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Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

Deep neural networks, including transformers and convolutional neural networks, have significantly improved multivariate time series classification (MTSC). However, these methods often rely on supervised learning, which does not fully…

Machine Learning · Computer Science 2024-05-28 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

With the widespread availability of sensor data across industrial and operational systems, we frequently encounter heterogeneous time series from multiple systems. Anomaly detection is crucial for such systems to facilitate predictive…

Machine Learning · Computer Science 2025-04-22 Sarah Alnegheimish , Zelin He , Matthew Reimherr , Akash Chandrayan , Abhinav Pradhan , Luca D'Angelo

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

Time series anomaly detection aims to identify unusual patterns in data or deviations from systems' expected behavior. The reconstruction-based methods are the mainstream in this task, which learn point-wise representation via unsupervised…

Machine Learning · Computer Science 2025-05-16 Mengxuan Li , Ke Liu , Hongyang Chen , Jiajun Bu , Hongwei Wang , Haishuai Wang

The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor…

Machine Learning · Computer Science 2019-01-17 Dan Li , Dacheng Chen , Lei Shi , Baihong Jin , Jonathan Goh , See-Kiong Ng

Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further complicated by the absence of anomaly labels. Existing…

Machine Learning · Computer Science 2026-05-25 Yunhua Pei , Zixing Song , Jin Zheng , John Cartlidge

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu

Time series anomaly detection (TSAD) is a vital yet challenging task, particularly in scenarios where labeled anomalies are scarce and temporal dependencies are complex. Recent anomaly assumption (AA) approaches alleviate the lack of…

Machine Learning · Computer Science 2025-09-09 Xudong Mou , Rui Wang , Tiejun Wang , Renyu Yang , Shiru Chen , Jie Sun , Tianyu Wo , Xudong Liu

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

Machine Learning · Computer Science 2025-08-11 Falih Gozi Febrinanto , Kristen Moore , Chandra Thapa , Mujie Liu , Vidya Saikrishna , Jiangang Ma , Feng Xia

Fault diagnosis in multimode processes plays a critical role in ensuring the safe operation of industrial systems across multiple modes. It faces a great challenge yet to be addressed - that is, the significant distributional differences…

Machine Learning · Computer Science 2025-07-24 Guangqiang Li , M. Amine Atoui , Xiangshun Li

Accurate detection and diagnosis of abnormal behaviors such as network attacks from multivariate time series (MTS) are crucial for ensuring the stable and effective operation of industrial cyber-physical systems (CPS). However, existing…

Machine Learning · Computer Science 2024-03-06 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

Multivariate time series (MTS) data collected from multiple sensors provide the potential for accurate abnormal activity detection in smart healthcare scenarios. However, anomalies exhibit diverse patterns and become unnoticeable in MTS…

Machine Learning · Computer Science 2023-09-13 Mengjia Niu , Yuchen Zhao , Hamed Haddadi

Numerous methods for time-series anomaly detection (TSAD) have emerged in recent years, most of which are unsupervised and assume that only normal samples are available during the training phase, due to the challenge of obtaining abnormal…

Machine Learning · Computer Science 2024-08-08 Thomas Lai , Thi Kieu Khanh Ho , Narges Armanfard

Handling anomalies is a critical preprocessing step in multivariate time series prediction. However, existing approaches that separate anomaly preprocessing from model training for multivariate time series prediction encounter significant…

Machine Learning · Computer Science 2025-01-15 Yuanyuan Liang , Tianhao Zhang , Tingyu Xie

Discovering temporal lagged and inter-dependencies in multivariate time series data is an important task. However, in many real-world applications, such as commercial cloud management, manufacturing predictive maintenance, and portfolios…

Machine Learning · Computer Science 2018-12-12 Xuan-Hong Dang , Syed Yousaf Shah , Petros Zerfos

This study proposes an anomaly detection method based on the Transformer architecture with integrated multiscale feature perception, aiming to address the limitations of temporal modeling and scale-aware feature representation in cloud…

Machine Learning · Computer Science 2025-08-26 Lian Lian , Yilin Li , Song Han , Renzi Meng , Sibo Wang , Ming Wang

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem.…

Machine Learning · Computer Science 2023-12-06 Junho Song , Keonwoo Kim , Jeonglyul Oh , Sungzoon Cho

We present a unified experiment, analysis, and benchmark study of multivariate time-series (MTS) anomaly detection. Ten family-representative detectors -- spanning statistical, reconstruction, association, frequency, and generic-transformer…

Machine Learning · Computer Science 2026-05-28 Junhao Wei , Yanxiao Li , Bidong Chen , Yifu Zhao , Haochen Li , Dexing Yao , Baili Lu , Xudong Ye , Jietian Feng , Sio-Kei Im , Yapeng Wang , Xu Yang