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This paper examines the effectiveness of combining active learning and transfer learning for anomaly detection in cross-domain time-series data. Our results indicate that there is an interaction between clustering and active learning and in…

Machine Learning · Computer Science 2025-08-07 John D. Kelleher , Matthew Nicholson , Rahul Agrahari , Clare Conran

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

Statistical Finance · Quantitative Finance 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

This paper proposed a novel anomaly detection (AD) approach of High-speed Train images based on convolutional neural networks and the Vision Transformer. Different from previous AD works, in which anomalies are identified with a single…

Computer Vision and Pattern Recognition · Computer Science 2022-03-30 Zhixue Wang , Yu Zhang , Lin Luo , Nan Wang

In many real-world AD applications including computer security and fraud prevention, the anomaly detector must be configurable by the human analyst to minimize the effort on false positives. One important way to configure the detector is by…

Machine Learning · Computer Science 2024-05-15 Shubhomoy Das , Md Rakibul Islam , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

Anomaly detection in wind turbines typically involves using normal behaviour models to detect faults early. However, training autoencoder models for each turbine is time-consuming and resource intensive. Thus, transfer learning becomes…

Machine Learning · Computer Science 2024-05-07 Cyriana M. A. Roelofs , Christian Gück , Stefan Faulstich

With substantial recent developments in aviation technologies, Unmanned Aerial Vehicles (UAVs) are becoming increasingly integrated in commercial and military operations internationally. Research into the applications of aircraft data is…

Machine Learning · Computer Science 2022-03-10 Victoria Bell1 , Divish Rengasamy , Benjamin Rothwell , Grazziela P Figueredo

Computer network anomaly detection and log analysis, as an important topic in the field of network security, has been a key task to ensure network security and system reliability. First, existing network anomaly detection and log analysis…

Machine Learning · Computer Science 2024-09-17 Shuzhan Wang , Ruxue Jiang , Zhaoqi Wang , Yan Zhou

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

The recently introduced odd-one-out anomaly detection task involves identifying the odd-looking instances within a multi-object scene. This problem presents several challenges for modern deep learning models, demanding spatial reasoning…

Computer Vision and Pattern Recognition · Computer Science 2025-09-05 Silvio Chito , Paolo Rabino , Tatiana Tommasi

This study explores the application of autoencoder-based machine learning techniques for anomaly detection to identify exoplanet atmospheres with unconventional chemical signatures using a low-dimensional data representation. We use the…

Earth and Planetary Astrophysics · Physics 2026-01-06 Alexander Roman , Emilie Panek , Roy T. Forestano , Eyup B. Unlu , Katia Matcheva , Konstantin T. Matchev

Complex devices are connected daily and eagerly generate vast streams of multidimensional state measurements. These devices often operate in distinct modes based on external conditions (day/night, occupied/vacant, etc.), and to prevent…

Signal Processing · Electrical Eng. & Systems 2020-07-21 John Sipple

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD…

Machine Learning · Computer Science 2021-04-02 Tong Wu , Jorge Ortiz

The disturbance storm time (Dst) index is an important and useful measurement in space weather research. It has been used to characterize the size and intensity of a geomagnetic storm. A negative Dst value means that the Earth's magnetic…

Machine Learning · Computer Science 2022-05-06 Yasser Abduallah , Jason T. L. Wang , Prianka Bose , Genwei Zhang , Firas Gerges , Haimin Wang

In this paper, we propose an anomaly detection algorithm for machine sounds with a deep complex network trained by self-supervision. Using the fact that phase continuity information is crucial for detecting abnormalities in time-series…

Audio and Speech Processing · Electrical Eng. & Systems 2023-12-22 Miseul Kim , Minh Tri Ho , Hong-Goo Kang

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

This paper introduces a Large Language Model (LLM)-based multi-agent framework designed to enhance anomaly detection within financial market data, tackling the longstanding challenge of manually verifying system-generated anomaly alerts.…

Risk Management · Quantitative Finance 2024-04-01 Taejin Park

Abnormal event detection (AED) in urban surveillance videos has multiple challenges. Unlike other computer vision problems, the AED is not solely dependent on the content of frames. It also depends on the appearance of the objects and their…

Computer Vision and Pattern Recognition · Computer Science 2020-11-20 Ali Atghaei , Soroush Ziaeinejad , Mohammad Rahmati

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi
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