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Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Machine Learning · Computer Science 2023-09-18 Nghia Duong-Trung , Duc-Manh Nguyen , Danh Le-Phuoc

Given a multivariate big time series, can we detect anomalies as soon as they occur? Many existing works detect anomalies by learning how much a time series deviates away from what it should be in the reconstruction framework. However, most…

Machine Learning · Computer Science 2022-04-19 Quan Ding , Shenghua Liu , Bin Zhou , Huawei Shen , Xueqi Cheng

This paper presents a novel, closed-form, and data/computation efficient online anomaly detection algorithm for time-series data. The proposed method, dubbed RPE, is a window-based method and in sharp contrast to the existing window-based…

Machine Learning · Statistics 2022-06-01 Mostafa Rahmani , Anoop Deoras , Laurent Callot

Anomaly Detection (AD) defines the task of identifying observations or events that deviate from typical - or normal - patterns, a critical capability in IT security for recognizing incidents such as system misconfigurations, malware…

Machine learning models are increasingly being deployed in real-world contexts. However, systematic studies on their transferability to specific and critical applications are underrepresented in the research literature. An important example…

Computer Vision and Pattern Recognition · Computer Science 2024-10-01 Akshatha Arodi , Margaux Luck , Jean-Luc Bedwani , Aldo Zaimi , Ge Li , Nicolas Pouliot , Julien Beaudry , Gaétan Marceau Caron

Attention-based models have been widely used in many areas, such as computer vision and natural language processing. However, relevant applications in time series classification (TSC) have not been explored deeply yet, causing a significant…

Machine Learning · Computer Science 2022-07-18 Bowen Zhao , Huanlai Xing , Xinhan Wang , Fuhong Song , Zhiwen Xiao

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…

Machine Learning · Computer Science 2021-06-15 Ailin Deng , Bryan Hooi

Video anomaly detection has gained significant attention due to the increasing requirements of automatic monitoring for surveillance videos. Especially, the prediction based approach is one of the most studied methods to detect anomalies by…

Computer Vision and Pattern Recognition · Computer Science 2021-10-26 Chaewon Park , MyeongAh Cho , Minhyeok Lee , Sangyoun Lee

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

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

Machine Learning · Computer Science 2020-04-02 Mohammad Braei , Sebastian Wagner

Shapelets are discriminative time series subsequences that allow generation of interpretable classification models, which provide faster and generally better classification than the nearest neighbor approach. However, the shapelet discovery…

Machine Learning · Computer Science 2017-02-23 Atif Raza , Stefan Kramer

Time series classification(TSC) has always been an important and challenging research task. With the wide application of deep learning, more and more researchers use deep learning models to solve TSC problems. Since time series always…

Machine Learning · Computer Science 2021-01-27 Shibo Zhou , Yu Pan

Time series (TS) anomaly detection (AD) plays an essential role in various applications, e.g., fraud detection in finance and healthcare monitoring. Due to the inherently unpredictable and highly varied nature of anomalies and the lack of…

Machine Learning · Computer Science 2021-12-14 Minhao Liu , Zhijian Xu , Qiang Xu

We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD…

Machine Learning · Computer Science 2021-04-02 Tong Wu , Jorge Ortiz

Performing anomaly detection in hybrid systems is a challenging task since it requires analysis of timing behavior and mutual dependencies of both discrete and continuous signals. Typically, it requires modeling system behavior, which is…

Machine Learning · Computer Science 2020-10-30 Nemanja Hranisavljevic , Oliver Niggemann , Alexander Maier

The Matrix Profile (MP), a versatile tool for time series data mining, has been shown effective in time series anomaly detection (TSAD). This paper delves into the problem of anomaly detection in multidimensional time series, a common…

Time Series Classification (TSC) has received much attention in the past two decades and is still a crucial and challenging problem in data science and knowledge engineering. Indeed, along with the increasing availability of time series…

Machine Learning · Computer Science 2023-08-14 Aurélien Renault , Alexis Bondu , Vincent Lemaire , Dominique Gay

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Time-series anomaly detection (TSAD) increasingly demands explanations that articulate not only if an anomaly occurred, but also what pattern it exhibits and why it is anomalous. Leveraging the impressive explanatory capabilities of Large…

Machine Learning · Computer Science 2025-11-12 Tian Lan , Hao Duong Le , Jinbo Li , Wenjun He , Meng Wang , Chenghao Liu , Chen Zhang

Time-series classification is an important problem for the data mining community due to the wide range of application domains involving time-series data. A recent paradigm, called shapelets, represents patterns that are highly predictive…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Martin Wistuba , Lars Schmidt-Thieme