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

With the growing complexity of cyberattacks targeting critical infrastructures such as water treatment networks, there is a pressing need for robust anomaly detection strategies that account for both system vulnerabilities and evolving…

In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, corresponding to intervals where one or more of the data…

Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of…

Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multivariate time series models is advanced through the…

The accumulation of time-series signals and the absence of labels make time-series Anomaly Detection (AD) a self-supervised task of deep learning. Methods based on normality assumptions face the following three limitations: (1) A single…

Anomaly detection is a key task across domains such as industry, healthcare, and cybersecurity. Many real-world anomaly detection problems involve analyzing multiple features over time, making time series analysis a natural approach for…

Today's cyber-world is vastly multivariate. Metrics collected at extreme varieties demand multivariate algorithms to properly detect anomalies. However, forecast-based algorithms, as widely proven approaches, often perform sub-optimally or…

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine learning models are prone to making incorrect predictions on inputs that are far from the training distribution. This hinders their deployment in safety-critical applications such as autonomous vehicles and healthcare. The detection…

Screening for ultrahigh dimensional features may encounter complicated issues such as outlying observations, heteroscedasticity or heavy-tailed distribution, multi-collinearity and confounding effects. Standard correlation-based marginal…

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

We address the problem of uncertainty quantification in time series forecasting by exploiting observations at correlated sequences. Relational deep learning methods leveraging graph representations are among the most effective tools for…

Anomaly detection (AD) plays a vital role across a wide range of real-world domains by identifying data instances that deviate from expected patterns, potentially signaling critical events such as system failures, fraudulent activities, or…

Various data modalities are common in real-world applications (e.g., electronic health records, medical images and clinical notes in healthcare). It is essential to develop multimodal learning methods to aggregate various information from…

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Accurately assessing financial risk requires capturing both individual asset volatility and the complex, asymmetric dependence structures that emerge during extreme market events. While modern diffusion-based models have advanced…

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…

The accumulation of time-series data and the absence of labels make time-series Anomaly Detection (AD) a self-supervised deep learning task. Single-normality-assumption-based methods, which reveal only a certain aspect of the whole…