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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.

168,742 papers · 148 categories

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3773110146 · Jun 202019922001200920172026
48 results for collective anomalies

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 streams behaves anomalously. We first develop a test for a single collective anomaly…

2019-09-04abs ↗pdf ↗

Enhanced neural networks detect thin boundaries between different types of anomalies.

problem Detecting thin boundaries between different types of anomalies in outlier detection.
method Defined new types of anomalies, enhanced Multi-Layer Perceptron Neural Network with Genetic Algorithm.
result Reduced error in anomaly detection compared to baseline methods.

DiFF-RF detects point-wise and collective anomalies using random partitioning trees.

problem Detecting anomalies in data, especially collective anomalies.
method Random partitioning binary trees with distance-based leaves and semi-supervised learning.
result DiFF-RF significantly outperforms isolation forest and one-class SVM.

We propose an algorithm for detecting patterns exhibited by anomalous clusters in high dimensional discrete data. Unlike most anomaly detection (AD) methods, which detect individual anomalies, our proposed method detects groups (clusters) of anomalies; i.e. sets of points which collectively exhibit abnormal patterns. I…

2015-12-20abs ↗pdf ↗

Study shows similarities and differences in crypto and equity dynamics during pandemic.

problem Comparing cryptocurrency and equity market dynamics during the pandemic.
method New methodologies applied to study cryptocurrency and equity market dynamics, including recently introduced methods for trajectory and anomaly analysis.
result Cryptocurrencies exhibit stronger collective dynamics and correlation, while equities show greater persistence in anomalies over time.

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of corrupting the system might grow exponentially. In this work, we propose a two lev…

2019-04-24abs ↗pdf ↗

mmFall detects falls using mmWave radar and a hybrid VRAE, achieving high accuracy.

problem Detecting falls accurately and privately using mmWave radar.
method Uses mmWave radar for body point cloud and centroid, combined with a hybrid VRAE for anomaly detection.
result Achieves 98% fall detection with 2 false alarms out of 50 falls.

Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further analysis of its ambient structure. Nonetheless, a precise definition of anomali…

2018-11-10abs ↗pdf ↗

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly detection benchmarks that vary in their construction across several dimensions we deem…

2015-03-03abs ↗pdf ↗

Anomaly detection is a fundamental problem in data mining field with many real-world applications. A vast majority of existing anomaly detection methods predominately focused on data collected from a single source. In real-world applications, instances often have multiple types of features, such as images (ID photos, f…

2019-08-11abs ↗pdf ↗

This paper proposes a communication-efficient deep anomaly detection framework for industrial IoT.

problem Accurately detecting anomalies in time-series data from edge devices in industrial IoT.
method A federated learning-based approach with an Attention Mechanism-based Convolutional Neural Network-Long Short Term Memory (AMCNN-LSTM) model and gradient compression.
result The proposed framework accurately and timely detects anomalies with reduced communication overhead.

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 ↗

TSML tackles anomaly detection and pattern discovery in industrial time series data.

problem Extracting and exploiting information from large industrial data to reduce downtimes and manufacturing errors.
method TSML uses a pipeline of lightweight filters to process industrial time series data in parallel.
result TSML effectively detects anomalies and discovers patterns in industrial time series data.

Classification algorithms have been widely adopted to detect anomalies for various systems, e.g., IoT, cloud and face recognition, under the common assumption that the data source is clean, i.e., features and labels are correctly set. However, data collected from the wild can be unreliable due to careless annotations o…

2019-11-11abs ↗pdf ↗

Ensuring secure and reliable operations of the power grid is a primary concern of system operators. Phasor measurement units (PMUs) are rapidly being deployed in the grid to provide fast-sampled operational data that should enable quicker decision-making. This work presents a general interpretable framework for analyzi…

2019-11-14abs ↗pdf ↗

Develops a framework for continual learning in anomaly detection.

problem Deterioration of monitoring performance due to new defect categories.
method Pseudo replay-based class incremental learning with oversampling.
result Enhanced monitoring performance and flexibility in model architecture.

Novel method detects faults in helicopter transmissions using healthy data only.

problem Detecting faults in rare events in helicopter transmissions.
method Probabilistic anomaly detection using Bayesian measures.
result Method achieves competitive detection performance in real-world and benchmark applications.

Logsy detects anomalies in logs using a novel classification-based approach.

problem Anomaly detection in unstructured logs is challenging due to limited model generalization.
method Logsy learns log representations by distinguishing normal and anomaly logs using a classification-based approach with an attention-based encoder and hyperspherical loss function.
result Logsy improves anomaly detection performance by 0.25 in F1 score compared to previous methods.

Framework transfers complementary operating conditions to train anomaly detectors.

problem Training anomaly detectors on changing operating conditions requires comprehensive data, which is hard to obtain.
method Proposes unsupervised transfer learning to align and combine data from different units.
result Demonstrates improved anomaly detection in changing operating conditions.

DeepTrust uses NLP to quickly identify and verify financial anomalies on Twitter.

problem Unreliable information in financial markets leading to unexpected price changes.
method Machine learning for anomaly detection, NLP for information retrieval and reliability assessment.
result DeepTrust outperforms baseline classifiers in identifying financial anomalies.

Paper uses ensemble learning for IoT cybersecurity anomaly detection.

problem Anomaly detection in IoT data is challenging due to heterogeneous device types.
method Bayesian hyperparameter optimisation for ensemble learning.
result Ensemble learning with Bayesian optimisation improves anomaly detection accuracy.

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.

Develops probabilistic forecasting for Sea Level Anomalies using Conformal Prediction on functional time series.

problem Forecasting and uncertainty quantification for Sea Level Anomalies.
method Functional data analysis, Conformal Prediction, Functional Autoregressive Processes.
result Proposed method provides accurate probabilistic predictions and uncertainty quantification for Sea Level Anomalies.

We develop a real-time anomaly detection algorithm for directed activity on large, sparse networks. We model the propensity for future activity using a dynamic logistic model with interaction terms for sender- and receiver-specific latent factors in addition to sender- and receiver-specific popularity scores; deviation…

2019-11-13abs ↗pdf ↗

Bayesian methods detect and forecast inclinometer anomalies in UK rail data.

problem Detecting and predicting dangerous movements in earthwork slopes.
method Bayesian UQ techniques applied to latent Markov process and non-linear Bayesian filter.
result Anomaly detection and forecasting demonstrated on large real-world data.