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Matrix Profile (MP) methods are an interpretable and scalable family of distance-based methods for time-series anomaly detection, but strong benchmark performance still depends on design choices beyond a vanilla nearest-neighbor profile.…

Machine Learning · Computer Science 2026-04-28 Chin-Chia Michael Yeh

Sensor-based remote health monitoring is used in industrial, urban and healthcare settings to monitor ongoing operation of equipment and human health. An important aim is to intervene early if anomalous events or adverse health is detected.…

Machine Learning · Computer Science 2022-11-30 Nivedita Bijlani , Oscar Mendez Maldonado , Samaneh Kouchaki

Recent rapid development of sensor technology has allowed massive fine-grained time series (TS) data to be collected and set the foundation for the development of data-driven services and applications. During the process, data sharing is…

Machine Learning · Computer Science 2023-01-06 Li Zhang , Jiahao Ding , Yifeng Gao , Jessica Lin

Anomaly detection on time series is a fundamental task in monitoring the Key Performance Indicators (KPIs) of IT systems. Many of the existing approaches in the literature show good performance while requiring a lot of training resources.…

Machine Learning · Computer Science 2021-09-07 Shi-Ying Lan , Run-Qing Chen , Wan-Lei Zhao

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…

Machine Learning · Computer Science 2026-01-06 Wei Hu , Zewei Yu , Jianqiu Xu

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

The matrix profile (MP) is a data structure computed from a time series which encodes the data required to locate motifs and discords, corresponding to recurring patterns and outliers respectively. When the time series contains noisy data…

Machine Learning · Computer Science 2023-06-21 Colin Hehir , Alan F. Smeaton

The automatic detection of gait anomalies can lead to systems that can be used for fall detection and prevention. In this paper, we present a gait anomaly detection system based on the Matrix Profile (MP) algorithm. The MP algorithm is…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Branislav Gerazov , Elena Hadzieva , Andrei Krivosei , Fiorella Ines Soto Sanchez , Jakob Rostovski , Alar Kuusik , Mahtab Alam

In this paper, we introduce Masked Anomaly Detection (MAD), a general self-supervised learning task for multivariate time series anomaly detection. With the increasing availability of sensor data from industrial systems, being able to…

Machine Learning · Computer Science 2022-10-04 Yiwei Fu , Feng Xue

Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the…

Machine Learning · Computer Science 2025-12-03 Emmanouil Sylligardos , John Paparrizos , Themis Palpanas , Pierre Senellart , Paul Boniol

The last decade has seen a flurry of research on all-pairs-similarity-search (or, self-join) for text, DNA, and a handful of other datatypes, and these systems have been applied to many diverse data mining problems. Surprisingly, however,…

Machine Learning · Computer Science 2020-07-14 Chin-Chia Michael Yeh

Efficient anomaly detection and diagnosis in multivariate time-series data is of great importance for modern industrial applications. However, building a system that is able to quickly and accurately pinpoint anomalous observations is a…

Machine Learning · Computer Science 2022-05-17 Shreshth Tuli , Giuliano Casale , Nicholas R. Jennings

Online sensing plays an important role in advancing modern manufacturing. The real-time sensor signals, which can be stored as high-resolution time series data, contain rich information about the operation status. One of its popular usages…

Machine Learning · Computer Science 2025-10-14 Frida Cantu , Salomon Ibarra , Arturo Gonzales , Jesus Barreda , Chenang Liu , Li Zhang

Matrix profile has been recently proposed as a promising technique to the problem of all-pairs-similarity search on time series. Efficient algorithms have been proposed for computing it, e.g., STAMP, STOMP and SCRIMP++. All these algorithms…

Machine Learning · Computer Science 2019-01-18 Reza Akbarinia , Bertrand Cloez

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

Key Performance Indicators (KPIs) are essential time-series metrics for ensuring the reliability and stability of many software systems. They faithfully record runtime states to facilitate the understanding of anomalous system behaviors and…

Software Engineering · Computer Science 2024-01-15 Jinyang Liu , Wenwei Gu , Zhuangbin Chen , Yichen Li , Yuxin Su , Michael R. Lyu

Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, or faulty devices which if left undetected could lead to…

Machine Learning · Computer Science 2023-01-31 Usman Anjum , Samuel Lin , Justin Zhan

This paper presents an extensive empirical study on the integration of dimensionality reduction techniques with advanced unsupervised time series anomaly detection models, focusing on the MUTANT and Anomaly-Transformer models. The study…

Machine Learning · Computer Science 2024-03-08 Mahsun Altin , Altan Cakir

Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…

Machine Learning · Computer Science 2025-05-20 Shiyu Wang , Jiawei Li , Xiaoming Shi , Zhou Ye , Baichuan Mo , Wenze Lin , Shengtong Ju , Zhixuan Chu , Ming Jin
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