Related papers: Revisiting VAE for Unsupervised Time Series Anomal…

Most of the data-driven approaches applied to bearing fault diagnosis up to date are established in the supervised learning paradigm, which usually requires a large set of labeled data collected a priori. In practical applications, however,…

The detection of contextual anomalies is a challenging task for surveillance since an observation can be considered anomalous or normal in a specific environmental context. An unmanned aerial vehicle (UAV) can utilize its aerial monitoring…

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.…

Expert interpretation of anatomical images of the human brain is the central part of neuro-radiology. Several machine learning-based techniques have been proposed to assist in the analysis process. However, the ML models typically need to…

Variational Auto-Encoders (VAEs) are capable of learning latent representations for high dimensional data. However, due to the i.i.d. assumption, VAEs only optimize the singleton variational distributions and fail to account for the…

Unsupervised anomalous sound detection (ASD) aims to detect unknown anomalous sounds of devices when only normal sound data is available. The autoencoder (AE) and self-supervised learning based methods are two mainstream methods. However,…

In Federated Learning (FL), anomaly detection (AD) is a challenging task due to the decentralized nature of data and the presence of non-IID data distributions. This study introduces a novel federated threshold calculation method that…

Anomaly detection (AD) is a fundamental task for time-series analytics with important implications for the downstream performance of many applications. In contrast to other domains where AD mainly focuses on point-based anomalies (i.e.,…

Conditional variational autoencoders (CVAEs) are versatile deep generative models that extend the standard VAE framework by conditioning the generative model with auxiliary covariates. The original CVAE model assumes that the data samples…

Dynamical variational autoencoders (DVAEs) are a class of deep generative models with latent variables, dedicated to model time series of high-dimensional data. DVAEs can be considered as extensions of the variational autoencoder (VAE) that…

In this paper, we introduce ID-Conditioned Auto-Encoder for unsupervised anomaly detection. Our method is an adaptation of the Class-Conditioned Auto-Encoder (C2AE) designed for the open-set recognition. Assuming that non-anomalous samples…

Variational AutoEncoder (VAE) has been extended as a representative nonlinear method for collaborative filtering. However, the bottleneck of VAE lies in the softmax computation over all items, such that it takes linear costs in the number…

Classical methods for model order selection often fail in scenarios with low SNR or few snapshots. Deep learning-based methods are promising alternatives for such challenging situations as they compensate lack of information in the…

We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…

Responding to the challenge of detecting unusual radar targets in a well identified environment, innovative anomaly and novelty detection methods keep emerging in the literature. This work aims at presenting a benchmark gathering common and…

Data preprocessing is a critical part of time series data analysis. Data from connected medical devices often have missing or abnormal values during acquisition. Handling such situations requires additional assumptions and domain knowledge.…

In industry, machine anomalous sound detection (ASD) is in great demand. However, collecting enough abnormal samples is difficult due to the high cost, which boosts the rapid development of unsupervised ASD algorithms. Autoencoder (AE)…

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of…

Significant advances in utilizing deep learning for anomaly detection have been made in recent years. However, these methods largely assume the existence of a normal training set (i.e., uncontaminated by anomalies) or even a completely…

This paper introduces the Descriptive Variational Autoencoder (DVAE), an unsupervised and end-to-end trainable neural network for predicting vehicle trajectories that provides partial interpretability. The novel approach is based on the…