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In current research, machine and deep learning solutions for the classification of temporal data are shifting from single-channel datasets (univariate) to problems with multiple channels of information (multivariate). The majority of these…

Machine Learning · Computer Science 2023-04-13 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal

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

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further complicated by the absence of anomaly labels. Existing…

Machine Learning · Computer Science 2026-05-25 Yunhua Pei , Zixing Song , Jin Zheng , John Cartlidge

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

A common machine learning task is to discriminate between normal and anomalous data points. In practice, it is not always sufficient to reach high accuracy at this task, one also would like to understand why a given data point has been…

Machine Learning · Statistics 2020-01-23 Jacob Kauffmann , Klaus-Robert Müller , Grégoire Montavon

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

In time series anomaly detection (TSAD), the scarcity of labeled data poses a challenge to the development of accurate models. Unsupervised domain adaptation (UDA) offers a solution by leveraging labeled data from a related domain to detect…

Machine Learning · Computer Science 2025-09-09 Zahra Zamanzadeh Darban , Yiyuan Yang , Geoffrey I. Webb , Charu C. Aggarwal , Qingsong Wen , Shirui Pan , Mahsa Salehi

Time series anomaly detection (TSAD) focuses on identifying whether observations in streaming data deviate significantly from normal patterns. With the prevalence of connected devices, anomaly detection on time series has become paramount,…

Machine Learning · Computer Science 2025-06-11 Samy-Melwan Vilhes , Gilles Gasso , Mokhtar Z Alaya

The rapid expansion of data from diverse sources has made anomaly detection (AD) increasingly essential for identifying unexpected observations that may signal system failures, security breaches, or fraud. As datasets become more complex…

Machine Learning · Computer Science 2025-03-18 Haoqi Huang , Ping Wang , Jianhua Pei , Jiacheng Wang , Shahen Alexanian , Dusit Niyato

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

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

Deep learning approaches to anomaly detection have recently improved the state of the art in detection performance on complex datasets such as large collections of images or text. These results have sparked a renewed interest in the anomaly…

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

As a fundamental data mining task, unsupervised time series anomaly detection (TSAD) aims to build a model for identifying abnormal timestamps without assuming the availability of annotations. A key challenge in unsupervised TSAD is that…

Machine Learning · Computer Science 2026-02-10 Dezheng Wang , Tong Chen , Guansong Pang , Congyan Chen , Shihua Li , Hongzhi Yin

Time series anomaly detection (TSAD) is an important data mining task with numerous applications in the IoT era. In recent years, a large number of deep neural network-based methods have been proposed, demonstrating significantly better…

Machine Learning · Computer Science 2022-08-04 Wenkai Li , Cheng Feng , Ting Chen , Jun Zhu

In this paper, we introduce Masked Anomaly Detection (MAD), a general self-supervised learning task for multivariate time series anomaly detection. With the increasing availability of sensor data from industrial systems, being able to…

Machine Learning · Computer Science 2022-10-04 Yiwei Fu , Feng Xue

Time Series Anomaly Detection (TSAD) finds widespread applications across various domains such as financial markets, industrial production, and healthcare. Its primary objective is to learn the normal patterns of time series data, thereby…

Machine Learning · Computer Science 2024-07-01 Yutong Chen , Hongzuo Xu , Guansong Pang , Hezhe Qiao , Yuan Zhou , Mingsheng Shang

This paper presents an extensive empirical study on the integration of dimensionality reduction techniques with advanced unsupervised time series anomaly detection models, focusing on the MUTANT and Anomaly-Transformer models. The study…

Machine Learning · Computer Science 2024-03-08 Mahsun Altin , Altan Cakir

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…