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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

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…

Multivariate Time Series (MTS) anomaly detection focuses on pinpointing samples that diverge from standard operational patterns, which is crucial for ensuring the safety and security of industrial applications. The primary challenge in this…

Machine Learning · Computer Science 2024-04-19 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

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

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

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

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

Unsupervised anomaly detection in time series is essential in industrial applications, as it significantly reduces the need for manual intervention. Multivariate time series pose a complex challenge due to their feature and temporal…

Machine Learning · Computer Science 2024-08-26 Zhe Liu , Xiang Huang , Jingyun Zhang , Zhifeng Hao , Li Sun , Hao Peng

Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…

Machine Learning · Computer Science 2026-02-10 Xiaona Zhou , Constantin Brif , Ismini Lourentzou

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…

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Multivariate time series anomalies often manifest as shifts in cross-channel dependencies rather than simple amplitude excursions. In autonomous driving, for instance, a steering command might be internally consistent but decouple from the…

Machine Learning · Computer Science 2026-03-17 Kadir-Kaan Özer , René Ebeling , Markus Enzweiler

Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on…

Machine Learning · Computer Science 2020-09-22 Duc Nguyen , Phuoc Nguyen , Kien Do , Santu Rana , Sunil Gupta , Truyen Tran

Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…

Social and Information Networks · Computer Science 2023-05-10 Len Feremans , Boris Cule , Bart Goethals

Multivariate Time Series Anomaly Detection (MTSAD) is critical for real-world monitoring scenarios such as industrial control and aerospace systems. Mainstream reconstruction-based anomaly detection methods suffer from two key limitations:…

Machine Learning · Computer Science 2026-04-13 Jun Liu , Ying Chen , Ziqian Lu , Qinyue Tong , Jun Tang

Microservice architecture has sprung up over recent years for managing enterprise applications, due to its ability to independently deploy and scale services. Despite its benefits, ensuring the reliability and safety of a microservice…

Machine Learning · Computer Science 2023-10-10 Jun Huang , Yang Yang , Hang Yu , Jianguo Li , Xiao Zheng

Unsupervised multivariate time series anomaly detection (UMTSAD) plays a critical role in various domains, including finance, networks, and sensor systems. In recent years, due to the outstanding performance of deep learning in general…

Machine Learning · Computer Science 2025-04-28 Tiange Huang , Yongjun Li

Efficient anomaly detection and diagnosis in multivariate time-series data is of great importance for modern industrial applications. However, building a system that is able to quickly and accurately pinpoint anomalous observations is a…

Machine Learning · Computer Science 2022-05-17 Shreshth Tuli , Giuliano Casale , Nicholas R. Jennings

For modern industrial applications, accurately detecting and diagnosing anomalies in multivariate time series data is essential. Despite such need, most state-of-the-art methods often prioritize detection performance over model…

Machine Learning · Computer Science 2024-10-31 Minha Kim , Kishor Kumar Bhaumik , Amin Ahsan Ali , Simon S. Woo

Anomaly detection techniques enable effective anomaly detection and diagnosis in multi-variate time series data, which are of major significance for today's industrial applications. However, establishing an anomaly detection system that can…

Machine Learning · Computer Science 2024-05-02 Lingrui Yu
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