Related papers: A Comprehensive Forecasting-Based Framework for Ti…

Anomaly detection is the task of detecting data which differs from the normal behaviour of a system in a given context. In order to approach this problem, data-driven models can be learned to predict current or future observations.…

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…

Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…

Identifying anomalies from time series data plays an important role in various fields such as infrastructure security, intelligent operation and maintenance, and space exploration. Current research focuses on detecting the anomalies after…

Time series anomaly detection is widely used in IoT and cyber-physical systems, yet its evaluation remains challenging due to diverse application objectives and heterogeneous metric assumptions. This study introduces a problem-oriented…

Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…

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…

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…

If machine failures can be detected preemptively, then maintenance and repairs can be performed more efficiently, reducing production costs. Many machine learning techniques for performing early failure detection using vibration data have…

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

We continue to develop our neural network (NN) based forecasting approach to anomaly detection (AD) using the Secure Water Treatment (SWaT) industrial control system (ICS) testbed dataset. We propose genetic algorithms (GA) to find the best…

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

As modern software systems continue to grow in terms of complexity and volume, anomaly detection on multivariate monitoring metrics, which profile systems' health status, becomes more and more critical and challenging. In particular, the…

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…

This paper presents a comprehensive framework for time series prediction using a hybrid model that combines ARIMA and LSTM. The model incorporates feature engineering techniques, including embedding and PCA, to transform raw data into a…

Despite the prevalence of reconstruction-based deep learning methods, time series anomaly detection remains a tremendous challenge. Existing approaches often struggle with limited temporal contexts, insufficient representation of normal…

Anomaly detection in complex industrial environments poses unique challenges, particularly in contexts characterized by data sparsity and evolving operational conditions. Predictive maintenance (PdM) in such settings demands methodologies…

Time series anomaly detection is critical for supply chain management to take proactive operations, but faces challenges: classical unsupervised anomaly detection based on exploiting data patterns often yields results misaligned with…

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…

Multivariate time series (MTS) anomaly detection is essential for maintaining the reliability of industrial systems, yet real-world deployment is hindered by two critical challenges: training data contamination (noises and hidden anomalies)…