Research
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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.

168,695 papers · 148 categories

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275582109 · Jun 202019922001200920172026
48 results for sequential anomalies

Improves relevancy of black-box anomaly detectors with user feedback.

problem Users often ignore many detected anomalies, requiring a method to identify and prioritize relevant ones.
method Uses user feedback to adjust anomaly selection process based on identified anomaly types.
result Significant improvements in precision and recall over various anomaly detectors.

Proposes OC4Seq for detecting anomalies in discrete event sequences.

problem Challenges in detecting anomalies in discrete event sequences, including data imbalance, discrete events, and sequential nature.
method Integrates anomaly detection with recurrent neural networks (RNNs) to embed sequences into latent spaces and designs a multi-scale RNN framework to capture multi-scale sequential patterns.
result OC4Seq consistently outperforms various baselines on three benchmark datasets.

Proposes a new model for online anomaly detection in multivariate time series.

problem Inaccurate anomaly detection in multivariate time series due to spurious correlations and lack of temporal causality.
method Clusters channels based on correlations, embeds each cluster, and integrates information through a causal mixer while maintaining temporal causality.
result Consistently superior performance across six public benchmark datasets.

The study formalizes temporal precision and recall for anomaly detection in sequences.

problem Insufficient understanding of precision and recall in sequential anomaly detection.
method Formalized temporal precision and recall measures, developed time-tolerant confusion matrices, and demonstrated statistical significance.
result Precision and recall may overestimate performance with temporal tolerance.

Proposes a transformer-based approach for anomaly detection in time series data.

problem Inadequate evaluation metrics and inability to capture temporal features in time series anomaly detection.
method Introduces a proper evaluation metric and proposes a transformer-based approach for anomaly detection in time series data.
result Transformer-based approach outperforms state-of-the-art detectors in detecting sequential anomalies.

We consider the sequential anomaly detection problem in the one-class setting when only the anomalous sequences are available and propose an adversarial sequential detector by solving a minimax problem to find an optimal detector against the worst-case sequences from a generator. The generator captures the dependence i…

2019-10-21abs ↗pdf ↗

This paper reviews self-supervised learning methods for time series anomaly detection.

problem Challenges in traditional unsupervised methods for time series anomaly detection.
method Self-supervised learning techniques for time series anomaly detection.
result Enhanced performance of anomaly detectors through self-supervised learning.

ECAD detects anomalies without data exchangeability, improving traffic flow detection.

problem Detecting anomalies in spatio-temporal data with missing values.
method ECAD uses conformal prediction to wrap around any regression algorithm, controlling Type-I error without data exchangeability.
result ECAD outperforms other methods in detecting anomalous traffic flow.

In many applications, an anomaly detection system presents the most anomalous data instance to a human analyst, who then must determine whether the instance is truly of interest (e.g. a threat in a security setting). Unfortunately, most anomaly detectors provide no explanation about why an instance was considered anoma…

2015-02-28abs ↗pdf ↗

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as both the nominal and anomalous multivariate data distributions are assumed unkno…

2018-09-14abs ↗pdf ↗

Status prediction and anomaly detection are two fundamental tasks in automatic IT systems monitoring. In this paper, a joint model Predictor & Anomaly Detector (PAD) is proposed to address these two issues under one framework. In our design, the variational auto-encoder (VAE) and long short-term memory (LSTM) are joine…

2019-10-09abs ↗pdf ↗

Graph neural networks detect anomalies in object-centric business processes.

problem Detecting anomalies in graph-like business processes.
method Graph convolutional autoencoder architecture for anomaly detection.
result Promising performance in detecting anomalies at the activity type and attributes level.

Novel method improves load estimation in power grids using anomaly and change point detection.

problem Improving load estimation in power grid systems.
method Combining unsupervised anomaly and change point detection methods for automatic filtering.
result Automatic load estimation is accurate with 90% estimates within a 10% error margin.

In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic deep neural network with structure. We develop novel model architectures to integ…

2016-05-25abs ↗pdf ↗

Meta-AAD uses deep reinforcement learning to improve anomaly detection by selecting the most informative instances.

problem High false-positive rate in anomaly detection, especially in high-stake applications.
method Meta-AAD leverages deep reinforcement learning to train a meta-policy for query selection, optimizing the number of discovered anomalies.
result Meta-AAD significantly outperforms state-of-the-art re-ranking strategies and unsupervised baselines on 24 benchmark datasets.

We model anomaly and change in data by embedding the data in an ultrametric space. Taking our initial data as cross-tabulation counts (or other input data formats), Correspondence Analysis allows us to endow the information space with a Euclidean metric. We then model anomaly or change by an induced ultrametric. The in…

2008-09-02abs ↗pdf ↗

New algorithms detect anomalies in processes with minimal delay.

problem Sequentially selecting and observing processes to identify anomalies.
method Developed centralized and decentralized anomaly detection algorithms using reinforcement learning.
result Minimizes delay in decision making while identifying anomalies accurately.

PPC detects anomalies in high-dimensional data efficiently.

problem Scalability issues and reduced performance with high-dimensional data.
method Probabilistic Predictive Coding (PPC) learns latent representations and predicts uncertainties.
result PPC achieves linear time complexity and high adaptability.

Improved sequential tests detect anomalies faster in multi-stream auditing.

problem Efficiently auditing machine learning systems across multiple data streams.
method Developed new sequential tests using merging martingales and averaging/products rules.
result Balanced tests achieve optimal stopping times in sparse and dense alternatives.

Paper detects anomalies in wheat and rapeseed crops using satellite data.

problem Detecting anomalies in crop development at parcel-level.
method Unsupervised outlier detection using SAR and multispectral features.
result Best performance with a 10% outlier ratio, achieving 94.1% true positives for rapeseed and 95.5% for wheat.

We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents an anomaly or novelty. We consider both fixed and time-varying projections, deri…

2015-05-25abs ↗pdf ↗

seMCD computes depth functions with statistical guarantees using sequential Monte Carlo.

problem Computing depth functions is computationally challenging, especially in high dimensions.
method Sequential Monte Carlo methodology with theoretical and empirical guarantees.
result The seMCD method provides accurate depth approximations with fewer samples than traditional methods.

This paper solves the normalizability crisis in sequential inference by introducing bounded information geometry.

problem Structural failure in standard sequential inference architectures when dealing with extreme outliers.
method Non-parametric field actions and bounded information geometry to truncate infinite tails of spatial distributions.
result Empirical benchmarks across three domains show robust estimation without infinite-tailed distributional assumptions.

Deep learning transforms time series into images for anomaly detection in industrial assets.

problem Detecting anomalies in time series data from industrial assets.
method Transforming time series data into image-like representations and using them as inputs for deep learning models.
result Some encodings provide competitive results for anomaly detection in industrial asset monitoring.

Improves anomaly detection with contaminated unlabeled data.

problem Weakness in existing semi-supervised anomaly detection methods when unlabeled data contain anomalies.
method Integrates positive-unlabeled learning with deep anomaly detection models.
result Achieves better detection performance on various datasets.

Deep RL detects anomalies from few labeled examples and large unlabeled data.

problem Anomaly detection with limited labeled data and large unlabeled data.
method Deep reinforcement learning to optimize detection of labeled and unlabeled anomalies.
result Significantly outperforms state-of-the-art methods on 48 real-world datasets.

We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection methods have been proposed, they cannot handle inexact anomaly labels. To measur…

2019-09-11abs ↗pdf ↗

Recent semi-supervised anomaly detection methods that are trained using small labeled anomaly examples and large unlabeled data (mostly normal data) have shown largely improved performance over unsupervised methods. However, these methods often focus on fitting abnormalities illustrated by the given anomaly examples on…

2019-10-30abs ↗pdf ↗

Although deep learning has been applied to successfully address many data mining problems, relatively limited work has been done on deep learning for anomaly detection. Existing deep anomaly detection methods, which focus on learning new feature representations to enable downstream anomaly detection methods, perform in…

2019-11-19abs ↗pdf ↗

Ensemble learning improves anomaly detection for milder symptoms.

problem Difficulty in detecting incipient anomalies due to similarity to normal conditions.
method Utilize uncertainty information from ensemble learning to identify misclassified incipient anomalies.
result Ensemble learning methods show improved performance on incipient anomaly detection.

TPA-AD detects axle-box bearing anomalies using pseudo anomalies near normal boundaries.

problem Detecting axle-box bearing anomalies with only normal training data.
method Two-stage approach: pseudo anomalies, contrastive learning, KNN.
result Improves anomaly detection separability and sensitivity to degradation.

Paper proposes RAN for better anomaly detection in time series data.

problem Anomaly detection algorithms often fail to accurately detect anomalies due to incomplete reconstruction of anomaly data.
method RAN uses adversarial learning and latent vector-constrained Autoencoder to ensure consistent reconstruction of anomaly data.
result RAN outperforms other algorithms in detecting meaningful anomalies with higher AUC-ROC scores.

A new method combines generative and feature-based approaches for unsupervised anomaly detection.

problem Identifying subtle anomalies in test samples compared to a normative distribution.
method A generative cold-diffusion pipeline trained to restore synthetically-corrupted images, combined with a novel synthetic anomaly generation procedure and ensembling restorations.
result Surpasses prior state-of-the-art for unsupervised anomaly detection in three Brain MRI datasets.

Paper tackles anomaly detection and RCA in dynamical systems using ICODE Networks.

problem Anomalies in dynamical systems impact performance and reliability.
method Proposes ICODE Networks for anomaly detection, RCA, and type classification.
result Demonstrates the ability to accurately detect anomalies, classify types, and pinpoint origins.