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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…

Time series anomaly detection is important in modern large-scale systems and is applied in a variety of domains to analyze and monitor the operation of diverse systems. Unsupervised approaches have received widespread interest, as they do…

Machine Learning · Computer Science 2025-10-23 Buang Zhang , Tung Kieu , Xiangfei Qiu , Chenjuan Guo , Jilin Hu , Aoying Zhou , Christian S. Jensen , Bin Yang

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 proposed a multivariate time series anomaly detection frame-work Ymir, which leverages ensemble learning and supervisedlearning technology to efficiently learn and adapt to anomaliesin real-world system applications. Ymir integrates…

Machine Learning · Computer Science 2021-12-10 Zhanxiang Zhao

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…

Time series anomaly detection (TSAD) is a vital yet challenging task, particularly in scenarios where labeled anomalies are scarce and temporal dependencies are complex. Recent anomaly assumption (AA) approaches alleviate the lack of…

Machine Learning · Computer Science 2025-09-09 Xudong Mou , Rui Wang , Tiejun Wang , Renyu Yang , Shiru Chen , Jie Sun , Tianyu Wo , Xudong Liu

Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the…

Machine Learning · Computer Science 2019-06-11 Hansheng Ren , Bixiong Xu , Yujing Wang , Chao Yi , Congrui Huang , Xiaoyu Kou , Tony Xing , Mao Yang , Jie Tong , Qi Zhang

Accurate detection and diagnosis of abnormal behaviors such as network attacks from multivariate time series (MTS) are crucial for ensuring the stable and effective operation of industrial cyber-physical systems (CPS). However, existing…

Machine Learning · Computer Science 2024-03-06 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

Matrix profile has been recently proposed as a promising technique to the problem of all-pairs-similarity search on time series. Efficient algorithms have been proposed for computing it, e.g., STAMP, STOMP and SCRIMP++. All these algorithms…

Machine Learning · Computer Science 2019-01-18 Reza Akbarinia , Bertrand Cloez

Motivated by a condition monitoring application arising from subsea engineering we derive a novel, scalable approach to detecting anomalous mean structure in a subset of correlated multivariate time series. Given the need to analyse such…

Methodology · Statistics 2021-04-02 Martin Tveten , Idris A. Eckley , Paul Fearnhead

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

Trajectory Prediction (TP) is an important research topic in computer vision and robotics fields. Recently, many stochastic TP models have been proposed to deal with this problem and have achieved better performance than the traditional…

Machine Learning · Computer Science 2022-01-11 Chunnan Wang , Chen Liang , Xiang Chen , Hongzhi Wang

Detecting anomalies in time series data is essential for the reliable operation of many real-world systems. Recently, time series foundation models (TSFMs) have emerged as a powerful tool for anomaly detection. However, existing methods…

Machine Learning · Computer Science 2025-09-17 Chan Sik Han , Keon Myung Lee

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

Despite the prevalence of reconstruction-based deep learning methods, time series anomaly detection remains a tremendous challenge. Existing approaches often struggle with limited temporal contexts, insufficient representation of normal…

Machine Learning · Computer Science 2025-07-16 Zhijie Zhong , Zhiwen Yu , Xing Xi , Yue Xu , Wenming Cao , Yiyuan Yang , Kaixiang Yang , Jane You

This paper presents an open-source framework for collecting time series S-parameter measurements across multiple antenna elements, dubbed MPADA: Multi-Port Antenna Data Acquisition. The core of MPADA relies on the standard SCPI protocol to…

Signal Processing · Electrical Eng. & Systems 2024-09-02 Yuyi Chang , Yingzhe Zhang , Asimina Kiourti , Emre Ertin

Anomaly detection of multivariate time series is meaningful for system behavior monitoring. This paper proposes an anomaly detection method based on unsupervised Short- and Long-term Mask Representation learning (SLMR). The main idea is to…

Machine Learning · Computer Science 2022-08-24 Qiucheng Miao , Chuanfu Xu , Jun Zhan , Dong Zhu , Chengkun Wu

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

Time series anomaly detection is challenging due to the complexity and variety of patterns that can occur. One major difficulty arises from modeling time-dependent relationships to find contextual anomalies while maintaining detection…

Machine Learning · Computer Science 2023-10-25 Chih-Yu Lai , Fan-Keng Sun , Zhengqi Gao , Jeffrey H. Lang , Duane S. Boning