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From the identification of a drawback in the Isolation Forest (IF) algorithm that limits its use in the scope of anomaly detection, we propose two extensions that allow to firstly overcome the previously mention limitation and secondly to…

Machine Learning · Computer Science 2018-10-30 Pierre-François Marteau , Saeid Soheily-Khah , Nicolas Béchet

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Lars Schmidt-Thieme

In this paper we describe an approach for anomaly detection and its explainability in multivariate functional data. The anomaly detection procedure consists of transforming the series into a vector of features and using an Isolation forest…

Machine Learning · Statistics 2022-05-09 Mathieu Cura , Katarina Firdova , Céline Labart , Arthur Martel

We address the problem of detecting anomalies as samples that do not conform to structured patterns represented by low-dimensional manifolds. To this end, we conceive a general anomaly detection framework called Preference Isolation Forest…

Machine Learning · Computer Science 2025-09-19 Filippo Leveni , Luca Magri , Cesare Alippi , Giacomo Boracchi

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

We propose a tree ensemble method, referred to as time series forest (TSF), for time series classification. TSF employs a combination of the entropy gain and a distance measure, referred to as the Entrance (entropy and distance) gain, for…

Machine Learning · Computer Science 2013-06-04 Houtao Deng , George Runger , Eugene Tuv , Martyanov Vladimir

We describe the use of an unsupervised Random Forest for similarity learning and improved unsupervised anomaly detection. By training a Random Forest to discriminate between real data and synthetic data sampled from a uniform distribution…

Machine Learning · Statistics 2025-04-23 Joshua S. Harvey , Joshua Rosaler , Mingshu Li , Dhruv Desai , Dhagash Mehta

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

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

Anomaly Detection (AD) is evolving through algorithms capable of identifying outliers in complex datasets. The Isolation Forest (IF), a pivotal AD technique, exhibits adaptability limitations and biases. This paper introduces the…

Machine Learning · Computer Science 2025-11-11 Alessio Arcudi , Alessandro Ferreri , Francesco Borsatti , Gian Antonio Susto

We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…

Machine Learning · Computer Science 2025-04-29 Robert Leppich , Michael Stenger , Daniel Grillmeyer , Vanessa Borst , Samuel Kounev

Isolation Forest (iForest) is an unsupervised anomaly detection algorithm designed to effectively detect anomalies under the assumption that anomalies are ``few and different." Various studies have aimed to enhance iForest, but the…

Machine Learning · Computer Science 2025-03-18 Hun Kang , Kyoungok Kim

Anomaly detection is a critical task in data mining and management with applications spanning fraud detection, network security, and log monitoring. Despite extensive research, existing unsupervised anomaly detection methods still face…

Machine Learning · Computer Science 2025-10-16 Yang Cao , Sikun Yang , Hao Tian , Kai He , Lianyong Qi , Ming Liu , Yujiu Yang

Outlier, or anomaly, detection is essential for optimal performance of machine learning methods and statistical predictive models. It is not just a technical step in a data cleaning process but a key topic in many fields such as fraudulent…

Machine Learning · Computer Science 2020-02-19 O. Ramos Terrades , A. Berenguel , D. Gil

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

The widespread integration of new technologies in low-voltage distribution networks on the consumer side creates the need for distribution system operators to perform advanced real-time calculations to estimate network conditions. In recent…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Petar Labura , Tomislav Antic , Tomislav Capuder

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

A new modification of Isolation Forest called Attention-Based Isolation Forest (ABIForest) for solving the anomaly detection problem is proposed. It incorporates the attention mechanism in the form of the Nadaraya-Watson regression into the…

Machine Learning · Computer Science 2022-10-07 Lev V. Utkin , Andrey Y. Ageev , Andrei V. Konstantinov

Solar flares not only pose risks to outer space technologies and astronauts' well being, but also cause disruptions on earth to our hight-tech, interconnected infrastructure our lives highly depend on. While a number of machine-learning…

Machine Learning · Computer Science 2022-06-16 Junzhi Wen , Md Reazul Islam , Azim Ahmadzadeh , Rafal A. Angryk

There are now a broad range of time series classification (TSC) algorithms designed to exploit different representations of the data. These have been evaluated on a range of problems hosted at the UCR-UEA TSC Archive…

Machine Learning · Computer Science 2017-04-10 Anthony Bagnall , Aaron Bostrom , James Large , Jason Lines