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This paper explores the utilization of Temporal Graph Networks (TGN) for financial anomaly detection, a pressing need in the era of fintech and digitized financial transactions. We present a comprehensive framework that leverages TGN,…

统计金融 · 定量金融 2024-04-02 Yejin Kim , Youngbin Lee , Minyoung Choe , Sungju Oh , Yongjae Lee

Anomaly detection, a critical facet in data analysis, involves identifying patterns that deviate from expected behavior. This research addresses the complexities inherent in anomaly detection, exploring challenges and adapting to…

机器学习 · 计算机科学 2024-05-07 Aditya Singh , Pavan Reddy

Motivated by the recent surge of criminal activities with cross-cryptocurrency trades, we introduce a new topological perspective to structural anomaly detection in dynamic multilayer networks. We postulate that anomalies in the underlying…

密码学与安全 · 计算机科学 2021-07-08 Dorcas Ofori-Boateng , Ignacio Segovia Dominguez , Murat Kantarcioglu , Cuneyt G. Akcora , Yulia R. Gel

To mitigate climate change, the share of renewable energies in power production needs to be increased. Renewables introduce new challenges to power grids regarding the dynamic stability due to decentralization, reduced inertia, and…

机器学习 · 计算机科学 2026-05-06 Christian Nauck , Michael Lindner , Konstantin Schürholt , Frank Hellmann

This study proposes an unsupervised anomaly detection method for distributed backend service systems, addressing practical challenges such as complex structural dependencies, diverse behavioral evolution, and the absence of labeled data.…

机器学习 · 计算机科学 2025-08-14 Yun Zi , Ming Gong , Zhihao Xue , Yujun Zou , Nia Qi , Yingnan Deng

Performing anomaly detection in hybrid systems is a challenging task since it requires analysis of timing behavior and mutual dependencies of both discrete and continuous signals. Typically, it requires modeling system behavior, which is…

机器学习 · 计算机科学 2020-10-30 Nemanja Hranisavljevic , Oliver Niggemann , Alexander Maier

Why is a given node in a time-evolving graph ($t$-graph) marked as an anomaly by an off-the-shelf detection algorithm? Is it because of the number of its outgoing or incoming edges, or their timings? How can we best convince a human analyst…

社会与信息网络 · 计算机科学 2017-10-17 Nikhil Gupta , Dhivya Eswaran , Neil Shah , Leman Akoglu , Christos Faloutsos

In order to detect unknown intrusions and runtime errors of computer programs, the cyber-security community has developed various detection techniques. Anomaly detection is an approach that is designed to profile the normal runtime behavior…

密码学与安全 · 计算机科学 2021-06-03 Byunggu Yu , Junwhan Kim

Anomaly detection is fundamental yet, challenging problem with practical applications in industry. The current approaches neglect the higher-order dependencies within the networks of interconnected sensors in the high-dimensional time…

机器学习 · 计算机科学 2024-08-22 Sakhinana Sagar Srinivas , Rajat Kumar Sarkar , Venkataramana Runkana

We apply several machine learning algorithms to the problem of anomaly detection in operational data for large-scale, high-voltage electric power grids. We observe important differences in the performance of the algorithms. Neural networks…

系统与控制 · 电气工程与系统科学 2026-02-12 Marc Gillioz , Guillaume Dubuis , Étienne Voutaz , Philippe Jacquod

Graph-level anomaly detection (GAD) describes the problem of detecting graphs that are abnormal in their structure and/or the features of their nodes, as compared to other graphs. One of the challenges in GAD is to devise graph…

计算机视觉与模式识别 · 计算机科学 2021-12-21 Rongrong Ma , Guansong Pang , Ling Chen , Anton van den Hengel

Data centers play a key role in today's Internet. Cloud applications are mainly hosted on multi-tenant warehouse-scale data centers. Anomalies pose a serious threat to data centers' operations. If not controlled properly, a simple anomaly…

网络与互联网体系结构 · 计算机科学 2019-06-18 Ashkan Aghdai , Kang Xi , H. Jonathan Chao

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

机器学习 · 计算机科学 2009-10-29 Manqi Zhao , Venkatesh Saligrama

Dynamic networks are ubiquitous for modelling sequential graph-structured data, e.g., brain connectome, population flows and messages exchanges. In this work, we consider dynamic networks that are temporal sequences of graph snapshots, and…

机器学习 · 统计学 2022-03-30 Deborah Sulem , Henry Kenlay , Mihai Cucuringu , Xiaowen Dong

Intrusion detection systems (IDSs) generate valuable knowledge about network security, but an abundance of false alarms and a lack of methods to capture the interdependence among alerts hampers their utility for network defense. Here, we…

密码学与安全 · 计算机科学 2019-01-17 Anthony Palladino , Christopher J. Thissen

Power system state estimation is being faced with different types of anomalies. These might include bad data caused by gross measurement errors or communication system failures. Sudden changes in load or generation can be considered as…

系统与控制 · 电气工程与系统科学 2023-08-11 Sajjad Asefi , Mile Mitrovic , Dragan Ćetenović , Victor Levi , Elena Gryazina , Vladimir Terzija

Anomaly detection in continuous-time dynamic graphs is an emerging field yet under-explored in the context of learning algorithms. In this paper, we pioneer structured analyses of link-level anomalies and graph representation learning for…

机器学习 · 计算机科学 2024-10-01 Tim Poštuvan , Claas Grohnfeldt , Michele Russo , Giulio Lovisotto

Agile localization of anomalous events plays a pivotal role in enhancing the overall reliability of the grid and avoiding cascading failures. This is especially of paramount significance in the large-scale grids due to their geographical…

应用统计 · 统计学 2017-02-07 Javad Heydari , Ali Tajer

In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly…

机器学习 · 计算机科学 2018-09-19 Shubhomoy Das , Md Rakibul Islam , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

The problem of identifying anomalies in dynamic networks is a fundamental task with a wide range of applications. However, it raises critical challenges due to the complex nature of anomalies, lack of ground truth knowledge, and complex and…

机器学习 · 计算机科学 2022-11-16 Ali Behrouz , Margo Seltzer