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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

Time-series anomaly detectors are commonly compared on workstation-class hardware under unconstrained execution. In-vehicle monitoring, however, requires predictable latency and stable behavior under limited CPU parallelism. Accuracy-only…

Machine Learning · Computer Science 2026-04-28 Kadir-Kaan Özer , René Ebeling , Markus Enzweiler

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

This paper proposes LPC-AD, a fast and accurate multivariate time series (MTS) anomaly detection method. LPC-AD is motivated by the ever-increasing needs for fast and accurate MTS anomaly detection methods to support fast troubleshooting in…

Machine Learning · Computer Science 2022-05-18 Zhi Qi , Hong Xie , Ye Li , Jian Tan , FeiFei Li , John C. S. Lui

Efficient anomaly detection and diagnosis in multivariate time-series data is of great importance for modern industrial applications. However, building a system that is able to quickly and accurately pinpoint anomalous observations is a…

Machine Learning · Computer Science 2022-05-17 Shreshth Tuli , Giuliano Casale , Nicholas R. Jennings

Anomalies are ubiquitous in all scientific fields and can express an unexpected event due to incomplete knowledge about the data distribution or an unknown process that suddenly comes into play and distorts observations. Due to such events'…

Computer Vision and Pattern Recognition · Computer Science 2021-12-14 Fabio Valerio Massoli , Fabrizio Falchi , Alperen Kantarci , Şeymanur Akti , Hazim Kemal Ekenel , Giuseppe Amato

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

As modern software systems continue to grow in terms of complexity and volume, anomaly detection on multivariate monitoring metrics, which profile systems' health status, becomes more and more critical and challenging. In particular, the…

Software Engineering · Computer Science 2023-08-22 Jinyang Liu , Tianyi Yang , Zhuangbin Chen , Yuxin Su , Cong Feng , Zengyin Yang , Michael R. Lyu

Time series anomaly detection is extensively studied in statistics, economics, and computer science. Over the years, numerous methods have been proposed for time series anomaly detection using deep learning-based methods. Many of these…

Machine Learning · Computer Science 2022-08-25 Shahroz Tariq , Binh M. Le , Simon S. Woo

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Machine Learning · Computer Science 2013-10-25 Nikos Karampatziakis , Paul Mineiro

Anomaly detection has many applications ranging from bank-fraud detection and cyber-threat detection to equipment maintenance and health monitoring. However, choosing a suitable algorithm for a given application remains a challenging design…

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

Time series anomaly detection (TSAD) is becoming increasingly vital due to the rapid growth of time series data across various sectors. Anomalies in web service data, for example, can signal critical incidents such as system failures or…

Machine Learning · Computer Science 2024-11-06 Jiaxin Zhuang , Leon Yan , Zhenwei Zhang , Ruiqi Wang , Jiawei Zhang , Yuantao Gu

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

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

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

A deep learning approach is proposed to detect data and system anomalies using high-resolution continuous point-on-wave (CPOW) or phasor measurements. Both the anomaly and anomaly-free measurement models are assumed to have unknown temporal…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Kursat Rasim Mestav , Xinyi Wang , Lang Tong

Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a…

Machine Learning · Computer Science 2023-02-03 Ferdinand Rewicki , Joachim Denzler , Julia Niebling

Anomaly detection, where data instances are discovered containing feature patterns different from the majority, plays a fundamental role in various applications. However, it is challenging for existing methods to handle the scenarios where…

Machine Learning · Computer Science 2023-04-24 Guanchu Wang , Ninghao Liu , Daochen Zha , Xia Hu

Anomaly detection methods have demonstrated remarkable success across various applications. However, assessing their performance, particularly at the pixel-level, presents a complex challenge due to the severe imbalance that is most…

Computer Vision and Pattern Recognition · Computer Science 2023-10-26 Mehdi Rafiei , Toby P. Breckon , Alexandros Iosifidis