English
Related papers

Related papers: Matrix Profile for Time-Series Anomaly Detection: …

200 papers

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

Driven by network intrusion detection, we propose a MultiResolution Anomaly Detection (MRAD) method, which effectively utilizes the multiscale properties of Internet features and network anomalies. In this paper, several theoretical…

Statistics Theory · Mathematics 2008-09-09 Lingsong Zhang , Zhengyuan Zhu , J. S. Marron

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

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

Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

Machine Learning · Computer Science 2023-07-21 Manqing Dong , Zhanxiang Zhao , Yitong Geng , Wentao Li , Wei Wang , Huai Jiang

Deep learning models have become the dominant approach for multivariate time series anomaly detection (MTSAD), often reporting substantial performance improvements over classical statistical methods. However, these gains are frequently…

Machine Learning · Statistics 2026-03-20 Bruna Alves , Ana Martins , Armando J. Pinho , Sónia Gouveia

For modern industrial applications, accurately detecting and diagnosing anomalies in multivariate time series data is essential. Despite such need, most state-of-the-art methods often prioritize detection performance over model…

Machine Learning · Computer Science 2024-10-31 Minha Kim , Kishor Kumar Bhaumik , Amin Ahsan Ali , Simon S. Woo

Effective anomaly detection in time series is pivotal for modern industrial applications and financial systems. Due to the scarcity of anomaly labels and the high cost of manual labeling, reconstruction-based unsupervised approaches have…

Machine Learning · Computer Science 2025-09-25 Tiejun Wang , Rui Wang , Xudong Mou , Mengyuan Ma , Tianyu Wo , Renyu Yang , Xudong Liu

Zero-shot anomaly detection (ZSAD) often leverages pretrained vision or vision-language models, but many existing methods use prompt learning or complex modeling to fit the data distribution, resulting in high training or inference cost and…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Chaoran Xu , Chengkan Lv , Qiyu Chen , Feng Zhang , Zhengtao Zhang

Existing Multivariate Time Series Anomaly Detection (MTSAD) frameworks increasingly rely on integrating Graph Neural Networks (GNNs) with sequence models to capture complex spatio-temporal dependencies. However, less attention is paid to…

Artificial Intelligence · Computer Science 2026-05-19 Suofei Zhang , Yaxuan Zheng , Haifeng Hu

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

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

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…

Machine Learning · Computer Science 2026-01-06 Wei Hu , Zewei Yu , Jianqiu Xu

Time series are ubiquitous and occur naturally in a variety of applications -- from data recorded by sensors in manufacturing processes, over financial data streams to climate data. Different tasks arise, such as regression, classification…

Machine Learning · Computer Science 2024-09-17 Sebastian Wette , Florian Heinrichs

Today's cyber-world is vastly multivariate. Metrics collected at extreme varieties demand multivariate algorithms to properly detect anomalies. However, forecast-based algorithms, as widely proven approaches, often perform sub-optimally or…

Machine Learning · Computer Science 2022-01-14 Lan Wang , Yusan Lin , Yuhang Wu , Huiyuan Chen , Fei Wang , Hao Yang

Time series anomaly detection is a pivotal task in data analysis, yet it poses the challenge of discerning normal and abnormal patterns in label-deficient scenarios. While prior studies have largely employed reconstruction-based approaches,…

Machine Learning · Computer Science 2025-08-05 Zhijie Zhong , Zhiwen Yu , Yiyuan Yang , Weizheng Wang , Kaixiang Yang

Mainstream unsupervised anomaly detection algorithms often excel in academic datasets, yet their real-world performance is restricted due to the controlled experimental conditions involving clean training data. Addressing the challenge of…

Machine Learning · Computer Science 2025-05-13 Thi Kieu Khanh Ho , Narges Armanfard

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

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Data Structures and Algorithms · Computer Science 2019-11-05 Roni Mateless , Michael Segal , Robert Moskovitch