相关论文: Graph Spatiotemporal Process for Multivariate Time…

Automatically detecting anomalies in event data can provide substantial value in domains such as healthcare, DevOps, and information security. In this paper, we frame the problem of detecting anomalous continuous-time event sequences as…

One main challenge in time series anomaly detection for industrial IoT lies in the complex spatio-temporal couplings within multivariate data. However, traditional anomaly detection methods focus on modeling spatial or temporal dependencies…

Making an accurate prediction of an unknown system only from a short-term time series is difficult due to the lack of sufficient information, especially in a multi-step-ahead manner. However, a high-dimensional short-term time series…

We propose Gumbel Noise Score Matching (GNSM), a novel unsupervised method to detect anomalies in categorical data. GNSM accomplishes this by estimating the scores, i.e. the gradients of log likelihoods w.r.t.~inputs, of continuously…

Time series anomaly detection presents various challenges due to the sequential and dynamic nature of time-dependent data. Traditional unsupervised methods frequently encounter difficulties in generalization, often overfitting to known…

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Exploring the missing values is an essential but challenging issue due to the complex latent spatio-temporal correlation and dynamic nature of time series. Owing to the outstanding performance in dealing with structure learning potentials,…

Geospatial data has been transformative for the monitoring of the Earth, yet, as in the case of (geo)physical monitoring, the measurements can have variable spatial and temporal sampling and may be associated with a significant level of…

Given a multivariate big time series, can we detect anomalies as soon as they occur? Many existing works detect anomalies by learning how much a time series deviates away from what it should be in the reconstruction framework. However, most…

Industrial Control Systems (ICS) underpin critical infrastructure and face growing cyber-physical threats due to the convergence of operational technology and networked environments. While machine learning-based anomaly detection approaches…

Graph signal processing (GSP) is an important methodology for studying data residing on irregular structures. As acquired data is increasingly taking the form of multi-way tensors, new signal processing tools are needed to maximally utilize…

We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…

Detecting anomalies in a temporal sequence of graphs can be applied is areas such as the detection of accidents in transport networks and cyber attacks in computer networks. Existing methods for detecting abnormal graphs can suffer from…

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

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,…

Mining natural associations from high-dimensional spatiotemporal signals plays an important role in various fields including biology, climatology, and financial analysis. However, most existing works have mainly studied time-independent…

Anomaly detection from graph data has drawn much attention due to its practical significance in many critical applications including cybersecurity, finance, and social networks. Existing data mining and machine learning methods are either…

Online anomaly detection of time-series data is an important and challenging task in machine learning. Gaussian processes (GPs) are powerful and flexible models for modeling time-series data. However, the high time complexity of GPs limits…

Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…

Anomaly detection plays a crucial role in various real-world applications, including healthcare and finance systems. Owing to the limited number of anomaly labels in these complex systems, unsupervised anomaly detection methods have…