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When applying principal component analysis (PCA) for dimension reduction, the most varying projections are usually used in order to retain most of the information. For the purpose of anomaly and change detection, however, the least varying…

统计方法学 · 统计学 2019-08-07 Martin Tveten , Ingrid K. Glad

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

机器学习 · 计算机科学 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova

As time series data become increasingly prevalent in domains such as manufacturing, IT, and infrastructure monitoring, anomaly detection must adapt to nonstationary environments where statistical properties shift over time. Traditional…

机器学习 · 计算机科学 2025-08-12 Muyan Anna Li , Aditi Gautam

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…

统计方法学 · 统计学 2021-04-02 Martin Tveten , Idris A. Eckley , Paul Fearnhead

Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a…

机器学习 · 计算机科学 2023-02-03 Ferdinand Rewicki , Joachim Denzler , Julia Niebling

We propose a novel approach to video anomaly detection: we treat feature vectors extracted from videos as realizations of a random variable with a fixed distribution and model this distribution with a neural network. This lets us estimate…

计算机视觉与模式识别 · 计算机科学 2024-03-22 Jakub Micorek , Horst Possegger , Dominik Narnhofer , Horst Bischof , Mateusz Kozinski

Recognising human activities from streaming videos poses unique challenges to learning algorithms: predictive models need to be scalable, incrementally trainable, and must remain bounded in size even when the data stream is arbitrarily…

机器学习 · 统计学 2016-10-06 Rocco De Rosa , Ilaria Gori , Fabio Cuzzolin , Barbara Caputo , Nicolò Cesa-Bianchi

We propose a novel statistical inference framework for streaming principal component analysis (PCA) using Oja's algorithm, enabling the construction of confidence intervals for individual entries of the estimated eigenvector. Most existing…

统计理论 · 数学 2025-07-22 Syamantak Kumar , Shourya Pandey , Purnamrita Sarkar

Network management and security is currently one of the most vibrant research areas, among which, research on detecting and identifying anomalies has attracted a lot of interest. Researchers are still struggling to find an effective and…

网络与互联网体系结构 · 计算机科学 2010-07-09 Huy Nguyen , Tam Van Nguyen , Dong Il Kim , Deokjai Choi

Anomalous diffusion occurs in a wide range of systems, including protein transport within cells, animal movement in complex habitats, pollutant dispersion in groundwater, and nanoparticle motion in synthetic materials. Accurately estimating…

计算机视觉与模式识别 · 计算机科学 2025-04-08 Yusef Ahsini , Marc Escoto , J. Alberto Conejero

In this paper we propose a new algorithm for streaming principal component analysis. With limited memory, small devices cannot store all the samples in the high-dimensional regime. Streaming principal component analysis aims to find the…

机器学习 · 统计学 2018-02-16 Puyudi Yang , Cho-Jui Hsieh , Jane-Ling Wang

Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose…

机器学习 · 统计学 2012-12-27 Gordon J. Ross , Niall M. Adams , Dimitris K. Tasoulis , David J. Hand

We consider the problem of detection of sparse anomalies when monitoring a large number of data streams continuously in time. This problem is addressed using anytime-valid tests. In the context of a normal-means model and for a fixed…

统计理论 · 数学 2025-07-01 Muriel F. Pérez-Ortiz , Rui M. Castro

The increasing complexity and scale of telecommunication networks have led to a growing interest in automated anomaly detection systems. However, the classification of anomalies detected on network Key Performance Indicators (KPI) has…

机器学习 · 计算机科学 2023-09-01 Korantin Bordeau-Aubert , Justin Whatley , Sylvain Nadeau , Tristan Glatard , Brigitte Jaumard

Anomaly detecting as an important technical in cloud computing is applied to support smooth running of the cloud platform. Traditional detecting methods based on statistic, analysis, etc. lead to the high false-alarm rate due to…

机器学习 · 计算机科学 2019-01-29 Jing Zhang

Streaming process mining deals with the real-time analysis of event streams. A common approach for it is to adopt windowing mechanisms that select event data from a stream for subsequent analysis. However, the size of these windows denotes…

Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…

机器学习 · 统计学 2019-10-09 Yi Huang , Ishanu Chattopadhyay

Video anomaly detection is a challenging task due to the lack in approaches for representing samples. The visual representations of most existing approaches are limited by short-term sequences of observations which cannot provide enough…

计算机视觉与模式识别 · 计算机科学 2023-09-08 Yalong Jiang , Changkang Li

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

机器学习 · 计算机科学 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

Anomalies can be defined as any non-random structure which deviates from normality. Anomaly detection methods reported in the literature are numerous and diverse, as what is considered anomalous usually varies depending on particular…

计算机视觉与模式识别 · 计算机科学 2022-05-25 Matías Tailanian , Pablo Musé , Álvaro Pardo