相关论文: CoCAI: Copula-based Conformal Anomaly Identificati…

Anomaly detection in multivariate time series data is of paramount importance for ensuring the efficient operation of large-scale systems across diverse domains. However, accurately detecting anomalies in such data poses significant…

Performance and high availability have become increasingly important drivers, amongst other drivers, for user retention in the context of web services such as social networks, and web search. Exogenic and/or endogenic factors often give…

Anomaly detection is an important field that aims to identify unexpected patterns or data points, and it is closely related to many real-world problems, particularly to applications in finance, manufacturing, cyber security, and so on.…

Anomaly detection for cyber-physical systems (ADCPS) is crucial in identifying faults and potential attacks by analyzing the time series of sensor measurements and actuator states. However, current methods lack adaptation to data…

Anomaly detection techniques enable effective anomaly detection and diagnosis in multi-variate time series data, which are of major significance for today's industrial applications. However, establishing an anomaly detection system that can…

Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

There are relatively few works dealing with conformal prediction for multi-task learning issues, and this is particularly true for multi-target regression. This paper focuses on the problem of providing valid (i.e., frequency calibrated)…

This paper provides a simple, yet reliable, alternative to the (Bayesian) estimation of large multivariate VARs with time variation in the conditional mean equations and/or in the covariance structure. With our new methodology, the original…

Time series anomaly detection holds notable importance for risk identification and fault detection across diverse application domains. Unsupervised learning methods have become popular because they have no requirement for labels. However,…

Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model…

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

A deep learning approach is proposed to detect data and system anomalies using high-resolution continuous point-on-wave (CPOW) or phasor measurements. Both the anomaly and anomaly-free measurement models are assumed to have unknown temporal…

Anomaly detection in real-world time-series data is a challenging task due to the complex and nonlinear temporal dynamics involved. This paper introduces KoopAGRU, a new deep learning model designed to tackle this problem by combining Fast…

The estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance. However, the practical utility of such estimates is limited by how accurately they quantify predictive…

The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial work aimed at making statistical analyses robust to outliers,…

We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…

Change detection (CD) in heterogeneous remote sensing images has been widely used for disaster monitoring and land-use management. In the past decade, the heterogeneous CD problem has significantly benefited from the development of deep…

We propose a novel distributional regression model for a multivariate response vector based on a copula process over the covariate space. It uses the implicit copula of a Gaussian multivariate regression, which we call a ``regression…

This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…