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This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…

Machine Learning · Computer Science 2025-04-02 Qiuliuyang Bao , Jiawei Wang , Hao Gong , Yiwei Zhang , Xiaojun Guo , Hanrui Feng

Nowadays, the volume of network traffic continues to grow, along with the frequency and sophistication of attacks. This scenario highlights the need for solutions capable of continuously adapting, since network behavior is dynamic and…

Semi-supervised anomaly detection for sensor signals is critical in ensuring system reliability in smart manufacturing. However, existing methods rely heavily on data correlation, neglecting causality and leading to potential…

Machine Learning · Computer Science 2024-05-17 Xiangwei Chen , Ruliang Xiaoa , Zhixia Zeng , Zhipeng Qiu , Shi Zhang , Xin Du

Anomaly detection algorithms have been proved to be useful in the search of new physics beyond the Standard Model. However, a prerequisite for using an anomaly detection algorithm is that the signal to be sought is indeed anomalous. This…

High Energy Physics - Phenomenology · Physics 2023-10-23 Ji-Chong Yang , Yu-Chen Guo , Li-Hua Cai

Undoubtedly, machine learning techniques are being increasingly applied to a wide range of situations in the field of condensed matter. Amongst these techniques, unsupervised techniques are especially attractive, since they imply the…

Strongly Correlated Electrons · Physics 2024-12-04 F. A. Gómez Albarracín

The widespread adoption of encrypted communication protocols such as HTTPS and TLS has enhanced data privacy but also rendered traditional anomaly detection techniques less effective, as they often rely on inspecting unencrypted payloads.…

Cryptography and Security · Computer Science 2025-05-23 Kalindi Singh , Aayush Kashyap , Aswani Kumar Cherukuri

We present a refined version of the Anomaly Awareness framework for enhancing unsupervised anomaly detection. Our approach introduces minimal supervision into Variational Autoencoders (VAEs) through a two-stage training strategy: the model…

High Energy Physics - Phenomenology · Physics 2025-04-17 Adam Banda , Charanjit K. Khosa , Veronica Sanz

In this paper we propose a new method to assist in labeling data arriving from fast running processes using anomaly detection. A result is the possibility to manually classify data arriving at a high rates to train machine learning models.…

Machine Learning · Computer Science 2024-09-23 Tilman Klaeger , Andre Schult , Lukas Oehm

Convolutional Neural Network (CNN) techniques have proven to be very useful in image-based anomaly detection applications. CNN can be used as deep features extractor where other anomaly detection techniques are applied on these features.…

Machine Learning · Computer Science 2022-08-15 Sulaiman Aburakhia , Tareq Tayeh , Ryan Myers , Abdallah Shami

This paper describes the architecture and the fundamental methodology of an anomaly detector, which by continuously monitoring Simple Network Management Protocol data and by processing it as complex-events, is able to timely recognize…

Cryptography and Security · Computer Science 2021-06-29 Massimiliano Leone Itria , Enrico Schiavone , Nicola Nostro

Resonant anomaly detection is a promising framework for model-independent searches for new particles. Weakly supervised resonant anomaly detection methods compare data with a potential signal against a template of the Standard Model (SM)…

High Energy Physics - Phenomenology · Physics 2023-06-16 Tobias Golling , Samuel Klein , Radha Mastandrea , Benjamin Nachman

We present a novel unsupervised deep learning approach that utilizes the encoder-decoder architecture for detecting anomalies in sequential sensor data collected during industrial manufacturing. Our approach is designed not only to detect…

Monitoring traffic in computer networks is one of the core approaches for defending critical infrastructure against cyber attacks. Machine Learning (ML) and Deep Neural Networks (DNNs) have been proposed in the past as a tool to identify…

Machine Learning · Computer Science 2022-03-01 Daniel L. Marino , Chathurika S. Wickramasinghe , Craig Rieger , Milos Manic

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

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Anomaly detection is a challenging task that frequently arises in practically all areas of industry and science, from fraud detection and data quality monitoring to finding rare cases of diseases and searching for new physics. Most of the…

Machine Learning · Computer Science 2021-11-22 Artem Ryzhikov , Maxim Borisyak , Andrey Ustyuzhanin , Denis Derkach

Event identification is increasingly recognized as crucial for enhancing the reliability, security, and stability of the electric power system. With the growing deployment of Phasor Measurement Units (PMUs) and advancements in data science,…

Machine Learning · Computer Science 2024-07-24 Nima Taghipourbazargani , Lalitha Sankar , Oliver Kosut

Advancements in digital automation for smart grids have led to the installation of measurement devices like phasor measurement units (PMUs), micro-PMUs ($\mu$-PMUs), and smart meters. However, a large amount of data collected by these…

Systems and Control · Electrical Eng. & Systems 2023-09-20 Mehdi Jabbari Zideh , Paroma Chatterjee , Anurag K. Srivastava

The complexity of modern electro-mechanical systems require the development of sophisticated diagnostic methods like anomaly detection capable of detecting deviations. Conventional anomaly detection approaches like signal processing and…

Machine Learning · Computer Science 2025-01-07 Abhishek Srinivasan , Varun Singapuri Ravi , Juan Carlos Andresen , Anders Holst

Detection of object anomalies is crucial in industrial processes, but unsupervised anomaly detection and localization is particularly important due to the difficulty of obtaining a large number of defective samples and the unpredictable…

Computer Vision and Pattern Recognition · Computer Science 2022-12-16 Ruiqing Yan , Fan Zhang , Mengyuan Huang , Wu Liu , Dongyu Hu , Jinfeng Li , Qiang Liu , Jinrong Jiang , Qianjin Guo , Linghan Zheng