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Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Statistics Theory · Mathematics 2024-06-11 Frédéric Chazal , Martin Royer , Clément Levrard

A new Lossy Causal Temporal Convolutional Neural Network Autoencoder for anomaly detection is proposed in this work. Our framework uses a rate-distortion loss and an entropy bottleneck to learn a compressed latent representation for the…

Machine Learning · Computer Science 2022-12-06 Christopher P. Ley , Jorge F. Silva

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

Anomalies in time-series provide insights of critical scenarios across a range of industries, from banking and aerospace to information technology, security, and medicine. However, identifying anomalies in time-series data is particularly…

Machine Learning · Computer Science 2022-08-31 Wadie Skaf , Tomáš Horváth

Traditional Time-series Anomaly Detection (TAD) methods often struggle with the composite nature of complex time-series data and a diverse array of anomalies. We introduce TADNet, an end-to-end TAD model that leverages Seasonal-Trend…

Machine Learning · Computer Science 2023-12-15 Zhenwei Zhang , Ruiqi Wang , Ran Ding , Yuantao Gu

This study proposes an unsupervised anomaly detection method for distributed backend service systems, addressing practical challenges such as complex structural dependencies, diverse behavioral evolution, and the absence of labeled data.…

Machine Learning · Computer Science 2025-08-14 Yun Zi , Ming Gong , Zhihao Xue , Yujun Zou , Nia Qi , Yingnan Deng

Time series anomaly detection is a critical task across various industrial domains. However, capturing temporal dependencies and multivariate correlations within patch-level representation learning remains underexplored, and reliance on…

Machine Learning · Computer Science 2026-02-04 Jinwoo Park , Hyeongwon Kang , Seung Hun Han , Pilsung Kang

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Detecting critical transitions in complex, noisy time-series data is a fundamental challenge across science and engineering. Such transitions may be anticipated by the emergence of a low-dimensional order parameter, whose signature is often…

Machine Learning · Computer Science 2025-12-16 Wenqi Fang , Ye Li

Anomaly detection in complex dynamical systems is essential for ensuring reliability, safety, and efficiency in industrial and cyber-physical infrastructures. Predictive maintenance helps prevent costly failures, while cybersecurity…

Machine Learning · Computer Science 2025-09-25 Michael Somma , Thomas Gallien , Branka Stojanovic

Anomaly detection in multivariate time series has emerged as a crucial challenge in time series research, with significant research implications in various fields such as fraud detection, fault diagnosis, and system state estimation.…

Machine Learning · Computer Science 2023-10-31 Chaocheng Yang , Tingyin Wang , Xuanhui Yan

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Machine Learning · Computer Science 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova

In this paper, we present the Sub-Adjacent Transformer with a novel attention mechanism for unsupervised time series anomaly detection. Unlike previous approaches that rely on all the points within some neighborhood for time point…

Machine Learning · Computer Science 2024-05-01 Wenzhen Yue , Xianghua Ying , Ruohao Guo , DongDong Chen , Ji Shi , Bowei Xing , Yuqing Zhu , Taiyan Chen

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

The problem of detecting anomalies in time series from network measurements has been widely studied and is a topic of fundamental importance. Many anomaly detection methods are based on packet inspection collected at the network core…

Networking and Internet Architecture · Computer Science 2020-04-22 Ananda Streit , Gustavo H. A. Santos , Rosa Leão , Edmundo de Souza e Silva , Daniel Menasché , Don Towsley

To address the problem that traditional network traffic anomaly detection algorithms do not suffi-ciently mine potential features in long time domain, an anomaly detection method based on mul-ti-scale residual features of network traffic is…

Networking and Internet Architecture · Computer Science 2022-05-10 Xueyuan Duan , Yu Fu , Kun Wang

Time-series data in real-world settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In these settings, traditional sequence-based recurrent models struggle. To overcome this, researchers often…

Machine Learning · Statistics 2025-01-14 Fernando Moreno-Pino , Álvaro Arroyo , Harrison Waldon , Xiaowen Dong , Álvaro Cartea

Detecting anomalous edges in dynamic graphs is an important task in many applications over evolving triple-based data, such as social networks, transaction management, and epidemiology. A major challenge with this task is the absence of…

Machine Learning · Computer Science 2025-05-14 Chang Zong , Yueting Zhuang , Jian Shao , Weiming Lu