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While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

Machine Learning · Computer Science 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

Time series anomaly detection has garnered considerable attention across diverse domains. While existing methods often fail to capture the underlying mechanisms behind anomaly generation in time series data. In addition, time series anomaly…

Machine Learning · Computer Science 2025-08-07 Yutong Xia , Yingying Zhang , Yuxuan Liang , Lunting Fan , Qingsong Wen , Roger Zimmermann

Early Time-Series Classification (ETSC) is the task of predicting the class of incoming time-series by observing as few measurements as possible. Such methods can be employed to obtain classification forecasts in many time-critical…

Machine Learning · Computer Science 2022-03-04 Charilaos Akasiadis , Evgenios Kladis , Evangelos Michelioudakis , Elias Alevizos , Alexander Artikis

Anomaly Detection is a relevant problem in numerous real-world applications, especially when dealing with images. However, little attention has been paid to the issue of changes over time in the input data distribution, which may cause a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-26 Nikola Bugarin , Jovana Bugaric , Manuel Barusco , Davide Dalle Pezze , Gian Antonio Susto

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…

A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the multiple testing problem by bounding the error probability…

Statistics Theory · Mathematics 2025-02-26 Florian Heinrichs , Patrick Bastian , Holger Dette

The problem of detecting a novel class at run time is known as Open Set Detection & is important for various real-world applications like medical application, autonomous driving, etc. Open Set Detection within context of deep learning…

Computer Vision and Pattern Recognition · Computer Science 2022-11-04 Risheek Garrepalli

Anomaly detection is the task of detecting data which differs from the normal behaviour of a system in a given context. In order to approach this problem, data-driven models can be learned to predict current or future observations.…

Machine Learning · Computer Science 2020-10-30 Benedikt Eiteneuer , Oliver Niggemann

Anomaly detection is a longstanding and active research area that has many applications in domains such as finance, security, and manufacturing. However, the efficiency and performance of anomaly detection algorithms are challenged by the…

Machine Learning · Computer Science 2025-04-16 Yang Cao , Haolong Xiang , Hang Zhang , Ye Zhu , Kai Ming Ting

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

Time Series Classification (TSC) covers the supervised learning problem where input data is provided in the form of series of values observed through repeated measurements over time, and whose objective is to predict the category to which…

Time series classification (TSC) is the problem of learning labels from time dependent data. One class of algorithms is derived from a bag of words approach. A window is run along a series, the subseries is shortened and discretised to form…

Machine Learning · Computer Science 2019-11-28 Anthony Bagnall , James Large , Matthew Middlehurst

Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…

Machine Learning · Computer Science 2026-02-10 Xiaona Zhou , Constantin Brif , Ismini Lourentzou

The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive…

Despite the continuous proposal of new anomaly detection algorithms and extensive benchmarking efforts, progress seems to stagnate, with only minor performance differences between established baselines and new algorithms. In this position…

Machine Learning · Computer Science 2025-07-22 Philipp Röchner , Simon Klüttermann , Franz Rothlauf , Daniel Schlör

Time Series Classification (TSC) has drawn a lot of attention in literature because of its broad range of applications for different domains, such as medical data mining, weather forecasting. Although TSC algorithms are designed for…

Machine Learning · Computer Science 2021-10-12 Syed Rawshon Jamil

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

Seasonal-trend decomposition is one of the most fundamental concepts in time series analysis that supports various downstream tasks, including time series anomaly detection and forecasting. However, existing decomposition methods rely on…

Machine Learning · Computer Science 2023-04-05 Xiao He , Ye Li , Jian Tan , Bin Wu , Feifei Li

Time series anomaly detection strives to uncover potential abnormal behaviors and patterns from temporal data, and has fundamental significance in diverse application scenarios. Constructing an effective detection model usually requires…

Machine Learning · Computer Science 2022-12-20 Fanxing Liu , Cheng Zeng , Le Zhang , Yingjie Zhou , Qing Mu , Yanru Zhang , Ling Zhang , Ce Zhu
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