相关论文: Multivariate Time Series Anomaly Detection: Fancy …

Anomaly detection in time series data, to identify points that deviate from normal behaviour, is a common problem in various domains such as manufacturing, medical imaging, and cybersecurity. Recently, Generative Adversarial Networks (GANs)…

Organizations leverage anomaly and changepoint detection algorithms to detect changes in user behavior or service availability and performance. Many off-the-shelf detection algorithms, though effective, cannot readily be used in large…

Multivariate time series (MTS) anomaly detection is essential for maintaining the reliability of industrial systems, yet real-world deployment is hindered by two critical challenges: training data contamination (noises and hidden anomalies)…

We propose an anomaly detection method for multi-variate scientific data based on analysis of high-order joint moments. Using kurtosis as a reliable measure of outliers, we suggest that principal kurtosis vectors, by analogy to principal…

Time series anomaly detection is challenging due to the complexity and variety of patterns that can occur. One major difficulty arises from modeling time-dependent relationships to find contextual anomalies while maintaining detection…

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…

Anomaly detection of time series plays an important role in reliability systems engineering. However, in practical application, there is no precisely defined boundary between normal and anomalous behaviors in different application…

We investigate anomaly detection in an unsupervised framework and introduce Long Short Term Memory (LSTM) neural network based algorithms. In particular, given variable length data sequences, we first pass these sequences through our LSTM…

This paper proposes LPC-AD, a fast and accurate multivariate time series (MTS) anomaly detection method. LPC-AD is motivated by the ever-increasing needs for fast and accurate MTS anomaly detection methods to support fast troubleshooting in…

Anomaly detection is a fundamental task in machine learning and data mining, with significant applications in cybersecurity, industrial fault diagnosis, and clinical disease monitoring. Traditional methods, such as statistical modeling and…

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Time series data is one of the most popular data modalities in critical domains such as industry and medicine. The demand for algorithms that not only exhibit high accuracy but also offer interpretability is crucial in such fields, as…

With increased reliance on Internet based technologies, cyberattacks compromising users' sensitive data are becoming more prevalent. The scale and frequency of these attacks are escalating rapidly, affecting systems and devices connected to…

We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Time series anomaly detection is instrumental in maintaining system availability in various domains. Current work in this research line mainly focuses on learning data normality deeply and comprehensively by devising advanced neural network…

Machine learning offers potential solutions to current issues in industrial systems in areas such as quality control and predictive maintenance, but also faces unique barriers in industrial applications. An ongoing challenge is extreme…

Extremes play a special role in Anomaly Detection. Beyond inference and simulation purposes, probabilistic tools borrowed from Extreme Value Theory (EVT), such as the angular measure, can also be used to design novel statistical learning…

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor…