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Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured…

Artificial Intelligence · Computer Science 2016-07-12 Pankaj Malhotra , Anusha Ramakrishnan , Gaurangi Anand , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

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

Massive key performance indicators (KPIs) are monitored as multivariate time series data (MTS) to ensure the reliability of the software applications and service system. Accurately detecting the abnormality of MTS is very critical for…

Machine Learning · Computer Science 2023-08-28 Haotian Si , Changhua Pei , Zhihan Li , Yadong Zhao , Jingjing Li , Haiming Zhang , Zulong Diao , Jianhui Li , Gaogang Xie , Dan Pei

Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…

Machine Learning · Computer Science 2024-08-21 Junqi Chen , Xu Tan , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

In practice, machine learning methods commonly require anomaly detection (AD) to filter inputs or detect distributional shifts. Typically, this is implemented by running a separate AD model alongside the primary model. However, this…

Machine Learning · Computer Science 2026-03-19 Luca Hinkamp , Simon Klüttermann , Emmanuel Müller

Deep neural networks are known to be vulnerable to unseen data: they may wrongly assign high confidence stcores to out-distribuion samples. Recent works try to solve the problem using representation learning methods and specific metrics. In…

Computer Vision and Pattern Recognition · Computer Science 2022-06-07 Haowei He , Jiaye Teng , Yang Yuan

Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various…

Machine Learning · Computer Science 2023-03-14 Mononito Goswami , Cristian Challu , Laurent Callot , Lenon Minorics , Andrey Kan

Anomalies are those deviating from the norm. Unsupervised anomaly detection often translates to identifying low density regions. Major problems arise when data is high-dimensional and mixed of discrete and continuous attributes. We propose…

Machine Learning · Computer Science 2016-10-21 Kien Do , Truyen Tran , Svetha Venkatesh

Anomalies are samples that significantly deviate from the rest of the data and their detection plays a major role in building machine learning models that can be reliably used in applications such as data-driven design and novelty…

Machine Learning · Statistics 2023-06-19 Amin Yousefpour , Mehdi Shishehbor , Zahra Zanjani Foumani , Ramin Bostanabad

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

Machine Learning · Computer Science 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

The matrix profile is an effective data mining tool that provides similarity join functionality for time series data. Users of the matrix profile can either join a time series with itself using intra-similarity join (i.e., self-join) or…

Databases · Computer Science 2023-11-07 Chin-Chia Michael Yeh , Yan Zheng , Junpeng Wang , Huiyuan Chen , Zhongfang Zhuang , Wei Zhang , Eamonn Keogh

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

Multivariate time series anomalies often manifest as shifts in cross-channel dependencies rather than simple amplitude excursions. In autonomous driving, for instance, a steering command might be internally consistent but decouple from the…

Machine Learning · Computer Science 2026-03-17 Kadir-Kaan Özer , René Ebeling , Markus Enzweiler

During the past decade, many anomaly detection approaches have been introduced in different fields such as network monitoring, fraud detection, and intrusion detection. However, they require understanding of data pattern and often need a…

Machine Learning · Computer Science 2023-01-11 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

Time series anomaly detection (TSAD) has long been a hot research topic in data mining due to its various applications. Recent studies challenge the effectiveness of popular deep learning methods for TSAD, suggesting their failure in…

Machine Learning · Computer Science 2026-05-29 Qideng Tang , Dai Chaofan , Wubin Ma , Yahui Wu , Haohao Zhou , Tao Zhang , Huan Li , Dalin Zhang

Time series anomalies can offer information relevant to critical situations facing various fields, from finance and aerospace to the IT, security, and medical domains. However, detecting anomalies in time series data is particularly…

Machine Learning · Computer Science 2020-11-17 Alexander Geiger , Dongyu Liu , Sarah Alnegheimish , Alfredo Cuesta-Infante , Kalyan Veeramachaneni

Responding to the challenge of detecting unusual radar targets in a well identified environment, innovative anomaly and novelty detection methods keep emerging in the literature. This work aims at presenting a benchmark gathering common and…

Signal Processing · Electrical Eng. & Systems 2021-06-22 Martin Bauw , Santiago Velasco-Forero , Jesus Angulo , Claude Adnet , Olivier Airiau

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