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Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

Methodology · Statistics 2026-02-26 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

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

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

Deep learning for time-series anomaly detection (TSAD) has gained significant attention over the past decade. Despite the reported improvements in several papers, the practical application of these models remains limited. Recent studies…

Machine Learning · Computer Science 2024-09-18 Alex Koran , Hadi Hojjati , Narges Armanfard

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

The complexity and ubiquity of modern computing systems is a fertile ground for anomalies, including security and privacy breaches. In this paper, we propose a new methodology that addresses the practical challenges to implement anomaly…

Cryptography and Security · Computer Science 2020-06-17 Charles F. Gonçalves , Daniel S. Menasché , Alberto Avritzer , Nuno Antunes , Marco Vieira

It is widely recognized that deep neural networks are sensitive to bias in the data. This means that during training these models are likely to learn spurious correlations between data and labels, resulting in limited generalization…

Machine Learning · Computer Science 2024-12-06 Vito Paolo Pastore , Massimiliano Ciranni , Davide Marinelli , Francesca Odone , Vittorio Murino

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

In anomaly detection, a prominent task is to induce a model to identify anomalies learned solely based on normal data. Generally, one is interested in finding an anomaly detector that correctly identifies anomalies, i.e., data points that…

Machine Learning · Computer Science 2022-11-28 David Schubert , Pritha Gupta , Marcel Wever

Time series anomaly detection (TSAD) has been a long-standing pillar problem in Web-scale systems and online infrastructures, such as service reliability monitoring, system fault diagnosis, and performance optimization. Large language…

Computation and Language · Computer Science 2026-02-18 Xiongxiao Xu , Haoran Wang , Yueqing Liang , Philip S. Yu , Yue Zhao , Kai Shu

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

Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…

Machine Learning · Computer Science 2021-11-30 Arpita Gang , Waheed U. Bajwa

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…

Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…

Social and Information Networks · Computer Science 2023-05-10 Len Feremans , Boris Cule , Bart Goethals

This study investigates the performance of robust anomaly detection models in industrial inspection, focusing particularly on their ability to handle noisy data. We propose to leverage the adaptation ability of meta learning approaches to…

Computer Vision and Pattern Recognition · Computer Science 2025-03-04 Muhammad Aqeel , Shakiba Sharifi , Marco Cristani , Francesco Setti

For multimode processes, one generally establishes local monitoring models corresponding to local modes. However, the significant features of previous modes may be catastrophically forgotten when a monitoring model for the current mode is…

Machine Learning · Statistics 2021-05-31 Jingxin Zhang , Donghua Zhou , Maoyin Chen

It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…

Machine Learning · Computer Science 2021-10-08 Thabang Mathonsi , Terence L. van Zyl

Anomaly detection (AD) is a machine learning task that identifies anomalies by learning patterns from normal training data. In many real-world scenarios, anomalies vary in severity, from minor anomalies with little risk to severe…

Machine Learning · Computer Science 2024-11-25 Tri Cao , Minh-Huy Trinh , Ailin Deng , Quoc-Nam Nguyen , Khoa Duong , Ngai-Man Cheung , Bryan Hooi

The article proposes and theoretically analyses a \emph{computationally efficient} multi-task learning (MTL) extension of popular principal component analysis (PCA)-based supervised learning schemes…

Machine Learning · Statistics 2021-11-02 Malik Tiomoko , Romain Couillet , Frédéric Pascal

Asymmetric Tensor PCA (ATPCA) is a prototypical model for studying the trade-offs between sample complexity, computation, and memory. Existing algorithms for this problem typically require at least…

Machine Learning · Computer Science 2026-04-14 Shihong Ding , Weicheng Lin , Cong Fang