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We present a unified experiment, analysis, and benchmark study of multivariate time-series (MTS) anomaly detection. Ten family-representative detectors -- spanning statistical, reconstruction, association, frequency, and generic-transformer…

Machine Learning · Computer Science 2026-05-28 Junhao Wei , Yanxiao Li , Bidong Chen , Yifu Zhao , Haochen Li , Dexing Yao , Baili Lu , Xudong Ye , Jietian Feng , Sio-Kei Im , Yapeng Wang , Xu Yang

Multivariate time series (MTS) anomaly detection commonly encounters in various domains like finance, healthcare, and industrial monitoring. However, existing MTS anomaly detection methods are mostly defined on the static graph structure,…

Machine Learning · Computer Science 2025-09-23 Jia Li , Shiyu Long , Ye Yuan

Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at both forecasting tasks, and at quantifying the uncertainty associated with those forecasts (prediction intervals). One example is Multivariate…

Machine Learning · Computer Science 2022-02-28 Thabang Mathonsi , Terence L van Zyl

When applying pre-trained large language models (LLMs) to address anomaly detection tasks, the multivariate time series (MTS) modality of anomaly detection does not align with the text modality of LLMs. Existing methods simply transform the…

Computation and Language · Computer Science 2025-04-15 Wei Tao , Xiaoyang Qu , Kai Lu , Jiguang Wan , Guokuan Li , Jianzong Wang

Data augmentation methods are commonly integrated into the training of anomaly detection models. Previous approaches have primarily focused on replicating real-world anomalies or enhancing diversity, without considering that the standard of…

Artificial Intelligence · Computer Science 2024-12-30 Jiang Lin , Yaping Yan

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Numerous methods for time-series anomaly detection (TSAD) have emerged in recent years, most of which are unsupervised and assume that only normal samples are available during the training phase, due to the challenge of obtaining abnormal…

Machine Learning · Computer Science 2024-08-08 Thomas Lai , Thi Kieu Khanh Ho , Narges Armanfard

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus

Traffic congestion anomaly detection is of paramount importance in intelligent traffic systems. The goals of transportation agencies are two-fold: to monitor the general traffic conditions in the area of interest and to locate road segments…

Machine Learning · Computer Science 2022-06-30 Zhuangwei Kang , Ayan Mukhopadhyay , Aniruddha Gokhale , Shijie Wen , Abhishek Dubey

Detection of anomalous situations for complex mission-critical systems hold paramount importance when their service continuity needs to be ensured. A major challenge in detecting anomalies from the operational data arises due to the…

Machine Learning · Computer Science 2025-05-20 Shanay Mehta , Shlok Mehendale , Nicole Fernandes , Jyotirmoy Sarkar , Santonu Sarkar , Snehanshu Saha

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

Anomaly subsequence detection is to detect inconsistent data, which always contains important information, among time series. Due to the high dimensionality of the time series, traditional anomaly detection often requires a large time…

Machine Learning · Computer Science 2019-07-02 Chunkai Zhang , Yingyang Chen , Ao Yin

Unsupervised multivariate time series anomaly detection (UMTSAD) plays a critical role in various domains, including finance, networks, and sensor systems. In recent years, due to the outstanding performance of deep learning in general…

Machine Learning · Computer Science 2025-04-28 Tiange Huang , Yongjun Li

Semiconductor manufacturing is an extremely complex process, characterized by thousands of interdependent parameters collected across diverse tools and process steps. Multi-variate time-series (MTS) analysis has emerged as a critical…

Machine Learning · Computer Science 2025-07-04 Bappaditya Dey , Daniel Sorensen , Minjin Hwang , Sandip Halder

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

Anomaly detection in database management systems (DBMSs) is difficult because of increasing number of statistics (stat) and event metrics in big data system. In this paper, I propose an automatic DBMS diagnosis system that detects anomaly…

Machine Learning · Statistics 2018-01-26 Doyup Lee

With the widespread availability of sensor data across industrial and operational systems, we frequently encounter heterogeneous time series from multiple systems. Anomaly detection is crucial for such systems to facilitate predictive…

Machine Learning · Computer Science 2025-04-22 Sarah Alnegheimish , Zelin He , Matthew Reimherr , Akash Chandrayan , Abhinav Pradhan , Luca D'Angelo

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

Machine Learning · Computer Science 2020-04-02 Mohammad Braei , Sebastian Wagner

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris