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Time-series anomaly detection plays a vital role in monitoring complex operation conditions. However, the detection accuracy of existing approaches is heavily influenced by pattern distribution, existence of multiple normal patterns,…

Machine Learning · Computer Science 2022-02-08 Min Hu , Yi Wang , Xiaowei Feng , Shengchen Zhou , Zhaoyu Wu , Yuan Qin

Anomaly detection (AD) plays a crucial role in time series applications, primarily because time series data is employed across real-world scenarios. Detecting anomalies poses significant challenges since anomalies take diverse forms making…

Machine Learning · Computer Science 2025-01-03 Jihan Ghanim , Mariette Awad

Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…

Methodology · Statistics 2019-08-20 Marko Laine

Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

Machine Learning · Statistics 2022-08-23 Ashkan Farhangi , Jiang Bian , Arthur Huang , Haoyi Xiong , Jun Wang , Zhishan Guo

Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper,…

Machine Learning · Computer Science 2018-12-03 Sooyeon Lee , Huy Kang Kim

Fourier spectral estimates and, to a lesser extent, the autocorrelation function are the primary tools to detect periodicities in experimental data in the physical and biological sciences. We propose a new method which is more reliable than…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Michael Small , Kevin Judd

Temporal graphs have become an essential tool for analyzing complex dynamic systems with multiple agents. Detecting anomalies in temporal graphs is crucial for various applications, including identifying emerging trends, monitoring network…

Social and Information Networks · Computer Science 2023-07-12 Teddy Lazebnik , Or Iny

From a safety perspective, a machine learning method embedded in real-world applications is required to distinguish irregular situations. For this reason, there has been a growing interest in the anomaly detection (AD) task. Since we cannot…

Machine Learning · Computer Science 2021-04-21 JuneKyu Park , Jeong-Hyeon Moon , Namhyuk Ahn , Kyung-Ah Sohn

We proposed a multivariate time series anomaly detection frame-work Ymir, which leverages ensemble learning and supervisedlearning technology to efficiently learn and adapt to anomaliesin real-world system applications. Ymir integrates…

Machine Learning · Computer Science 2021-12-10 Zhanxiang Zhao

Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large…

Machine Learning · Computer Science 2026-01-05 Miseon Park , Kijung Yoon

Anomaly detection is challenging, especially for large datasets in high dimensions. Here we explore a general anomaly detection framework based on dimensionality reduction and unsupervised clustering. We release DRAMA, a general python…

Machine Learning · Computer Science 2020-06-25 Alireza Vafaei Sadr , Bruce A. Bassett , Martin Kunz

Detecting anomalies in time series data is crucial for finance, healthcare, sensor networks, and industrial monitoring applications. However, time series anomaly detection often suffers from sparse labels, complex temporal patterns, and…

Machine Learning · Computer Science 2026-01-07 Bahareh Golchin , Banafsheh Rekabdar , Danielle Justo

Timely detection of concerning events is an important problem in clinical practice. In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response, such as the omission…

Machine Learning · Computer Science 2026-04-27 Michal Valko , Hamed Valizadegan , Branislav Kveton , Gregory F. Cooper , Milos Hauskrecht

Motivated by a condition monitoring application arising from subsea engineering we derive a novel, scalable approach to detecting anomalous mean structure in a subset of correlated multivariate time series. Given the need to analyse such…

Methodology · Statistics 2021-04-02 Martin Tveten , Idris A. Eckley , Paul Fearnhead

As systems in smart manufacturing become increasingly complex, producing an abundance of data, the potential for production failures becomes increasingly more likely. There arises the need to minimize or eradicate production failures, one…

Robotics · Computer Science 2021-07-14 Tareq Tayeh , Abdallah Shami

The identification of anomalies is a critical component of operating complex, and possibly large-scale and geo-graphically distributed cyber-physical systems. While designing anomaly detectors, it is common to assume Gaussian noise models…

Systems and Control · Electrical Eng. & Systems 2021-11-15 Venkatraman Renganathan , Navid Hashemi , Justin Ruths , Tyler H. Summers

Anomaly detection is an active research topic in many different fields such as intrusion detection, network monitoring, system health monitoring, IoT healthcare, etc. However, many existing anomaly detection approaches require either human…

Machine Learning · Computer Science 2022-12-06 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Anomaly detection is widely used for identifying critical errors and suspicious behaviors, but current methods lack interpretability. We leverage common properties of existing methods and recent advances in generative models to introduce…

Machine Learning · Computer Science 2024-11-01 Xiayan Ji , Anton Xue , Eric Wong , Oleg Sokolsky , Insup Lee

Classical anomaly detection is principally concerned with point-based anomalies, anomalies that occur at a single data point. In this paper, we present a new mathematical model to express range-based anomalies, anomalies that occur over a…

Artificial Intelligence · Computer Science 2018-02-13 Tae Jun Lee , Justin Gottschlich , Nesime Tatbul , Eric Metcalf , Stan Zdonik

In the last years there has been a considerable increase in the availability of continuous sensor measurements in a wide range of application domains, such as Location-Based Services (LBS), medical monitoring systems, manufacturing plants…

Databases · Computer Science 2015-03-20 Michele Dallachiesa , Besmira Nushi , Katsiaryna Mirylenka , Themis Palpanas