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Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Time-evolving traffic flow forecasting are playing a vital role in intelligent transportation systems and smart cities. However, the dynamic traffic flow forecasting is a highly nonlinear problem with complex temporal-spatial dependencies.…

Machine Learning · Computer Science 2025-08-05 Zhenan Lin , Yuni Lai , Wai Lun Lo , Richard Tai-Chiu Hsung , Harris Sik-Ho Tsang , Xiaoyu Xue , Kai Zhou , Yulin Zhu

Graph anomaly detection plays a crucial role in identifying exceptional instances in graph data that deviate significantly from the majority. It has gained substantial attention in various domains of information security, including network…

Machine Learning · Computer Science 2023-11-20 Fan Xu , Nan Wang , Xuezhi Wen , Meiqi Gao , Chaoqun Guo , Xibin Zhao

We present a unified experiment, analysis, and benchmark study of multivariate time-series (MTS) anomaly detection. Ten family-representative detectors -- spanning statistical, reconstruction, association, frequency, and generic-transformer…

Machine Learning · Computer Science 2026-05-28 Junhao Wei , Yanxiao Li , Bidong Chen , Yifu Zhao , Haochen Li , Dexing Yao , Baili Lu , Xudong Ye , Jietian Feng , Sio-Kei Im , Yapeng Wang , Xu Yang

Massive key performance indicators (KPIs) are monitored as multivariate time series data (MTS) to ensure the reliability of the software applications and service system. Accurately detecting the abnormality of MTS is very critical for…

Machine Learning · Computer Science 2023-08-28 Haotian Si , Changhua Pei , Zhihan Li , Yadong Zhao , Jingjing Li , Haiming Zhang , Zulong Diao , Jianhui Li , Gaogang Xie , Dan Pei

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Anomaly detection aims to identify deviations from normal patterns within data. This task is particularly crucial in dynamic graphs, which are common in applications like social networks and cybersecurity, due to their evolving structures…

Machine Learning · Computer Science 2024-12-24 Xiao Yang , Xuejiao Zhao , Zhiqi Shen

Anomaly detection is a well-known task that involves the identification of abnormal events that occur relatively infrequently. Methods for improving anomaly detection performance have been widely studied. However, no studies utilizing…

Machine Learning · Computer Science 2025-02-10 Seffi Cohen , Niv Goldshlager , Lior Rokach , Bracha Shapira

How to obtain informative representations of transactions and then perform the identification of fraudulent transactions is a crucial part of ensuring financial security. Recent studies apply Graph Neural Networks (GNNs) to the transaction…

Machine Learning · Computer Science 2023-07-12 Yue Tian , Guanjun Liu

Unsupervised Domain Adaptation (UDA) leverages labeled source data to train models for unlabeled target data. Given the prevalence of multivariate time series (MTS) data across various domains, the UDA task for MTS classification has…

Machine Learning · Computer Science 2025-04-08 Xiao Lin , Zhichen Zeng , Tianxin Wei , Zhining Liu , Yuzhong chen , Hanghang Tong

Multivariate time series anomaly detection (MTAD) plays a vital role in a wide variety of real-world application domains. Over the past few years, MTAD has attracted rapidly increasing attention from both academia and industry. Many deep…

Machine Learning · Computer Science 2023-06-13 Feng Xia , Xin Chen , Shuo Yu , Mingliang Hou , Mujie Liu , Linlin You

Graph anomaly detection (GAD) is a vital task in graph-based machine learning and has been widely applied in many real-world applications. The primary goal of GAD is to capture anomalous nodes from graph datasets, which evidently deviate…

Machine Learning · Computer Science 2022-12-05 Jingcan Duan , Siwei Wang , Pei Zhang , En Zhu , Jingtao Hu , Hu Jin , Yue Liu , Zhibin Dong

Today's Cyber-Physical Systems (CPSs) are large, complex, and affixed with networked sensors and actuators that are targets for cyber-attacks. Conventional detection techniques are unable to deal with the increasingly dynamic and complex…

Machine Learning · Computer Science 2019-01-16 Dan Li , Dacheng Chen , Jonathan Goh , See-kiong Ng

The topic of Multivariate Time Series Anomaly Detection (MTSAD) has grown rapidly over the past years, with a steady rise in publications and Deep Learning (DL) models becoming the dominant paradigm. To address the lack of systematization…

Machine Learning · Statistics 2026-04-27 Bruna Alves , Armando J. Pinho , Sónia Gouveia

Many signals on Cartesian product graphs appear in the real world, such as digital images, sensor observation time series, and movie ratings on Netflix. These signals are "multi-dimensional" and have directional characteristics along each…

Methodology · Statistics 2017-12-22 Takashi Kurokawa , Taihei Oki , Hiromichi Nagao

This paper focuses on anomaly detection for multivariate time series data in large-scale fluid handling plants with dynamic components, such as power generation, water treatment, and chemical plants, where signals from various physical…

Machine Learning · Computer Science 2022-05-23 Susumu Naito , Yasunori Taguchi , Kouta Nakata , Yuichi Kato

Graph anomaly detection (GAD) has achieved success and has been widely applied in various domains, such as fraud detection, cybersecurity, finance security, and biochemistry. However, existing graph anomaly detection algorithms focus on…

Machine Learning · Computer Science 2023-08-03 Xing Ai , Jialong Zhou , Yulin Zhu , Gaolei Li , Tomasz P. Michalak , Xiapu Luo , Kai Zhou

Multivariate Time Series (MTS) forecasting plays a vital role in various real-world applications, such as traffic management and predictive maintenance. Existing approaches typically model MTS data in either Euclidean or Riemannian space,…

Machine Learning · Computer Science 2025-12-17 Yong Fang , Na Li , Hangguan Shan , Eryun Liu , Xinyu Li , Wei Ni , Er-Ping Li

Anomaly detection for non-linear dynamical system plays an important role in ensuring the system stability. However, it is usually complex and has to be solved by large-scale simulation which requires extensive computing resources. In this…

Signal Processing · Electrical Eng. & Systems 2020-06-08 Yue Tan , Chunjing Hu , Kuan Zhang , Kan Zheng , Ethan A. Davis , Jae Sung Park

In wide-area measurement systems (WAMS), phasor measurement unit (PMU) measurement is prone to data missingness due to hardware failures, communication delays, and cyber-attacks. Existing data-driven methods are limited by inadaptability to…

Systems and Control · Electrical Eng. & Systems 2026-01-01 Bo Li , Zijun Chen , Haiwang Zhong , Di Cao , Guangchun Ruan