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Large network logs, recording multivariate time series generated from heterogeneous devices and sensors in a network, can often reveal important information about abnormal activities, such as network intrusions and device malfunctions.…

Machine Learning · Computer Science 2025-06-19 Yijun Lin , Yao-Yi Chiang

Time series anomaly detection (TSAD) plays a vital role in various domains such as healthcare, networks, and industry. Considering labels are crucial for detection but difficult to obtain, we turn to TSAD with inexact supervision: only…

Machine Learning · Computer Science 2024-01-23 Chen Liu , Shibo He , Haoyu Liu , Shizhong Li

Massive key performance indicators (KPIs) are monitored as multivariate time series data (MTS) to ensure the reliability of the software applications and service system. Accurately detecting the abnormality of MTS is very critical for…

Machine Learning · Computer Science 2023-08-28 Haotian Si , Changhua Pei , Zhihan Li , Yadong Zhao , Jingjing Li , Haiming Zhang , Zulong Diao , Jianhui Li , Gaogang Xie , Dan Pei

Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and…

Machine Learning · Computer Science 2025-10-03 Yuanyuan Yao , Yuhan Shi , Lu Chen , Ziquan Fang , Yunjun Gao , Leong Hou U , Yushuai Li , Tianyi Li

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

Time series anomaly detection (TSAD) focuses on identifying whether observations in streaming data deviate significantly from normal patterns. With the prevalence of connected devices, anomaly detection on time series has become paramount,…

Machine Learning · Computer Science 2025-06-11 Samy-Melwan Vilhes , Gilles Gasso , Mokhtar Z Alaya

Mainstream unsupervised anomaly detection algorithms often excel in academic datasets, yet their real-world performance is restricted due to the controlled experimental conditions involving clean training data. Addressing the challenge of…

Machine Learning · Computer Science 2025-05-13 Thi Kieu Khanh Ho , Narges Armanfard

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

Multivariate time series anomaly detection (MTAD) plays a vital role in a wide variety of real-world application domains. Over the past few years, MTAD has attracted rapidly increasing attention from both academia and industry. Many deep…

Machine Learning · Computer Science 2023-06-13 Feng Xia , Xin Chen , Shuo Yu , Mingliang Hou , Mujie Liu , Linlin You

Evaluating anomaly detection in multivariate time series (MTS) requires careful consideration of temporal dependencies, particularly when detecting subsequence anomalies common in fault detection scenarios. While time series…

Machine Learning · Statistics 2025-06-17 Steven C. Hespeler , Pablo Moriano , Mingyan Li , Samuel C. Hollifield

Multivariate time-series anomaly detection (MTSAD) aims to identify deviations from normality in multivariate time-series and is critical in real-world applications. However, in real-world deployments, distribution shifts are ubiquitous and…

Machine Learning · Computer Science 2026-04-03 HyunGi Kim , Jisoo Mok , Hyungyu Lee , Juhyeon Shin , Sungroh Yoon

Multivariate time series anomaly detection has been extensively studied under the semi-supervised setting, where a training dataset with all normal instances is required. However, preparing such a dataset is very laborious since each single…

Machine Learning · Computer Science 2023-06-21 Qihang Zhou , Jiming Chen , Haoyu Liu , Shibo He , Wenchao Meng

Anomaly detection of time series, especially multivariate time series(time series with multiple sensors), has been focused on for several years. Though existing method has achieved great progress, there are several challenging problems to…

Machine Learning · Computer Science 2022-11-29 Weixuan Xiong , Xiaochen Sun

With the recent advances in technology, a wide range of systems continue to collect a large amount of data over time and thus generate time series. Time-Series Anomaly Detection (TSAD) is an important task in various time-series…

Machine Learning · Computer Science 2025-05-01 Thi Kieu Khanh Ho , Ali Karami , Narges Armanfard

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

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

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

Errors are common in time series due to unreliable sensor measurements. Existing methods focus on univariate data but do not utilize the correlation between dimensions. Cleaning each dimension separately may lead to a less accurate result,…

Databases · Computer Science 2024-11-05 Aoqian Zhang , Zexue Wu , Yifeng Gong , Ye Yuan , Guoren Wang