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Real-world time series data often present recurrent or repetitive patterns and it is often generated in real time, such as transportation passenger volume, network traffic, system resource consumption, energy usage, and human gait.…

Machine Learning · Computer Science 2021-05-05 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation…

Machine Learning · Computer Science 2026-02-02 Anthony Bolton , Wuyang Zhou , Zehua Chen , Giorgos Iacovides , Danilo Mandic

Industrial anomaly detection plays a crucial role in ensuring product quality control. Therefore, proposing an effective anomaly detection model is of great significance. While existing feature-reconstruction methods have demonstrated…

Computer Vision and Pattern Recognition · Computer Science 2026-03-25 Wei Luo , Haiming Yao , Wenyong Yu

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

Detecting anomalies for multivariate time-series without manual supervision continues a challenging problem due to the increased scale of dimensions and complexity of today's IT monitoring systems. Recent progress of unsupervised…

Machine Learning · Computer Science 2021-10-19 Qinfeng Xiao , Shikuan Shao , Jing Wang

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli

Anomaly detection (AD) plays a pivotal role across diverse domains, including cybersecurity, finance, healthcare, and industrial manufacturing, by identifying unexpected patterns that deviate from established norms in real-world data.…

Machine Learning · Computer Science 2025-06-12 Yang Liu , Jing Liu , Chengfang Li , Rui Xi , Wenchao Li , Liang Cao , Jin Wang , Laurence T. Yang , Junsong Yuan , Wei Zhou

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…

Machine Learning · Computer Science 2025-07-16 Zhijie Zhong , Zhiwen Yu , Xing Xi , Yue Xu , Wenming Cao , Yiyuan Yang , Kaixiang Yang , Jane You

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

Machine Learning · Computer Science 2024-04-09 Hengyu Ye , Jiadong Chen , Shijin Gong , Fuxin Jiang , Tieying Zhang , Jianjun Chen , Xiaofeng Gao

Deep learning for time-series anomaly detection (TSAD) has gained significant attention over the past decade. Despite the reported improvements in several papers, the practical application of these models remains limited. Recent studies…

Machine Learning · Computer Science 2024-09-18 Alex Koran , Hadi Hojjati , Narges Armanfard

An efficient customer service management system hinges on precise forecasting of service volume. In this scenario, where data non-stationarity is pronounced, successful forecasting heavily relies on identifying and leveraging similar…

Machine Learning · Computer Science 2024-06-18 Tianfeng Wang , Gaojie Cui

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

Anomaly detection in multivariate time series data is of paramount importance for ensuring the efficient operation of large-scale systems across diverse domains. However, accurately detecting anomalies in such data poses significant…

Machine Learning · Computer Science 2023-11-15 Yuhang Chen , Chaoyun Zhang , Minghua Ma , Yudong Liu , Ruomeng Ding , Bowen Li , Shilin He , Saravan Rajmohan , Qingwei Lin , Dongmei Zhang

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Machine Learning · Computer Science 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

Time Series Foundation Models (TSFMs) have recently emerged as general-purpose forecasting models and show considerable potential for applications in energy systems. However, applications in critical infrastructure like power grids require…

Machine Learning · Computer Science 2026-05-01 Matthias Hertel , Alexandra Nikoltchovska , Sebastian Pütz , Ralf Mikut , Benjamin Schäfer , Veit Hagenmeyer

Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…

Machine Learning · Computer Science 2026-03-10 Yunzhong Qiu , Binzhu Li , Hao Wei , Shenglin Weng , Chen Wang , Zhongyi Pei , Mingsheng Long , Jianmin Wang

Accurate long-term time series forecasting (LTSF) requires the capture of complex long-range dependencies and dynamic periodic patterns. Recent advances in frequency-domain analysis offer a global perspective for uncovering temporal…

Artificial Intelligence · Computer Science 2026-04-28 Xudong Jiang , Mingshan Loo , Hanchen Yang , Wengen Li , Mingrui Zhang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

Generating high-quality time-series data is challenging because real-world signals often exhibit multimodal patterns and multiscale dynamics, including oscillations and high-frequency variations. Flow Matching (FM) offers an efficient…

Machine Learning · Computer Science 2026-05-29 Junru Zhang , Lang Feng , Jinbo Wang , Xu Guo , Yucheng Wang , Han Yu , Min Wu , Yabo Dong , Duanqing Xu