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Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

Machine Learning · Computer Science 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

Geoelectrical techniques are widely used to monitor groundwater processes, while surprisingly few studies have considered audio (AMT) and radio (RMT) magnetotellurics for such purposes. In this numerical investigation, we analyze to what…

Geophysics · Physics 2017-01-11 M. Rosas Carbajal , N. Linde , T. Kalscheuer

Time series data are inherently functions of time, yet current transformers often learn time series by modeling them as mere concatenations of time periods, overlooking their functional properties. In this work, we propose a novel objective…

Anomaly detection in multivariate time series (MTS) is crucial for various applications in data mining and industry. Current industrial methods typically approach anomaly detection as an unsupervised learning task, aiming to identify…

Machine Learning · Computer Science 2024-10-14 Yuanyi Wang , Haifeng Sun , Chengsen Wang , Mengde Zhu , Jingyu Wang , Wei Tang , Qi Qi , Zirui Zhuang , Jianxin Liao

Irregular time series data are prevalent in the real world and are challenging to model with a simple recurrent neural network (RNN). Hence, a model that combines the use of ordinary differential equations (ODE) and RNN was proposed…

Machine Learning · Computer Science 2022-07-13 Ting Fung Lam , Yony Bresler , Ahmed Khorshid , Nathan Perlmutter

The delivery and assessment of quality health care is complex with many interacting and interdependent components. In terms of research design and statistical analysis, this complexity and interdependency makes it difficult to assess the…

Methodology · Statistics 2018-12-03 Maricela Cruz , Daniel L. Gillen , Miriam Bender , Hernando Ombao

Time series anomaly detection is widely used in IoT and cyber-physical systems, yet its evaluation remains challenging due to diverse application objectives and heterogeneous metric assumptions. This study introduces a problem-oriented…

Artificial Intelligence · Computer Science 2026-05-15 Kaixiang Yang , Jiarong Liu , Yupeng Song , Shuanghua Yang , Yujue Zhou

Irregular multivariate time series data is characterized by varying time intervals between consecutive observations of measured variables/signals (i.e., features) and varying sampling rates (i.e., recordings/measurement) across these…

Machine Learning · Computer Science 2024-04-26 Xingyu Chen , Xiaochen Zheng , Amina Mollaysa , Manuel Schürch , Ahmed Allam , Michael Krauthammer

Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to…

Machine Learning · Computer Science 2025-05-08 Sungwon Han , Seungeon Lee , Meeyoung Cha , Sercan O Arik , Jinsung Yoon

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical scenarios ranging from DevOps to IoT, where we want to…

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

Time series models are ubiquitous in science, arising in any situation where researchers seek to understand how a system's behaviour changes over time. A key problem in time series modelling is \emph{inference}; determining properties of…

Mathematical Software · Computer Science 2020-01-13 Michael Clerx , Martin Robinson , Ben Lambert , Chon Lok Lei , Sanmitra Ghosh , Gary R. Mirams , David J. Gavaghan

While time series diffusion models have received considerable focus from many recent works, the performance of existing models remains highly unstable. Factors limiting time series diffusion models include insufficient time series datasets…

Machine Learning · Computer Science 2024-10-25 Jingwei Liu , Ling Yang , Hongyan Li , Shenda Hong

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

Time series methods are of fundamental importance in virtually any field of science that deals with temporally structured data. Recently, there has been a surge of deterministic transformer models with time series-specific architectural…

Multivariate time series anomaly detection (MTSAD) aims to accurately identify and localize complex abnormal patterns in the large-scale industrial control systems. While existing approaches excel in recognizing the distinct patterns under…

Machine Learning · Computer Science 2025-12-17 Xuechun Liu , Heli Sun , Xuecheng Wu , Ruichen Cao , Yunyun Shi , Dingkang Yang , Haoran Li

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Numerical Analysis · Mathematics 2022-07-28 Neil K. Chada , Marco A. Iglesias , Shuai Lu , Frank Werner

Latency anomalies, defined as persistent or transient increases in round-trip time (RTT), are common in residential Internet performance. When multiple users observe anomalies to the same destination, this may reflect shared infrastructure,…

Networking and Internet Architecture · Computer Science 2026-02-05 Taveesh Sharma , Andrew Chu , Paul Schmitt , Francesco Bronzino , Nick Feamster , Nicole Marwell

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

A core component of precision medicine research involves optimizing individualized treatment rules (ITRs) based on patient characteristics. Many studies used to estimate ITRs are longitudinal in nature, collecting outcomes over time. Yet,…

Methodology · Statistics 2024-05-29 Lanqiu Yao , Thaddeus Tarpey
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