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Unsupervised anomaly detection stands as an important problem in machine learning, with applications in financial fraud prevention, network security and medical diagnostics. Existing unsupervised anomaly detection algorithms rarely perform…

Machine Learning · Computer Science 2026-02-04 Pritam Kar , Rahul Bordoloi , Olaf Wolkenhauer , Saptarshi Bej

Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on…

Machine Learning · Computer Science 2020-09-22 Duc Nguyen , Phuoc Nguyen , Kien Do , Santu Rana , Sunil Gupta , Truyen Tran

Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and…

Machine Learning · Computer Science 2019-11-19 Farzaneh Khoshnevisan , Zhewen Fan

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in…

Machine Learning · Computer Science 2025-01-20 Wennuo Yang , Shiling Wu , Yuzhi Zhou , Cheng Luo , Xilin He , Weicheng Xie , Linlin Shen , Siyang Song

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

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

Multivariate time series anomaly detection has been extensively studied under the semi-supervised setting, where a training dataset with all normal instances is required. However, preparing such a dataset is very laborious since each single…

Machine Learning · Computer Science 2023-06-21 Qihang Zhou , Jiming Chen , Haoyu Liu , Shibo He , Wenchao Meng

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

Anomaly detection in multivariate time series (MTS) is crucial for various applications in data mining and industry. Current industrial methods typically approach anomaly detection as an unsupervised learning task, aiming to identify…

Machine Learning · Computer Science 2024-10-14 Yuanyi Wang , Haifeng Sun , Chengsen Wang , Mengde Zhu , Jingyu Wang , Wei Tang , Qi Qi , Zirui Zhuang , Jianxin Liao

We propose an outlier robust multivariate time series model which can be used for detecting previously unseen anomalous sounds based on noisy training data. The presented approach doesn't assume the presence of labeled anomalies in the…

Sound · Computer Science 2022-02-07 Wo Jae Lee , Karim Helwani , Arvindh Krishnaswamy , Srikanth Tenneti

The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training…

Machine Learning · Computer Science 2023-08-30 Haksoo Lim , Sewon Park , Minjung Kim , Jaehoon Lee , Seonkyu Lim , Noseong Park

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

Multivariate Time Series (MTS) anomaly detection focuses on pinpointing samples that diverge from standard operational patterns, which is crucial for ensuring the safety and security of industrial applications. The primary challenge in this…

Machine Learning · Computer Science 2024-04-19 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

Time-series data vary widely across domains, making a universal anomaly detector impractical. Methods that perform well on one dataset often fail to transfer because what counts as an anomaly is context dependent. The key challenge is to…

Databases · Computer Science 2026-02-26 Mohamed Abdelmaksoud , Sheng Ding , Andrey Morozov , Ziawasch Abedjan

Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the…

Machine Learning · Computer Science 2025-12-03 Emmanouil Sylligardos , John Paparrizos , Themis Palpanas , Pierre Senellart , Paul Boniol

Anomaly detection in smart power grids is a critical challenge due to the complexity, heterogeneity, and dynamic nature of sensor data streams. Existing one-class classification methods, particularly Subspace Support Vector Data Description…

Machine Learning · Computer Science 2026-04-24 Thomas Debelle , Fahad Sohrab , Pekka Abrahamsson , Moncef Gabbouj

Detecting anomalies in the data collected by WSNs can provide crucial evidence for assessing the reliability and stability of WSNs. Existing methods for WSN anomaly detection often face challenges such as the limited extraction of…

Machine Learning · Computer Science 2025-06-03 Miao Ye , Suxiao Wang , Jiaguang Han , Yong Wang , Xiaoli Wang , Jingxuan Wei , Peng Wen , Jing Cui

Weakly supervised anomaly detection (WSAD) has developed in three primary directions: incomplete, inexact, and inaccurate supervision. However, these directions remain isolated, lacking a unified framework to assess whether they address…

Machine Learning · Computer Science 2026-05-27 Xu Yao , Siyuan Zhou , Zhenbo Wu , Chaochuan Hou , Shuang Liang , Shiping Wang , Hailiang Huang , Songqiao Han , Minqi Jiang

Time series anomaly detection (TSAD) has traditionally focused on binary classification and often lacks the fine-grained categorization and explanatory reasoning required for transparent decision-making. To address these limitations, we…

Machine Learning · Computer Science 2026-04-17 Yiyuan Yang , Zichuan Liu , Lei Song , Kai Ying , Zhiguang Wang , Tom Bamford , Svitlana Vyetrenko , Jiang Bian , Qingsong Wen