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Anomaly detection of time series plays an important role in reliability systems engineering. However, in practical application, there is no precisely defined boundary between normal and anomalous behaviors in different application…

Machine Learning · Computer Science 2020-10-16 Ziling Wu , Ping Liu , Zheng Hu , Bocheng Li , Jun Wang

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Anomaly Detection (AD) is a critical task that involves identifying observations that do not conform to a learned model of normality. Prior work in deep AD is predominantly based on a familiarity hypothesis, where familiar features serve as…

Machine Learning · Computer Science 2024-02-27 Sarath Sivaprasad , Mario Fritz

Anomaly detection is fundamental yet, challenging problem with practical applications in industry. The current approaches neglect the higher-order dependencies within the networks of interconnected sensors in the high-dimensional time…

Machine Learning · Computer Science 2024-08-22 Sakhinana Sagar Srinivas , Rajat Kumar Sarkar , Venkataramana Runkana

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Machine Learning · Computer Science 2016-11-17 Maxim Raginsky , Rebecca Willett , Corinne Horn , Jorge Silva , Roummel Marcia

A novel approach to detecting anomalies in time series data is presented in this paper. This approach is pivotal in domains such as data centers, sensor networks, and finance. Traditional methods often struggle with manual parameter tuning…

Machine Learning · Computer Science 2025-04-07 Bahareh Golchin , Banafsheh Rekabdar

The increasing connectivity of data and cyber-physical systems has resulted in a growing number of cyber-attacks. Real-time detection of such attacks, through the identification of anomalous activity, is required so that mitigation and…

Machine Learning · Statistics 2021-04-23 Raisa Dzhamtyrova , Carsten Maple

Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their…

Machine Learning · Computer Science 2023-02-01 Marek Wadinger , Michal Kvasnica

Given the scarcity of anomalies in real-world applications, the majority of literature has been focusing on modeling normality. The learned representations enable anomaly detection as the normality model is trained to capture certain key…

Machine Learning · Computer Science 2022-07-05 Feng Xue , Weizhong Yan

Performance and high availability have become increasingly important drivers, amongst other drivers, for user retention in the context of web services such as social networks, and web search. Exogenic and/or endogenic factors often give…

Machine Learning · Computer Science 2017-04-26 Jordan Hochenbaum , Owen S. Vallis , Arun Kejariwal

Internet-based services have seen remarkable success, generating vast amounts of monitored key performance indicators (KPIs) as univariate or multivariate time series. Monitoring and analyzing these time series are crucial for researchers,…

Machine Learning · Computer Science 2023-08-02 Zhenyu Zhong , Qiliang Fan , Jiacheng Zhang , Minghua Ma , Shenglin Zhang , Yongqian Sun , Qingwei Lin , Yuzhi Zhang , Dan Pei

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

Methodology · Statistics 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang

In the fields of statistics and unsupervised machine learning a fundamental and well-studied problem is anomaly detection. Anomalies are difficult to define, yet many algorithms have been proposed. Underlying the approaches is the nebulous…

Cryptography and Security · Computer Science 2022-05-16 Nassir Mohammad

Anomaly detection is an active research topic in many different fields such as intrusion detection, network monitoring, system health monitoring, IoT healthcare, etc. However, many existing anomaly detection approaches require either human…

Machine Learning · Computer Science 2022-12-06 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Anomaly detection is the process of identifying unexpected events or ab-normalities in data, and it has been applied in many different areas such as system monitoring, fraud detection, healthcare, intrusion detection, etc. Providing…

Machine Learning · Computer Science 2023-01-11 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Detecting anomalies in discrete event logs is critical for ensuring system reliability, security, and efficiency. Traditional window-based methods for log anomaly detection often suffer from context bias and fuzzy localization, which hinder…

Software Engineering · Computer Science 2025-01-22 Jiaxing Qi , Chang Zeng , Zhongzhi Luan , Shaohan Huang , Shu Yang , Yao Lu , Hailong Yang , Depei Qian
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