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Related papers: mTSBench: Benchmarking Multivariate Time Series An…

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The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training…

Machine Learning · Computer Science 2023-08-30 Haksoo Lim , Sewon Park , Minjung Kim , Jaehoon Lee , Seonkyu Lim , Noseong Park

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…

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

Multivariate time series anomaly detection has been extensively studied under the semi-supervised setting, where a training dataset with all normal instances is required. However, preparing such a dataset is very laborious since each single…

Machine Learning · Computer Science 2023-06-21 Qihang Zhou , Jiming Chen , Haoyu Liu , Shibo He , Wenchao Meng

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

Organizations leverage anomaly and changepoint detection algorithms to detect changes in user behavior or service availability and performance. Many off-the-shelf detection algorithms, though effective, cannot readily be used in large…

Machine Learning · Computer Science 2022-05-25 Sourav Chatterjee , Rohan Bopardikar , Marius Guerard , Uttam Thakore , Xiaodong Jiang

Detecting anomalies in time-varying multivariate data is crucial in various industries for the predictive maintenance of equipment. Numerous machine learning (ML) algorithms have been proposed to support automated anomaly identification.…

Human-Computer Interaction · Computer Science 2021-12-13 Dongyu Liu , Sarah Alnegheimish , Alexandra Zytek , Kalyan Veeramachaneni

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical scenarios ranging from DevOps to IoT, where we want to…

Time Series Classification (TSC) involved building predictive models for a discrete target variable from ordered, real valued, attributes. Over recent years, a new set of TSC algorithms have been developed which have made significant…

Machine Learning · Computer Science 2023-04-27 Alejandro Pasos Ruiz , Michael Flynn , Anthony Bagnall

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

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

Time series anomaly detection (TSAD) plays an important role in many domains such as finance, transportation, and healthcare. With the ongoing instrumentation of reality, more time series data will be available, leading also to growing…

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Machine Learning · Computer Science 2020-11-11 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart , Luyao Yang , Kyle Buckingham

Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and…

Machine Learning · Computer Science 2025-10-03 Yuanyuan Yao , Yuhan Shi , Lu Chen , Ziquan Fang , Yunjun Gao , Leong Hou U , Yushuai Li , Tianyi Li

Anomaly detection of time series, especially multivariate time series(time series with multiple sensors), has been focused on for several years. Though existing method has achieved great progress, there are several challenging problems to…

Machine Learning · Computer Science 2022-11-29 Weixuan Xiong , Xiaochen Sun

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…

Machine Learning · Computer Science 2024-09-04 Zahra Zamanzadeh Darban , Geoffrey I. Webb , Shirui Pan , Charu C. Aggarwal , Mahsa Salehi

Detection of anomalous situations for complex mission-critical systems hold paramount importance when their service continuity needs to be ensured. A major challenge in detecting anomalies from the operational data arises due to the…

Machine Learning · Computer Science 2025-05-20 Shanay Mehta , Shlok Mehendale , Nicole Fernandes , Jyotirmoy Sarkar , Santonu Sarkar , Snehanshu Saha