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Related papers: Clustering-based Anomaly Detection in Multivariate…

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Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption…

Methodology · Statistics 2025-09-05 Ziling Ma , Ángel López-Oriona , Hernando Ombao , Ying Sun

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

Early and accurate detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections. While MLP-based mixer models have shown promise in time series analysis, they lack a…

Machine Learning · Computer Science 2025-06-03 Md Mahmuddun Nabi Murad , Yasin Yilmaz

Time series clustering is an essential machine learning task with applications in many disciplines. While the majority of the methods focus on time series taking values on the real line, very few works consider time series defined on the…

Applications · Statistics 2024-02-15 Ángel López-Oriona , Ying Sun , Rosa M. Crujeiras

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

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

Time series clustering is the process of grouping time series with respect to their similarity or characteristics. Previous approaches usually combine a specific distance measure for time series and a standard clustering method. However,…

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu

Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly…

Machine Learning · Computer Science 2022-09-30 Wenzhuo Yang , Kun Zhang , Steven C. H. Hoi

A novel procedure to perform fuzzy clustering of multivariate time series generated from different dependence models is proposed. Different amounts of dissimilarity between the generating models or changes on the dynamic behaviours over…

Methodology · Statistics 2021-09-09 Ángel López-Oriona , José A. Vilar , Pierpaolo-D'Urso

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev

In the class of streaming anomaly detection algorithms for univariate time series, the size of the sliding window over which various statistics are calculated is an important parameter. To address the anomalous variation in the scale of the…

Applications · Statistics 2017-06-22 B Ravi Kiran

Time series clustering is a central machine learning task with applications in many fields. While the majority of the methods focus on real-valued time series, very few works consider series with discrete response. In this paper, the…

Machine Learning · Statistics 2023-04-25 Ángel López Oriona , Christian Weiss , José Antonio Vilar

Today's cyber-world is vastly multivariate. Metrics collected at extreme varieties demand multivariate algorithms to properly detect anomalies. However, forecast-based algorithms, as widely proven approaches, often perform sub-optimally or…

Machine Learning · Computer Science 2022-01-14 Lan Wang , Yusan Lin , Yuhang Wu , Huiyuan Chen , Fei Wang , Hao Yang

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning normal patterns in the frequency domain to detect diverse abnormal…

Machine Learning · Computer Science 2025-05-09 Xingjian Wu , Xiangfei Qiu , Zhengyu Li , Yihang Wang , Jilin Hu , Chenjuan Guo , Hui Xiong , Bin Yang

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…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Three robust methods for clustering multivariate time series from the point of view of generating processes are proposed. The procedures are robust versions of a fuzzy C-means model based on: (i) estimates of the quantile cross-spectral…

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