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A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

Industry5.0 environments present a critical need for effective anomaly detection methods that can indicate equipment malfunctions, process inefficiencies, or potential safety hazards. The ever-increasing sensorization of manufacturing lines…

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

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

Anomaly detection in supercomputers is a very difficult problem due to the big scale of the systems and the high number of components. The current state of the art for automated anomaly detection employs Machine Learning methods or…

Machine Learning · Computer Science 2020-07-30 Andrea Borghesi , Andrea Bartolini , Michele Lombardi , Michela Milano , Luca Benini

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

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

Instance segmentation with neural networks is an essential task in environment perception. In many works, it has been observed that neural networks can predict false positive instances with high confidence values and true positives with low…

Computer Vision and Pattern Recognition · Computer Science 2026-01-13 Kira Maag , Matthias Rottmann , Serin Varghese , Fabian Hueger , Peter Schlicht , Hanno Gottschalk

To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature…

Machine Learning · Computer Science 2025-09-17 Wei Li , Zheze Yang

Reservoir computing (RC) establishes the basis for the processing of time-series data by exploiting the high-dimensional spatiotemporal response of a recurrent neural network to an input signal. In particular, RC trains only the output…

Machine Learning · Computer Science 2025-10-17 Hayato Nihei , Sou Nobukawa , Yusuke Sakemi , Kazuyuki Aihara

Change point detection (CPD) and anomaly detection (AD) are essential techniques in various fields to identify abrupt changes or abnormal data instances. However, existing methods are often constrained to univariate data, face scalability…

This paper presents an automated machine learning framework designed to assist hydrologists in detecting anomalies in time series data generated by sensors in a research watershed in the northeastern United States critical zone. The…

Machine Learning · Computer Science 2023-12-07 Ijaz Ul Haq , Byung Suk Lee , Donna M. Rizzo , Julia N Perdrial

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

Change-point detection in a time series aims to discover the time points at which some unknown underlying physical process that generates the time-series data has changed. We found that existing approaches become less accurate when the…

Machine Learning · Computer Science 2020-08-04 Varsha Suresh , Wei Tsang Ooi

Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the…

Machine Learning · Computer Science 2025-12-03 Emmanouil Sylligardos , John Paparrizos , Themis Palpanas , Pierre Senellart , Paul Boniol

In many real-world AD applications including computer security and fraud prevention, the anomaly detector must be configurable by the human analyst to minimize the effort on false positives. One important way to configure the detector is by…

Machine Learning · Computer Science 2024-05-15 Shubhomoy Das , Md Rakibul Islam , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

3D shape anomaly detection is a crucial task for industrial inspection and geometric analysis. Existing deep learning approaches typically learn representations of normal shapes and identify anomalies via out-of-distribution feature…

Computer Vision and Pattern Recognition · Computer Science 2026-04-07 Xueyang Kang , Zizhao Li , Tian Lan , Dong Gong , Kourosh Khoshelham , Liangliang Nan

This work addresses the problem of segmentation in time series data with respect to a statistical parameter of interest in Bayesian models. It is common to assume that the parameters are distinct within each segment. As such, many Bayesian…

Signal Processing · Electrical Eng. & Systems 2019-01-18 Alireza Ahrabian

The generalisation of Neural Networks (NN) to multiple datasets is often overlooked in literature due to NNs typically being optimised for specific data sources. This becomes especially challenging in time-series-based multi-dataset models…

Machine Learning · Computer Science 2024-10-28 Ayman Elhalwagy , Tatiana Kalganova