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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…
Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various…
Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…
Among the many challenges posed by the huge data volumes produced by the new generation of astronomical instruments there is also the search for rare and peculiar objects. Unsupervised outlier detection algorithms may provide a viable…
Outlier detection is a crucial analytical tool in various fields. In critical systems like manufacturing, malfunctioning outlier detection can be costly and safety-critical. Therefore, there is a significant need for explainable artificial…
Time series anomaly detection is challenging due to the complexity and variety of patterns that can occur. One major difficulty arises from modeling time-dependent relationships to find contextual anomalies while maintaining detection…
Anomaly detection is a longstanding and active research area that has many applications in domains such as finance, security, and manufacturing. However, the efficiency and performance of anomaly detection algorithms are challenged by the…
Errors are prevalent in time series data, such as GPS trajectories or sensor readings. Existing methods focus more on anomaly detection but not on repairing the detected anomalies. By simply filtering out the dirty data via anomaly…
This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…
In many IoT applications, the central interest lies not in individual sensor signals but in their differences, yet interpreting such differences requires expert knowledge. We propose DiffNator, a framework for structured explanations of…
We consider the Granger causal structure learning problem from time series data. Granger causal algorithms predict a 'Granger causal effect' between two variables by testing if prediction error of one decreases significantly in the absence…
In this paper, we present a novel approach for local exceptionality detection on time series data. This method provides the ability to discover interpretable patterns in the data, which can be used to understand and predict the progression…
Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…
Time-series generated by end-users, edge devices, and different wearables are mostly unlabelled. We propose a method to auto-generate labels of un-labelled time-series, exploiting very few representative labelled time-series. Our method is…
In this paper, we propose a novel framework for non-stationary time-series analysis that replaces conventional correlation-based statistics with direct estimation of statistical dependence in the normalized joint density of input and target…
A multivariate score-driven filter is developed to extract signals from noisy vector processes. By assuming that the conditional location vector from a multivariate Student's t distribution changes over time, we construct a robust filter…
This paper presents an approach to analyzing two-dimensional temporal datasets focusing on identifying observations that are significant in calculating the outliers of a scatterplot. We also propose a prototype, called Outliagnostics, to…
This paper introduces temporal-conditioned normalizing flows (tcNF), a novel framework that addresses anomaly detection in time series data with accurate modeling of temporal dependencies and uncertainty. By conditioning normalizing flows…
While self-supervised learning has improved anomaly detection in computer vision and natural language processing, it is unclear whether tabular data can benefit from it. This paper explores the limitations of self-supervision for tabular…
Nonlinear and delayed effects of covariates often render time series forecasting challenging. To this end, we propose a novel forecasting framework based on ridge regression with signature features calculated on sliding windows. These…