English
Related papers

Related papers: Forecast2Anomaly (F2A): Adapting Multivariate Time…

200 papers

Accurate volatility forecasts are vital in modern finance for risk management, portfolio allocation, and strategic decision-making. However, existing methods face key limitations. Fully multivariate models, while comprehensive, are…

Statistical Finance · Quantitative Finance 2025-10-09 Duo Zhang , Jiayu Li , Junyi Mo , Elynn Chen

Deep topological data analysis (TDA) offers a principled framework for capturing structural invariants such as connectivity and cycles that persist across scales, making it a natural fit for anomaly segmentation (AS). Unlike thresholdbased…

Computer Vision and Pattern Recognition · Computer Science 2026-01-29 Ali Zia , Usman Ali , Umer Ramzan , Abdul Rehman , Abdelwahed Khamis , Wei Xiang

Anomaly inspection plays an important role in industrial manufacture. Existing anomaly inspection methods are limited in their performance due to insufficient anomaly data. Although anomaly generation methods have been proposed to augment…

Computer Vision and Pattern Recognition · Computer Science 2024-02-23 Teng Hu , Jiangning Zhang , Ran Yi , Yuzhen Du , Xu Chen , Liang Liu , Yabiao Wang , Chengjie Wang

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

Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, or faulty devices which if left undetected could lead to…

Machine Learning · Computer Science 2023-01-31 Usman Anjum , Samuel Lin , Justin Zhan

Time series forecasting (TSF) is essential in various domains, and recent advancements in diffusion-based TSF models have shown considerable promise. However, these models typically adopt traditional diffusion patterns, treating TSF as a…

Machine Learning · Computer Science 2024-12-13 Jiaxin Gao , Qinglong Cao , Yuntian Chen

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Semantic anomalies are contextually invalid or unusual combinations of familiar visual elements that can cause undefined behavior and failures in system-level reasoning for autonomous systems. This work explores semantic anomaly detection…

Computer Vision and Pattern Recognition · Computer Science 2025-05-14 Max Peter Ronecker , Matthew Foutter , Amine Elhafsi , Daniele Gammelli , Ihor Barakaiev , Marco Pavone , Daniel Watzenig

Time series analysis plays a vital role in fields such as finance, healthcare, industry, and meteorology, underpinning key tasks including classification, forecasting, and anomaly detection. Although deep learning models have achieved…

Machine Learning · Computer Science 2025-12-17 Da Zhang , Bingyu Li , Zhiyuan Zhao , Feiping Nie , Junyu Gao , Xuelong Li

Among recent developments in time series forecasting methods, deep forecasting models have gained popularity as they can utilize hidden feature patterns in time series to improve forecasting performance. Nevertheless, the majority of…

Machine Learning · Computer Science 2023-10-13 Zhendong Wang , Ioanna Miliou , Isak Samsten , Panagiotis Papapetrou

AI systems are notorious for their fragility; minor input changes can potentially cause major output swings. When such systems are deployed in critical areas like finance, the consequences of their uncertain behavior could be severe. In…

Machine Learning · Computer Science 2024-06-21 Kausik Lakkaraju , Rachneet Kaur , Zhen Zeng , Parisa Zehtabi , Sunandita Patra , Biplav Srivastava , Marco Valtorta

Time series anomaly detection (TSAD) has been a long-standing pillar problem in Web-scale systems and online infrastructures, such as service reliability monitoring, system fault diagnosis, and performance optimization. Large language…

Computation and Language · Computer Science 2026-02-18 Xiongxiao Xu , Haoran Wang , Yueqing Liang , Philip S. Yu , Yue Zhao , Kai Shu

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Time-series foundation models (TSFMs) achieve strong forecast accuracy, yet accuracy alone does not determine practical value. The form of a forecast -- point, quantile, parametric, or trajectory ensemble -- fundamentally constrains which…

Machine Learning · Computer Science 2025-10-23 Alvaro Perez-Diaz , James C. Loach , Danielle E. Toutoungi , Lee Middleton

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares…

Machine Learning · Computer Science 2026-03-04 Thomas L. Lee , Edoardo M. Ponti , Amos Storkey

Time series forecasting and anomaly detection are common tasks for practitioners in industries such as retail, manufacturing, advertising and energy. Two unique challenges stand out: (1) efficiently and accurately forecasting time series or…

Recent algorithms of time-series anomaly detection have been evaluated by applying a Point Adjustment (PA) protocol. However, the PA protocol has a problem of overestimating the performance of the detection algorithms because it only…

Machine Learning · Computer Science 2023-05-18 Yongwan Gim , Kyushik Min

Long-term time series forecasting (LTSF) is a critical task across diverse domains. Despite significant advancements in LTSF research, we identify a performance bottleneck in existing LTSF methods caused by the inadequate modeling of…

Machine Learning · Computer Science 2025-09-22 Qi Xiong , Kai Tang , Minbo Ma , Ji Zhang , Jie Xu , Tianrui Li

Neural networks follow a gradient-based learning scheme, adapting their mapping parameters by back-propagating the output loss. Samples unlike the ones seen during training cause a different gradient distribution. Based on this intuition,…

Machine Learning · Computer Science 2023-04-25 Jan-Philipp Schulze , Philip Sperl , Ana Răduţoiu , Carla Sagebiel , Konstantin Böttinger

The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training…

Machine Learning · Computer Science 2023-08-30 Haksoo Lim , Sewon Park , Minjung Kim , Jaehoon Lee , Seonkyu Lim , Noseong Park
‹ Prev 1 8 9 10 Next ›