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Existing Multivariate Time Series Anomaly Detection (MTSAD) frameworks increasingly rely on integrating Graph Neural Networks (GNNs) with sequence models to capture complex spatio-temporal dependencies. However, less attention is paid to…

Artificial Intelligence · Computer Science 2026-05-19 Suofei Zhang , Yaxuan Zheng , Haifeng Hu

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus

This paper presents a new method for anomaly detection in automated systems with time and compute sensitive requirements, such as autonomous driving, with unparalleled efficiency. As systems like autonomous driving become increasingly…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Andrew Gao , Jun Liu

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

Time Series Anomaly Detection (TSAD) finds widespread applications across various domains such as financial markets, industrial production, and healthcare. Its primary objective is to learn the normal patterns of time series data, thereby…

Machine Learning · Computer Science 2024-07-01 Yutong Chen , Hongzuo Xu , Guansong Pang , Hezhe Qiao , Yuan Zhou , Mingsheng Shang

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current…

Machine Learning · Computer Science 2025-10-07 Haotian Gao , Zheng Dong , Jiawei Yong , Shintaro Fukushima , Kenjiro Taura , Renhe Jiang

Multimodal time series (MTS) anomaly detection is crucial for maintaining the safety and stability of working devices (e.g., water treatment system and spacecraft), whose data are characterized by multivariate time series with diverse…

Machine Learning · Computer Science 2023-10-18 Chaoyue Ding , Shiliang Sun , Jing Zhao

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

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

Machine Learning · Computer Science 2020-10-27 Tryambak Gangopadhyay , Sin Yong Tan , Zhanhong Jiang , Rui Meng , Soumik Sarkar

Spatiotemporal forecasting techniques are significant for various domains such as transportation, energy, and weather. Accurate prediction of spatiotemporal series remains challenging due to the complex spatiotemporal heterogeneity. In…

Machine Learning · Computer Science 2024-10-01 Haotian Gao , Renhe Jiang , Zheng Dong , Jinliang Deng , Yuxin Ma , Xuan Song

Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Machine Learning · Computer Science 2023-09-18 Nghia Duong-Trung , Duc-Manh Nguyen , Danh Le-Phuoc

Time series anomaly detection (TSAD) is an important data mining task with numerous applications in the IoT era. In recent years, a large number of deep neural network-based methods have been proposed, demonstrating significantly better…

Machine Learning · Computer Science 2022-08-04 Wenkai Li , Cheng Feng , Ting Chen , Jun Zhu

The current state of machine learning scholarship in Timeseries Anomaly Detection (TAD) is plagued by the persistent use of flawed evaluation metrics, inconsistent benchmarking practices, and a lack of proper justification for the choices…

Machine Learning · Computer Science 2024-06-06 M. Saquib Sarfraz , Mei-Yen Chen , Lukas Layer , Kunyu Peng , Marios Koulakis

Continuous efforts are being made to advance anomaly detection in various manufacturing processes to increase the productivity and safety of industrial sites. Deep learning replaced rule-based methods and recently emerged as a promising…

Machine Learning · Computer Science 2024-06-28 Kukjin Choi , Jihun Yi , Jisoo Mok , Sungroh Yoon

Time series anomaly detection forms a very crucial area in several domains but poses substantial challenges. Due to time series data possessing seasonality, trends, noise, and evolving patterns (concept drift), it becomes very difficult to…

Machine Learning · Computer Science 2025-10-07 Yadav Mahesh Lorik , Kaushik Sarveswaran , Nagaraj Sundaramahalingam , Aravindakumar Venugopalan

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

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

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are…

Machine Learning · Computer Science 2025-06-03 Minbo Ma , Kai Tang , Huan Li , Fei Teng , Dalin Zhang , Tianrui Li

Multivariate time series anomaly detection is a very common problem in the field of failure prevention. Fast prevention means lower repair costs and losses. The amount of sensors in novel industry systems makes the anomaly detection process…

Machine Learning · Computer Science 2021-11-24 Kamil Faber , Dominik Żurek , Marcin Pietroń , Kamil Piętak
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