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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199419922001200920182026
48 results for anomaly identification

NSIBF detects anomalies in CPS using neural system identification and Bayesian filtering.

problem Detecting anomalies in CPS with complex dynamics and sensor noise.
method Neural System Identification and Bayesian Filtering (NSIBF).
result NSIBF outperforms state-of-the-art methods in anomaly detection for CPS.

Ano-SuPs detects anomalies in images of manufactured products by identifying suspected patches.

problem Challenges in detecting anomalies in image-based manufacturing systems, including complexity of background and various anomaly patterns.
method Two-stage strategy anomaly detection method: first, remove suspected patches; second, refine anomaly identification using normal patches.
result Demonstrated effectiveness through simulation and case studies, identifying key parameters and steps impacting model performance and efficiency.

The random cluster model is used to define an upper bound on a distance measure as a function of the number of data points to be classified and the expected value of the number of classes to form in a hybrid K-means and regression classification methodology, with the intent of detecting anomalies. Conditions are given …

2015-01-28abs ↗pdf ↗

CoCAI uses copulas for accurate multivariate time-series forecasting and anomaly detection.

problem Accurate multivariate time-series forecasting and robust anomaly detection.
method Copula-based conformal prediction for multivariate time-series analysis.
result CoCAI provides statistically valid predictive regions and robust anomaly scores.

Study identifies cancer genes through graph anomaly analysis of protein interactions.

problem Insufficient modeling of biological information in protein interaction networks for cancer gene identification.
method Proposes HIerarchical-Perspective Graph Neural Network (HIPGNN) to detect weight heterogeneity and spectral flattening in cancer gene nodes.
result HIPGNN detects weight heterogeneity and spectral flattening, leading to improved cancer gene identification.

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the origin of the problem that produced the anomaly is also essential. This paper introduces a general methodology that can assist human operators who aim at classifying monitoring signals. The main idea is to le…

2014-07-03abs ↗pdf ↗

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the source of the problem that produced the anomaly is also essential. This is particularly the case in aircraft engine health monitoring where detecting early signs of failure (anomalies) and helping the engine …

2014-09-16abs ↗pdf ↗

We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of the samples of noise, and prove guarantees on its statistical performance. One app…

2018-08-03abs ↗pdf ↗

GANF uses normalizing flows to detect anomalies in multiple time series.

problem Detecting anomalies in multiple time series with interdependencies.
method Bayesian network integration with normalizing flows for unsupervised anomaly detection.
result GANF effectively detects anomalies and identifies distribution drift in time series data.

ProtoX-AD: A self-explainable time series anomaly detection framework

problem Lack of explainability in self-supervised time series anomaly detection
method Learning transformation-aware latent representations and interpretable prototypes
result Achieves detection performance comparable to black-box methods while offering more consistent and semantically meaningful explanations

This study evaluates and compares novelty detection algorithms for discrete sequences.

problem Identifying anomalies in temporal data.
method Experimental comparison of state-of-the-art novelty detection methods on various public and industrial datasets.
result Recommendations for efficient and appropriate methods based on extensive experiments and scalability tests.

RSM-GAN detects anomalies in noisy, multivariate, seasonal time series.

problem Anomaly detection in complex, noisy multivariate time series with seasonality.
method Convolutional-LSTM layers and attention mechanism in a GAN framework.
result RSM-GAN outperforms existing models in false positive rate and precision.

EagleEye detects localized density anomalies in multivariate data.

problem Identifying signal events, regime changes, or model mismatch in scientific data.
method EagleEye pinpoints local over- and under-densities by assigning anomaly scores based on binary membership sequences and binomial null models.
result EagleEye can detect genuine local anomalies and estimate background purity.

Two machine learning models detect anomalies in ER claims, saving up to 40% in improper payments.

problem Improper health insurance payments from fraud and upcoding.
method Two machine learning models: an upcoding model based on severity code distributions and a random forest model for claim sorting.
result Random forest model saved 12% to 40% in improper payments compared to a baseline approach.

BRDAD uses bagging and regularization to improve anomaly detection without labeled data.

problem Anomaly detection in unlabeled data with sensitivity to kk-nearest neighbors.
method Bagged regularized kk-distances (BRDAD) for anomaly detection, converting to convex optimization.
result BRDAD addresses sensitivity to hyperparameter choice and improves performance on large datasets.

Graph-based methods for anomaly detection and semi-supervised learning.

problem Detecting unusual clinical actions and anomalies in hospital data.
method Label propagation, harmonic solution, regularization, graph connectivity analysis.
result Effective anomaly detection and semi-supervised learning methods for healthcare data.

Proposes a real-time DDoS detection framework using machine learning.

problem Challenges of anomaly detection in real-time, non-sampled data networks.
method Intelligent framework using machine learning techniques, feature selection.
result Improves detection accuracy and efficiency in real-time environments.

GANs improve anomaly detection in power plants, achieving nearly perfect classification.

problem Anomaly detection in power generation plants to identify irregularities.
method Used Generative Adversarial Networks (GANs) for anomaly detection in power generation plants.
result GANs achieved an accuracy rate of 98.99% in anomaly detection, significantly improved by data augmentation.

This paper discusses challenges and opportunities in vessel behavior detection using machine and deep learning.

problem Real-time analysis of vessel behaviors is crucial for maritime safety and protection.
method Comparison of classical machine learning and deep learning approaches for vessel event and anomaly detection.
result Novel methods and tools are needed to address challenges in vessel behavior detection.

Study compares statistical and machine learning models for detecting crypto trading anomalies.

problem Detecting outliers in cryptocurrency limit order books for market dynamics analysis.
method Comprehensive comparative analysis of 13 diverse models using a unified testing environment.
result Empirical Covariance (EC) model outperforms standard Buy-and-Hold by 6.70%.

Paper develops a novel approach to identify clusters of features in multivariate extremes.

problem Understanding the complex structure of multivariate extremes in various fields.
method Optimization-based approach to assess the dependence structure of extremes.
result Estimating clusters of features that best capture the support of extremes.

A new machine learning framework predicts financial IT system failures.

problem Traditional manual system failure detection is inefficient and time-consuming.
method Hybrid machine learning framework with data cleaning, anomaly identification, and severity classification modules.
result The proposed method outperforms traditional methods on real-world financial data.

Insider trading is one of the numerous white collar crimes that can contribute to the instability of the economy. Traditionally, the detection of illegal insider trades has been a human-driven process. In this paper, we collect the insider tradings made available by the US Securities and Exchange Commissions (SEC) thro…

2017-02-19abs ↗pdf ↗

RGI improves robustness of GAN-inversion for image restoration and anomaly detection.

problem Robustness of GAN-inversion to unknown gross corruptions.
method Proposes RGI and R-RGI methods with provable robustness guarantees.
result Restored images and corrupted region masks converge to ground truth under mild assumptions.

VSCOUT detects anomalies in high-dimensional data using a hybrid VAE approach.

problem Challenges in classical SPC for high-dimensional, non-Gaussian data.
method Hybrid VAE architecture with ARD prior, ensemble filtering, and changepoint detection.
result VSCOUT achieves superior sensitivity to special-cause structure and controlled false alarms.