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On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

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

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…

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

Uncertain data streams have been widely generated in many Web applications. The uncertainty in data streams makes anomaly detection from sensor data streams far more challenging. In this paper, we present a novel framework that supports…

Artificial Intelligence · Computer Science 2016-07-21 Jiangang Ma , Le Sun , Hua Wang , Yanchun Zhang , Uwe Aickelin

We propose a hybrid approach to temporal anomaly detection in access data of users to databases --- or more generally, any kind of subject-object co-occurrence data. We consider a high-dimensional setting that also requires fast computation…

Cryptography and Security · Computer Science 2019-08-13 Eyal Gutflaish , Aryeh Kontorovich , Sivan Sabato , Ofer Biller , Oded Sofer

Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typically focusing on point anomalies or assuming a constant…

Methodology · Statistics 2025-09-01 Yiyin Zhang , Florian Pein , Idris Eckley

Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the…

Machine Learning · Computer Science 2019-06-11 Hansheng Ren , Bixiong Xu , Yujing Wang , Chao Yi , Congrui Huang , Xiaoyu Kou , Tony Xing , Mao Yang , Jie Tong , Qi Zhang

The ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc (offline) anomaly detection methodology to the sequential…

Methodology · Statistics 2020-09-16 Alexander T. M. Fisch , Lawrence Bardwell , Idris A. Eckley

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

Time series anomaly detection is a critical machine learning task for numerous applications, such as finance, healthcare, and industrial systems. However, even high-performing models may exhibit potential issues such as biases, leading to…

Human-Computer Interaction · Computer Science 2025-06-24 Ziquan Deng , Xiwei Xuan , Kwan-Liu Ma , Zhaodan Kong

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…

Machine Learning · Computer Science 2020-01-31 Yifeng Gao , Jessica Lin , Constantin Brif

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

Classical anomaly detection is principally concerned with point-based anomalies, those anomalies that occur at a single point in time. Yet, many real-world anomalies are range-based, meaning they occur over a period of time. Motivated by…

Machine Learning · Computer Science 2019-01-04 Nesime Tatbul , Tae Jun Lee , Stan Zdonik , Mejbah Alam , Justin Gottschlich

Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

Machine Learning · Computer Science 2023-07-21 Manqing Dong , Zhanxiang Zhao , Yitong Geng , Wentao Li , Wei Wang , Huai Jiang

Time series anomaly detection has achieved remarkable progress in recent years. However, evaluation practices have received comparatively less attention, despite their critical importance. Existing metrics exhibit several limitations: (1)…

Machine Learning · Computer Science 2026-03-09 Yuewei Li , Dalin Zhang , Huan Li , Xinyi Gong , Hongjun Chu , Zhaohui Song

Identifying anomalies from time series data plays an important role in various fields such as infrastructure security, intelligent operation and maintenance, and space exploration. Current research focuses on detecting the anomalies after…

Machine Learning · Computer Science 2024-10-17 Sinong Zhao , Wenrui Wang , Hongzuo Xu , Zhaoyang Yu , Qingsong Wen , Gang Wang , xiaoguang Liu , Guansong Pang

Smart home IoT systems and devices are susceptible to attacks and malfunctions. As a result, users' concerns about their security and safety issues arise along with the prevalence of smart home deployments. In a smart home, various…

Cryptography and Security · Computer Science 2022-01-21 Chenxu Jiang , Chenglong Fu , Zhenyu Zhao , Xiaojiang Du , Yuede Ji

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…

Machine Learning · Computer Science 2021-06-15 Ailin Deng , Bryan Hooi