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Industrial time-series data from real production environments exhibits substantially higher complexity than commonly used benchmark datasets, primarily due to heterogeneous, multi-stage operational processes. As a result, anomaly detection…

Machine Learning · Computer Science 2026-04-16 Sergej Krasnikov , Lukas Meitz , Samineh Bagheri , Michael Heider , Thorsten Schöler , Jörg Hähner

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

Time-series anomaly detection is an important task and has been widely applied in the industry. Since manual data annotation is expensive and inefficient, most applications adopt unsupervised anomaly detection methods, but the results are…

Machine Learning · Computer Science 2023-01-02 Hong Guo , Yujing Wang , Jieyu Zhang , Zhengjie Lin , Yunhai Tong , Lei Yang , Luoxing Xiong , Congrui Huang

Today's Cyber-Physical Systems (CPSs) are large, complex, and affixed with networked sensors and actuators that are targets for cyber-attacks. Conventional detection techniques are unable to deal with the increasingly dynamic and complex…

Machine Learning · Computer Science 2019-01-16 Dan Li , Dacheng Chen , Jonathan Goh , See-kiong Ng

A method for unsupervised contextual anomaly detection is proposed using a cross-linked pair of Variational Auto-Encoders for assigning a normality score to an observation. The method enables a distinct separation of contextual from…

Machine Learning · Statistics 2019-04-02 Yaniv Shulman

Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However,…

Machine Learning · Computer Science 2025-04-17 Jinsung Jeon , Jaehyeon Park , Sewon Park , Jeongwhan Choi , Minjung Kim , Noseong Park

In this paper, we introduce the transition-based feature generator (TFGen) technique, which reads general activity data with attributes and generates step-by-step generated data. The activity data may consist of network activity from…

Machine Learning · Computer Science 2023-08-22 Yinzheng Zhong , Alexei Lisitsa

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

The surge in real-time data collection across various industries has underscored the need for advanced anomaly detection in both univariate and multivariate time series data. This paper introduces TransNAS-TSAD, a framework that synergizes…

Machine Learning · Computer Science 2024-03-06 Ijaz Ul Haq , Byung Suk Lee , Donna M. Rizzo

Time-series anomaly detection (TSAD) is critical in domains such as industrial monitoring, healthcare, and cybersecurity, but it remains challenging due to rare and heterogeneous anomalies and the scarcity of labelled data. This scarcity…

Machine Learning · Computer Science 2026-05-05 Romain Hermary , Samet Hicsonmez , Dan Pineau , Abd El Rahman Shabayek , Djamila Aouada

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale,…

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…

In many anomaly detection tasks, where anomalous data rarely appear and are difficult to collect, training using only normal data is important. Although it is possible to manually create anomalous data using prior knowledge, they may be…

Machine Learning · Computer Science 2022-05-10 Hironori Murase , Kenji Fukumizu

Automating the monitoring of industrial processes has the potential to enhance efficiency and optimize quality by promptly detecting abnormal events and thus facilitating timely interventions. Deep learning, with its capacity to discern…

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

In recent years, rapid technological advancements and expanded Internet access have led to a significant rise in anomalies within network traffic and time-series data. Prompt detection of these irregularities is crucial for ensuring service…

Machine Learning · Computer Science 2025-11-10 Mahshid Rezakhani , Tolunay Seyfi , Fatemeh Afghah

Multimodal time series (MTS) anomaly detection is crucial for maintaining the safety and stability of working devices (e.g., water treatment system and spacecraft), whose data are characterized by multivariate time series with diverse…

Machine Learning · Computer Science 2023-10-18 Chaoyue Ding , Shiliang Sun , Jing Zhao

Evaluating the reasoning capabilities of Large Language Models (LLMs) for complex, quantitative financial tasks is a critical and unsolved challenge. Standard benchmarks often fail to isolate an agent's core ability to parse queries and…

Artificial Intelligence · Computer Science 2026-04-22 Anton Kolonin , Alexey Glushchenko , Evgeny Bochkov , Abhishek Saxena

Synthetic time series are essential tools for data augmentation, stress testing, and algorithmic prototyping in quantitative finance. However, in cryptocurrency markets, characterized by 24/7 trading, extreme volatility, and rapid regime…

Statistical Finance · Quantitative Finance 2025-08-06 Yihao Ang , Qiang Wang , Qiang Huang , Yifan Bao , Xinyu Xi , Anthony K. H. Tung , Chen Jin , Zhiyong Huang