-08-11 Falih Gozi Febrinanto , Kristen Moore , Chandra Thapa , Mujie Liu , Vidya Saikrishna , Jiangang Ma , Feng Xia