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The topic of Multivariate Time Series Anomaly Detection (MTSAD) has grown rapidly over the past years, with a steady rise in publications and Deep Learning (DL) models becoming the dominant paradigm. To address the lack of systematization…

Machine Learning · Statistics 2026-04-27 Bruna Alves , Armando J. Pinho , Sónia Gouveia

Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…

Machine Learning · Computer Science 2026-02-10 Xiaona Zhou , Constantin Brif , Ismini Lourentzou

Multivariate Time Series (MVTS) anomaly detection is a long-standing and challenging research topic that has attracted tremendous research effort from both industry and academia recently. However, a careful study of the literature makes us…

Machine Learning · Computer Science 2023-11-02 Mohamed El Amine Sehili , Zonghua Zhang

Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the…

Machine Learning · Computer Science 2025-12-03 Emmanouil Sylligardos , John Paparrizos , Themis Palpanas , Pierre Senellart , Paul Boniol

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

Multivariate Time Series Anomaly Detection (MTSAD) is critical for real-world monitoring scenarios such as industrial control and aerospace systems. Mainstream reconstruction-based anomaly detection methods suffer from two key limitations:…

Machine Learning · Computer Science 2026-04-13 Jun Liu , Ying Chen , Ziqian Lu , Qinyue Tong , Jun Tang

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…

Machine Learning · Computer Science 2024-08-21 Junqi Chen , Xu Tan , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja

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

Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and…

Machine Learning · Computer Science 2025-10-03 Yuanyuan Yao , Yuhan Shi , Lu Chen , Ziquan Fang , Yunjun Gao , Leong Hou U , Yushuai Li , Tianyi Li

In large IT systems, software deployment is a crucial process in online services as their code is regularly updated. However, a faulty code change may degrade the target service's performance and cause cascading outages in downstream…

Machine Learning · Computer Science 2024-06-07 Jingchao Ni , Gauthier Guinet , Peihong Jiang , Laurent Callot , Andrey Kan

Multivariate time series anomaly detection is a very common problem in the field of failure prevention. Fast prevention means lower repair costs and losses. The amount of sensors in novel industry systems makes the anomaly detection process…

Machine Learning · Computer Science 2021-11-24 Kamil Faber , Dominik Żurek , Marcin Pietroń , Kamil Piętak

The Matrix Profile (MP), a versatile tool for time series data mining, has been shown effective in time series anomaly detection (TSAD). This paper delves into the problem of anomaly detection in multidimensional time series, a common…

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

Multivariate time series(MTS) is a universal data type related to many practical applications. However, MTS suffers from missing data problems, which leads to degradation or even collapse of the downstream tasks, such as prediction and…

Machine Learning · Computer Science 2022-09-19 Kai Zhang , Qinmin Yang , Chao Li

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

Anomaly detection in multivariate time series (MTS) has been widely studied in one-class classification (OCC) setting. The training samples in OCC are assumed to be normal, which is difficult to guarantee in practical situations. Such a…

Machine Learning · Computer Science 2024-02-08 Qihang Zhou , Shibo He , Haoyu Liu , Jiming Chen , Wenchao Meng

Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on…

Machine Learning · Computer Science 2020-09-22 Duc Nguyen , Phuoc Nguyen , Kien Do , Santu Rana , Sunil Gupta , Truyen Tran

Multimodal time series (MTS) anomaly detection is crucial for maintaining the safety and stability of working devices (e.g., water treatment system and spacecraft), whose data are characterized by multivariate time series with diverse…

Machine Learning · Computer Science 2023-10-18 Chaoyue Ding , Shiliang Sun , Jing Zhao

With the increasing volume of streaming data in industrial systems, online anomaly detection has become a critical task. The diverse and rapidly evolving data patterns pose significant challenges for online anomaly detection. Many existing…

Machine Learning · Computer Science 2026-01-06 Zewei Yu , Jianqiu Xu , Caimin Li
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