中文
相关论文

相关论文: A Comprehensive Forecasting-Based Framework for Ti…

200 篇论文

Anomaly detection is the task of detecting data which differs from the normal behaviour of a system in a given context. In order to approach this problem, data-driven models can be learned to predict current or future observations.…

机器学习 · 计算机科学 2020-10-30 Benedikt Eiteneuer , Oliver Niggemann

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…

统计金融 · 定量金融 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…

Identifying anomalies from time series data plays an important role in various fields such as infrastructure security, intelligent operation and maintenance, and space exploration. Current research focuses on detecting the anomalies after…

机器学习 · 计算机科学 2024-10-17 Sinong Zhao , Wenrui Wang , Hongzuo Xu , Zhaoyang Yu , Qingsong Wen , Gang Wang , xiaoguang Liu , Guansong Pang

Time series anomaly detection is widely used in IoT and cyber-physical systems, yet its evaluation remains challenging due to diverse application objectives and heterogeneous metric assumptions. This study introduces a problem-oriented…

人工智能 · 计算机科学 2026-05-15 Kaixiang Yang , Jiarong Liu , Yupeng Song , Shuanghua Yang , Yujue Zhou

Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…

机器学习 · 计算机科学 2023-12-05 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Pablo Montero-Manso

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…

机器学习 · 计算机科学 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

机器学习 · 计算机科学 2020-04-02 Mohammad Braei , Sebastian Wagner

If machine failures can be detected preemptively, then maintenance and repairs can be performed more efficiently, reducing production costs. Many machine learning techniques for performing early failure detection using vibration data have…

神经与进化计算 · 计算机科学 2021-03-05 Arnav V. Malawade , Nathan D. Costa , Deepan Muthirayan , Pramod P. Khargonekar , Mohammad A. Al Faruque

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

机器学习 · 计算机科学 2026-05-28 Wanjin Feng , Yuan Yuan , Jingtao Ding , Yong Li

We continue to develop our neural network (NN) based forecasting approach to anomaly detection (AD) using the Secure Water Treatment (SWaT) industrial control system (ICS) testbed dataset. We propose genetic algorithms (GA) to find the best…

机器学习 · 计算机科学 2018-07-20 Dmitry Shalyga , Pavel Filonov , Andrey Lavrentyev

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

机器学习 · 计算机科学 2019-06-03 Tailai Wen , Roy Keyes

As modern software systems continue to grow in terms of complexity and volume, anomaly detection on multivariate monitoring metrics, which profile systems' health status, becomes more and more critical and challenging. In particular, the…

软件工程 · 计算机科学 2023-08-22 Jinyang Liu , Tianyi Yang , Zhuangbin Chen , Yuxin Su , Cong Feng , Zengyin Yang , Michael R. Lyu

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…

机器学习 · 统计学 2024-06-25 Vitor Cerqueira , Luis Roque , Carlos Soares

This paper presents a comprehensive framework for time series prediction using a hybrid model that combines ARIMA and LSTM. The model incorporates feature engineering techniques, including embedding and PCA, to transform raw data into a…

机器学习 · 计算机科学 2025-02-12 Chang Liu , Chengcheng Ma , XuanQi Zhou

Despite the prevalence of reconstruction-based deep learning methods, time series anomaly detection remains a tremendous challenge. Existing approaches often struggle with limited temporal contexts, insufficient representation of normal…

机器学习 · 计算机科学 2025-07-16 Zhijie Zhong , Zhiwen Yu , Xing Xi , Yue Xu , Wenming Cao , Yiyuan Yang , Kaixiang Yang , Jane You

Anomaly detection in complex industrial environments poses unique challenges, particularly in contexts characterized by data sparsity and evolving operational conditions. Predictive maintenance (PdM) in such settings demands methodologies…

Time series anomaly detection is critical for supply chain management to take proactive operations, but faces challenges: classical unsupervised anomaly detection based on exploiting data patterns often yields results misaligned with…

机器学习 · 计算机科学 2026-01-28 Haoting Zhang , Shekhar Jain

With the development of society, time series anomaly detection plays an important role in network and IoT services. However, most existing anomaly detection methods directly analyze time series in the time domain and cannot distinguish some…

人工智能 · 计算机科学 2024-12-04 Yi-Xiang Lu , Xiao-Bo Jin , Jian Chen , Dong-Jie Liu , Guang-Gang Geng

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)…

机器学习 · 计算机科学 2025-10-28 Songhan Zhang , Yuanhao Lai , Pengfei Zheng , Boxi Yu , Xiaoying Tang , Qiuai Fu , Pinjia He