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Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

Machine Learning · Computer Science 2018-12-24 Zhang Rong , Dong Shandong , Nie Xin , Xiao Shiguang

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev

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

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

Abnormal event detection in videos is a challenging problem, partly due to the multiplicity of abnormal patterns and the lack of their corresponding annotations. In this paper, we propose new constrained pretext tasks to learn object level…

Computer Vision and Pattern Recognition · Computer Science 2023-04-25 Yassine Naji , Aleksandr Setkov , Angélique Loesch , Michèle Gouiffès , Romaric Audigier

Recent studies have shown the ability of large language models to perform a variety of tasks, including time series forecasting. The flexible nature of these models allows them to be used for many applications. In this paper, we present a…

Machine Learning · Computer Science 2024-11-04 Sarah Alnegheimish , Linh Nguyen , Laure Berti-Equille , Kalyan Veeramachaneni

Time series anomaly detection is critical for modern digital infrastructures, yet existing methods lack systematic cross-domain evaluation. We present a comprehensive forecasting-based framework unifying classical methods (Holt-Winters,…

Machine Learning · Computer Science 2025-10-14 Mohammad Karami , Mostafa Jalali , Fatemeh Ghassemi

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Machine Learning · Computer Science 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

Time series anomaly detection has garnered considerable attention across diverse domains. While existing methods often fail to capture the underlying mechanisms behind anomaly generation in time series data. In addition, time series anomaly…

Machine Learning · Computer Science 2025-08-07 Yutong Xia , Yingying Zhang , Yuxuan Liang , Lunting Fan , Qingsong Wen , Roger Zimmermann

Anomaly detection for tabular data has been a long-standing unsupervised learning problem that remains a major challenge for current deep learning models. Recently, in-context learning has emerged as a new paradigm that has shifted efforts…

Machine Learning · Computer Science 2026-03-17 Patryk Marszałek , Tomasz Kuśmierczyk , Marek Śmieja

Time series anomaly detection is instrumental in maintaining system availability in various domains. Current work in this research line mainly focuses on learning data normality deeply and comprehensively by devising advanced neural network…

Machine Learning · Computer Science 2024-04-25 Hongzuo Xu , Yijie Wang , Songlei Jian , Qing Liao , Yongjun Wang , Guansong Pang

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

An Anomaly Detection (AD) System for Self-diagnosis has been developed for Multiphase Flow Meter (MPFM). The system relies on machine learning algorithms for time series forecasting, historical data have been used to train a model and to…

Machine Learning · Computer Science 2023-01-03 Tommaso Barbariol , Davide Masiero , Enrico Feltresi , Gian Antonio Susto

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

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important…

Machine Learning · Computer Science 2024-12-31 Paul Boniol , Qinghua Liu , Mingyi Huang , Themis Palpanas , John Paparrizos

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Machine Learning · Computer Science 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…

Machine Learning · Computer Science 2022-01-03 Pedro Costa , Vitor Cerqueira , João Vinagre