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Real-world time series data exhibit non-stationary behavior, regime shifts, and temporally varying noise (heteroscedastic) that degrade the robustness of standard regression models. We introduce the Variability-Aware Recursive Neural…

Machine Learning · Computer Science 2025-10-13 Haroon Gharwi , Kai Shu

Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in…

Machine Learning · Computer Science 2025-06-09 Junpeng Lin , Tian Lan , Bo Zhang , Ke Lin , Dandan Miao , Huiru He , Jiantao Ye , Chen Zhang , Yan-fu Li

Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using…

Machine Learning · Computer Science 2017-06-28 Pankaj Malhotra , Vishnu TV , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

Detecting anomalies in dynamic graphs is a vital task, with numerous practical applications in areas such as security, finance, and social media. Previous network embedding based methods have been mostly focusing on learning good node…

Machine Learning · Computer Science 2020-05-26 Lei Cai , Zhengzhang Chen , Chen Luo , Jiaping Gui , Jingchao Ni , Ding Li , Haifeng Chen

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

Intrusion detection for computer network systems becomes one of the most critical tasks for network administrators today. It has an important role for organizations, governments and our society due to its valuable resources on computer…

Machine Learning · Computer Science 2017-03-30 Loic Bontemps , Van Loi Cao , James McDermott , Nhien-An Le-Khac

Time Series Anomaly Detection (TSAD) finds widespread applications across various domains such as financial markets, industrial production, and healthcare. Its primary objective is to learn the normal patterns of time series data, thereby…

Machine Learning · Computer Science 2024-07-01 Yutong Chen , Hongzuo Xu , Guansong Pang , Hezhe Qiao , Yuan Zhou , Mingsheng Shang

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

Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the…

Machine Learning · Computer Science 2019-06-11 Hansheng Ren , Bixiong Xu , Yujing Wang , Chao Yi , Congrui Huang , Xiaoyu Kou , Tony Xing , Mao Yang , Jie Tong , Qi Zhang

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

Time series forecasting is a relevant task that is performed in several real-world scenarios such as product sales analysis and prediction of energy demand. Given their accuracy performance, currently, Recurrent Neural Networks (RNNs) are…

Machine Learning · Computer Science 2021-07-30 Nils Thoma , Zhongjie Yu , Fabrizio Ventola , Kristian Kersting

Anomaly detection in SDN using data flow prediction is a difficult task. This problem is included in the category of time series and regression problems. Machine learning approaches are challenging in this field due to the manual selection…

Machine Learning · Computer Science 2024-02-12 Sajjad Salem , Salman Asoudeh

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Deep learning-based time series forecasting has found widespread applications. Recently, converting time series data into the frequency domain for forecasting has become popular for accurately exploring periodic patterns. However, existing…

Machine Learning · Computer Science 2025-08-13 Hao Liu , Chun Yang , Zhang xiaoxing , Rui Ma , Xiaobin Zhu

Predicting smartphone users activity using WiFi fingerprints has been a popular approach for indoor positioning in recent years. However, such a high dimensional time-series prediction problem can be very tricky to solve. To address this…

Machine Learning · Computer Science 2019-11-22 Weizhu Qian , Fabrice Lauri , Franck Gechter

Anomaly detection and localization are widely used in industrial manufacturing for its efficiency and effectiveness. Anomalies are rare and hard to collect and supervised models easily over-fit to these seen anomalies with a handful of…

Computer Vision and Pattern Recognition · Computer Science 2023-04-19 Hui Zhang , Zuxuan Wu , Zheng Wang , Zhineng Chen , Yu-Gang Jiang

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

Machine Learning · Computer Science 2021-07-19 Chris U. Carmona , François-Xavier Aubet , Valentin Flunkert , Jan Gasthaus

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

Anomaly detection is the process of identifying unexpected events or ab-normalities in data, and it has been applied in many different areas such as system monitoring, fraud detection, healthcare, intrusion detection, etc. Providing…

Machine Learning · Computer Science 2023-01-11 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…

Machine Learning · Computer Science 2024-08-21 Junqi Chen , Xu Tan , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja