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This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Machine Learning · Computer Science 2020-07-16 Mahsa Mozaffari , Yasin Yilmaz

Recent advances in technology have brought major breakthroughs in data collection, enabling a large amount of data to be gathered over time and thus generating time series. Mining this data has become an important task for researchers and…

Machine Learning · Computer Science 2020-02-12 Ane Blázquez-García , Angel Conde , Usue Mori , Jose A. Lozano

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

Network data has emerged as an active research area in statistics. Much of the focus of ongoing research has been on static networks that represent a single snapshot or aggregated historical data unchanging over time. However, most networks…

Applications · Statistics 2021-02-23 Lata Kodali , Srijan Sengupta , Leanna House , William H. Woodall

Detecting anomalies for dynamic graphs has drawn increasing attention due to their wide applications in social networks, e-commerce, and cybersecurity. Recent deep learning-based approaches have shown promising results over shallow methods.…

Machine Learning · Computer Science 2021-10-29 Yixin Liu , Shirui Pan , Yu Guang Wang , Fei Xiong , Liang Wang , Qingfeng Chen , Vincent CS Lee

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus

Multivariate time series anomaly detection is a very common problem in the field of failure prevention. Fast prevention means lower repair costs and losses. The amount of sensors in novel industry systems makes the anomaly detection process…

Machine Learning · Computer Science 2021-11-24 Kamil Faber , Dominik Żurek , Marcin Pietroń , Kamil Piętak

Time series anomaly detection (TSAD) is becoming increasingly vital due to the rapid growth of time series data across various sectors. Anomalies in web service data, for example, can signal critical incidents such as system failures or…

Machine Learning · Computer Science 2024-11-06 Jiaxin Zhuang , Leon Yan , Zhenwei Zhang , Ruiqi Wang , Jiawei Zhang , Yuantao Gu

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…

Machine Learning · Computer Science 2020-01-31 Yifeng Gao , Jessica Lin , Constantin Brif

The increasing complexity and scale of telecommunication networks have led to a growing interest in automated anomaly detection systems. However, the classification of anomalies detected on network Key Performance Indicators (KPI) has…

Machine Learning · Computer Science 2023-09-01 Korantin Bordeau-Aubert , Justin Whatley , Sylvain Nadeau , Tristan Glatard , Brigitte Jaumard

We develop a new method to detect anomalies within time series, which is essential in many application domains, reaching from self-driving cars, finance, and marketing to medical diagnosis and epidemiology. The method is based on…

Machine Learning · Computer Science 2022-02-22 Tim Schneider , Chen Qiu , Marius Kloft , Decky Aspandi Latif , Steffen Staab , Stephan Mandt , Maja Rudolph

Today's cyber-world is vastly multivariate. Metrics collected at extreme varieties demand multivariate algorithms to properly detect anomalies. However, forecast-based algorithms, as widely proven approaches, often perform sub-optimally or…

Machine Learning · Computer Science 2022-01-14 Lan Wang , Yusan Lin , Yuhang Wu , Huiyuan Chen , Fei Wang , Hao Yang

This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…

Machine Learning · Computer Science 2023-04-06 Takumi Kanai , Naoya Sogi , Atsuto Maki , Kazuhiro Fukui

Time series data is ubiquitous in the real-world problems across various domains including healthcare, social media, and crime surveillance. Detecting anomalies, or irregular and rare events, in time series data, can enable us to find…

Machine Learning · Computer Science 2021-10-05 Abilasha S , Sahely Bhadra , Deepak P , Anish Mathew

The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive…

We present new methods for batch anomaly detection in multivariate time series. Our methods are based on maximizing the Kullback-Leibler divergence between the data distribution within and outside an interval of the time series. An…

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

Anomaly detection in road networks is vital for traffic management and emergency response. However, existing approaches do not directly address multiple anomaly types. We propose a tensor-based spatio-temporal model for detecting multiple…

Physics and Society · Physics 2019-10-31 Ming Xu , Jianping Wu , Haohan Wang , Mengxin Cao