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Detecting anomalies in time series data is a critical task across many domains. The challenge intensifies when anomalies are sparse and the data are multivariate with relational dependencies across sensors or nodes. Traditional univariate…

Machine Learning · Computer Science 2025-03-06 Sneh Pillai

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Machine Learning · Computer Science 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

Attention-based transformers have played an important role in wireless sensor network (WSN) timing anomaly detection due to their ability to capture long-term dependencies. However, there are several issues that must be addressed, such as…

Signal Processing · Electrical Eng. & Systems 2025-03-04 Miao Ye , Zhibang Jiang , Xingsi Xue , Xingwang Li , Peng Wen , Yong Wang

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Elvin Isufi , Andreas Loukas , Nathanael Perraudin , Geert Leus

In recent years, the emergence and development of third-party platforms have greatly facilitated the growth of the Online to Offline (O2O) business. However, the large amount of transaction data raises new challenges for retailers,…

Machine Learning · Computer Science 2022-05-24 Xu Chen , Qiu Qiu , Changshan Li , Kunqing Xie

Microservice architecture has sprung up over recent years for managing enterprise applications, due to its ability to independently deploy and scale services. Despite its benefits, ensuring the reliability and safety of a microservice…

Machine Learning · Computer Science 2023-10-10 Jun Huang , Yang Yang , Hang Yu , Jianguo Li , Xiao Zheng

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Given a time series of graphs G(t) = (V, E(t)), t = 1, 2, ..., where the fixed vertex set V represents "actors" and an edge between vertex u and vertex v at time t (uv \in E(t)) represents the existence of a communications event between…

Machine Learning · Statistics 2015-06-11 Youngser Park , Carey E. Priebe , Abdou Youssef

Anomaly detection of multi-temporal modal data in Wireless Sensor Network (WSN) can provide an important guarantee for reliable network operation. Existing anomaly detection methods in multi-temporal modal data scenarios have the problems…

Machine Learning · Computer Science 2026-01-21 Miao Ye , Jing Cui , Yuan huang , Qian He , Yong Wang , Jiwen Zhang

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…

Artificial Intelligence · Computer Science 2022-09-27 Kenneth Odoh

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

With the development of society, time series anomaly detection plays an important role in network and IoT services. However, most existing anomaly detection methods directly analyze time series in the time domain and cannot distinguish some…

Artificial Intelligence · Computer Science 2024-12-04 Yi-Xiang Lu , Xiao-Bo Jin , Jian Chen , Dong-Jie Liu , Guang-Gang Geng

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

With the advent of 5G, mobile networks are becoming more dynamic and will therefore present a wider attack surface. To secure these new systems, we propose a multi-domain anomaly detection method that is distinguished by the study of…

Networking and Internet Architecture · Computer Science 2025-06-17 Thomas Hoger , Philippe Owezarski

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and…

Machine Learning · Computer Science 2023-06-27 Dingsu Wang , Yuchen Yan , Ruizhong Qiu , Yada Zhu , Kaiyu Guan , Andrew J Margenot , Hanghang Tong

Multivariate time series (MTS) anomaly diagnosis, which encompasses both anomaly detection and localization, is critical for the safety and reliability of complex, large-scale real-world systems. The vast majority of existing anomaly…

Machine Learning · Computer Science 2026-02-10 Charalampos Shimillas , Kleanthis Malialis , Konstantinos Fokianos , Marios M. Polycarpou

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

Machine Learning · Computer Science 2025-08-11 Falih Gozi Febrinanto , Kristen Moore , Chandra Thapa , Mujie Liu , Vidya Saikrishna , Jiangang Ma , Feng Xia

This paper explores the utilization of Temporal Graph Networks (TGN) for financial anomaly detection, a pressing need in the era of fintech and digitized financial transactions. We present a comprehensive framework that leverages TGN,…

Statistical Finance · Quantitative Finance 2024-04-02 Yejin Kim , Youngbin Lee , Minyoung Choe , Sungju Oh , Yongjae Lee

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