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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

Multivariate time series anomaly detection has been extensively studied under the semi-supervised setting, where a training dataset with all normal instances is required. However, preparing such a dataset is very laborious since each single…

Machine Learning · Computer Science 2023-06-21 Qihang Zhou , Jiming Chen , Haoyu Liu , Shibo He , Wenchao Meng

The estimation of periodicity is a fundamental task in many scientific areas of study. Existing methods rely on theoretical assumptions that the observation times have equal or i.i.d. spacings, and that common estimators, such as the…

Methodology · Statistics 2021-06-01 Panos Toulis , Jacob Bean

Unsupervised anomaly detection in time series has been a pivotal research area for decades. Current mainstream approaches focus on learning normality, on the assumption that all or most of the samples in the training set are normal.…

Machine Learning · Computer Science 2025-05-28 Kohei Obata , Yasuko Matsubara , Yasushi Sakurai

Large network logs, recording multivariate time series generated from heterogeneous devices and sensors in a network, can often reveal important information about abnormal activities, such as network intrusions and device malfunctions.…

Machine Learning · Computer Science 2025-06-19 Yijun Lin , Yao-Yi Chiang

Subsequence anomaly detection in long sequences is an important problem with applications in a wide range of domains. However, the approaches proposed so far in the literature have severe limitations: they either require prior domain…

Machine Learning · Computer Science 2022-07-26 Paul Boniol , Themis Palpanas

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks…

Machine Learning · Computer Science 2024-07-30 Daniele Meli

Anomaly detection for time-series data becomes an essential task for many data-driven applications fueled with an abundance of data and out-of-the-box machine-learning algorithms. In many real-world settings, developing a reliable anomaly…

Time series anomaly detection (TSAD) is a critical data mining task often constrained by label scarcity. Consequently, current research predominantly focuses on Unsupervised Time-series Anomaly Detection (UTAD), relying on increasingly…

Machine Learning · Computer Science 2026-04-03 Zhijie Zhong , Zhiwen Yu , Kaixiang Yang , Yongheng Liu , Jun Jiang , C. L. Philip Chen

While supervised techniques in re-identification are extremely effective, the need for large amounts of annotations makes them impractical for large camera networks. One-shot re-identification, which uses a singular labeled tracklet for…

Computer Vision and Pattern Recognition · Computer Science 2020-07-23 Dripta S. Raychaudhuri , Amit K. Roy-Chowdhury

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

Time series constitute a challenging data type for machine learning algorithms, due to their highly variable lengths and sparse labeling in practice. In this paper, we tackle this challenge by proposing an unsupervised method to learn…

Machine Learning · Computer Science 2020-01-06 Jean-Yves Franceschi , Aymeric Dieuleveut , Martin Jaggi

Due to the unsupervised nature of anomaly detection, the key to fueling deep models is finding supervisory signals. Different from current reconstruction-guided generative models and transformation-based contrastive models, we devise novel…

Machine Learning · Computer Science 2023-05-26 Hongzuo Xu , Yijie Wang , Juhui Wei , Songlei Jian , Yizhou Li , Ning Liu

Unsupervised disentanglement is a long-standing challenge in representation learning. Recently, self-supervised techniques achieved impressive results in the sequential setting, where data is time-dependent. However, the latter methods…

Machine Learning · Computer Science 2023-05-26 Ilan Naiman , Nimrod Berman , Omri Azencot

Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a…

Machine Learning · Computer Science 2023-02-03 Ferdinand Rewicki , Joachim Denzler , Julia Niebling

Labeled data is a critical resource for training and evaluating machine learning models. However, many real-life datasets are only partially labeled. We propose a semi-supervised machine learning training strategy to improve event detection…

Computer Vision and Pattern Recognition · Computer Science 2022-10-05 Florian Dubost , Erin Hong , Nandita Bhaskhar , Siyi Tang , Daniel Rubin , Christopher Lee-Messer

Key Performance Indicators (KPI), which are essentially time series data, have been widely used to indicate the performance of telecom networks. Based on the given KPIs, a large set of anomaly detection algorithms have been deployed for…

Machine Learning · Computer Science 2023-05-26 Hamza Bodor , Thai V. Hoang , Zonghua Zhang

Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…

Machine Learning · Computer Science 2020-09-10 Yuanxiang Ying , Juanyong Duan , Chunlei Wang , Yujing Wang , Congrui Huang , Bixiong Xu

We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD…

Machine Learning · Computer Science 2021-04-02 Tong Wu , Jorge Ortiz

From human physiology to environmental evolution, important processes in nature often exhibit meaningful and strong periodic or quasi-periodic changes. Due to their inherent label scarcity, learning useful representations for periodic tasks…

Machine Learning · Computer Science 2023-02-22 Yuzhe Yang , Xin Liu , Jiang Wu , Silviu Borac , Dina Katabi , Ming-Zher Poh , Daniel McDuff