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Time series are ubiquitous and occur naturally in a variety of applications -- from data recorded by sensors in manufacturing processes, over financial data streams to climate data. Different tasks arise, such as regression, classification…

Machine Learning · Computer Science 2024-09-17 Sebastian Wette , Florian Heinrichs

Time series anomaly detection is challenging due to the complexity and variety of patterns that can occur. One major difficulty arises from modeling time-dependent relationships to find contextual anomalies while maintaining detection…

Machine Learning · Computer Science 2023-10-25 Chih-Yu Lai , Fan-Keng Sun , Zhengqi Gao , Jeffrey H. Lang , Duane S. Boning

Anomaly detection techniques enable effective anomaly detection and diagnosis in multi-variate time series data, which are of major significance for today's industrial applications. However, establishing an anomaly detection system that can…

Machine Learning · Computer Science 2024-05-02 Lingrui Yu

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

Machine Learning · Computer Science 2021-07-19 Chris U. Carmona , François-Xavier Aubet , Valentin Flunkert , Jan Gasthaus

Time Series Anomaly Detection (TSAD) finds widespread applications across various domains such as financial markets, industrial production, and healthcare. Its primary objective is to learn the normal patterns of time series data, thereby…

Machine Learning · Computer Science 2024-07-01 Yutong Chen , Hongzuo Xu , Guansong Pang , Hezhe Qiao , Yuan Zhou , Mingsheng Shang

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

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

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

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Machine Learning · Computer Science 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

Unsupervised multivariate time series anomaly detection (UMTSAD) plays a critical role in various domains, including finance, networks, and sensor systems. In recent years, due to the outstanding performance of deep learning in general…

Machine Learning · Computer Science 2025-04-28 Tiange Huang , Yongjun Li

Matrix Profile (MP) methods are an interpretable and scalable family of distance-based methods for time-series anomaly detection, but strong benchmark performance still depends on design choices beyond a vanilla nearest-neighbor profile.…

Machine Learning · Computer Science 2026-04-28 Chin-Chia Michael Yeh

The surge in real-time data collection across various industries has underscored the need for advanced anomaly detection in both univariate and multivariate time series data. This paper introduces TransNAS-TSAD, a framework that synergizes…

Machine Learning · Computer Science 2024-03-06 Ijaz Ul Haq , Byung Suk Lee , Donna M. Rizzo

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

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

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli

A new random forest based model for solving the Multiple Instance Learning (MIL) problem under small tabular data, called Soft Tree Ensemble MIL (STE-MIL), is proposed. A new type of soft decision trees is considered, which is similar to…

Machine Learning · Computer Science 2023-02-14 Andrei V. Konstantinov , Lev V. Utkin

Traditional Time-series Anomaly Detection (TAD) methods often struggle with the composite nature of complex time-series data and a diverse array of anomalies. We introduce TADNet, an end-to-end TAD model that leverages Seasonal-Trend…

Machine Learning · Computer Science 2023-12-15 Zhenwei Zhang , Ruiqi Wang , Ran Ding , Yuantao Gu

We propose a novel framework to classify large-scale time series data with long duration. Long time seriesclassification (L-TSC) is a challenging problem because the dataoften contains a large amount of irrelevant information to…

Artificial Intelligence · Computer Science 2021-11-23 Yuansheng Zhu , Weishi Shi , Deep Shankar Pandey , Yang Liu , Xiaofan Que , Daniel E. Krutz , Qi Yu

Attention-based multiple instance learning (MIL) has emerged as a powerful framework for whole slide image (WSI) diagnosis, leveraging attention to aggregate instance-level features into bag-level predictions. Despite this success, we find…

Computer Vision and Pattern Recognition · Computer Science 2026-03-10 Linfeng Ye , Shayan Mohajer Hamidi , Zhixiang Chi , Guang Li , Mert Pilanci , Takahiro Ogawa , Miki Haseyama , Konstantinos N. Plataniotis

Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…

Machine Learning · Computer Science 2024-08-21 Junqi Chen , Xu Tan , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja