Survey categorizes time series anomaly detection methods.
problem Need for anomaly detection in time series data.
method Process-centric taxonomy of anomaly detection methods.
result Meta-analysis of time series anomaly detection trends.
ReRe detects anomalies in real-time for time series data.
problem Real-time anomaly detection for time series data requires human intervention or domain knowledge and high computation complexity.
method ReRe uses two lightweight LSTM models to predict and determine anomalies based on historical data and adaptive thresholds.
result ReRe detects anomalies in real-time without requiring human intervention or domain knowledge.
Survey evaluates 20 anomaly detection methods for time-series data.
problem Comparing statistical, machine learning, and deep learning methods for anomaly detection.
method Comprehensive evaluation of 20 methods from three categories on public datasets.
result Provides insights into the performance and suitability of anomaly detection methods.
TimeVQVAE-AD detects anomalies in time series data with high accuracy and provides explainable results.
problem Detecting and explaining anomalies in time series data accurately.
method Masked latent generative modeling in time-frequency domain.
result TimeVQVAE-AD outperforms existing methods in anomaly detection and explainability.
2DSig-Detect detects adversarial perturbations in images.
problem Adversarial attacks degrade image model performance.
method 2D-signature embedded semi-supervised framework using rough path theory.
result 2DSig-Detect outperforms other methods in detecting adversarial perturbations.
Deep learning detects novel changes in time series data.
problem Detecting novel changes in time series with unknown probability structures.
method Causally extracts an innovations sequence for novelty detection.
result Minimax optimality established for the novelty detection method.
TADA detects anomalies in time series using topological data analysis.
problem Detecting global changes in dependency structure between channels in multivariate time series.
method Topological Data Analysis for detecting anomalies in multivariate time series.
result The approach is more suitable for detecting global changes of correlation structures than existing methods.
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.
A novel non-supervised method detects anomalies in multivariate time series.
problem Detecting anomalies in multivariate time series data.
method Partitioning based on clustering of correlation coefficients.
result Significant improvement in anomaly detection performance.
During the past decade, many anomaly detection approaches have been introduced in different fields such as network monitoring, fraud detection, and intrusion detection. However, they require understanding of data pattern and often need a long off-line period to build a model or network for the target data. Providing re…
TAnoGan detects anomalies in time series data using GANs.
problem Anomaly detection in time series data.
method Generative Adversarial Networks (GAN) for unsupervised anomaly detection.
result TAnoGan outperforms traditional and neural network models in anomaly detection.
CRATOS clusters time series for efficient anomaly detection.
problem No clear boundary between normal and anomalous behaviors in time series.
method CRATOS clusters time series, then uses evolutionary algorithms to find best anomaly detection methods.
result Significantly reduces development and maintenance costs of anomaly detection.
Time series data is ubiquitous in the real-world problems across various domains including healthcare, social media, and crime surveillance. Detecting anomalies, or irregular and rare events, in time series data, can enable us to find abnormal events in any natural phenomena, which may require special treatment. Moreov…
New rules control false discoveries in online anomaly detection for time series data.
problem Controlling false discoveries in anomaly detection for time series data.
method Novel online false discovery rate control (FDRC) rules for time series anomaly detection.
result Ensures high power in detecting anomalies even when the alternative is rare and test statistics are serially dependent.
This paper evaluates anomaly detection methods for multivariate time series data.
problem Lack of systematic comparison of anomaly detection methods on multivariate time series data.
method Comprehensive evaluation of 10 models and 4 scoring functions on 10 datasets.
result Dynamic scoring functions outperform static ones, and the choice of scoring functions matters more than the model choice.
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.
The monitoring and management of numerous and diverse time series data at Alibaba Group calls for an effective and scalable time series anomaly detection service. In this paper, we propose RobustTAD, a Robust Time series Anomaly Detection framework by integrating robust seasonal-trend decomposition and convolutional ne…
T2IVAE detects anomalies in time series data with high accuracy.
problem Detecting anomalies in noisy, complex time series data.
method Unsupervised model based on NVAE and GANs, transforming 1D to 2D images.
result T2IVAE outperforms other models on various datasets.
Real-time fuel leakage detection framework MOCPD improves accuracy.
problem Early detection of fuel leakage to prevent hazards and losses.
method Memory-based Online Change Point Detection (MOCPD) framework.
result MOCPD outperforms baseline methods in detection accuracy.
OML-AD detects anomalies in non-stationary time series data.
problem Anomaly detection in non-stationary time series data.
method Online machine learning for anomaly detection.
result OML-AD outperforms state-of-the-art methods in accuracy and efficiency.
Detecting correlated trees helps align sparse graphs.
problem Detecting correlation between trees for sparse random graphs.
method MPAlign message-passing algorithm for graph alignment.
result MPAlign succeeds in polynomial time for partial alignment.
Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the time-series continuously and alert for potential incidents on time. In this paper, …
New method detects anomalies in systems influenced by their environment.
problem Detecting anomalies in systems under environmental influence.
method Adversarial learning and time series representation learning.
result Successfully addresses label sparsity and subjectivity in anomaly detection.
Proposes a model to detect changes in multivariate time series data.
problem Detect abrupt changes in multivariate time series data considering dependencies and correlations.
method Integrates graph neural networks into an encoder-decoder framework to model correlation structures and dynamics.
result Advantageous performance on CPD tasks over strong baselines, classifying changes as correlation or independent.
RAID algorithm detects anomalies in real-time IoT systems.
problem Anomaly detection limitations in multivariate dynamic processes.
method Adapts to non-stationary effects and handles data drift.
result Improved detection accuracy and root cause isolation.
Proposes BA method for unbiased time series anomaly detection evaluation.
problem Anomalies in time series data are rare, making F1-score unreliable.
method Introduces Balanced Point Adjustment (BA) to address F1-score bias.
result BA provides fairer evaluation of time series anomaly detectors.
TODS automates time series outlier detection with customizable pipelines.
problem Automated detection of outliers in time series data.
method Modular system with 70 primitives for data processing, time series analysis, and detection algorithms. GUI and data-driven searcher for pipeline design.
result Automated discovery and construction of effective outlier detection pipelines.
Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.
problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.
Deep learning ensemble detects social media rumors faster.
problem Timely detection of rumors on social media platforms.
method Ensemble model using deep neural networks and time-series tweet data.
result Improved rumor detection performance by 7.9%.
Oddnet detects anomalies in dynamic networks using time series methods.
problem Detecting anomalies in temporal networks (e.g., transport, social networks).
method Feature-based network anomaly detection using time series methods.
result Demonstrated effectiveness on synthetic and real-world datasets.
Improved anomaly detection in time series data using kervolutional neural networks.
problem Anomaly detection in time series data.
method Mixed kervolutional and convolutional layers in a temporal auto-encoder.
result The mixed model detects anomalies more sensitively in time series data.
Intrusion detection for computer network systems has been becoming one of the most critical tasks for network administrators today. It has an important role for organizations, governments and our society due to the valuable resources hosted on computer networks. Traditional misuse detection strategies are unable to det…
Paper presents neural network-based change-point detection methods.
problem Detecting change points in time series data.
method Online neural networks for change-point detection.
result Proposed methods outperform existing algorithms.
This paper addresses detection of a reverse engineering (RE) attack targeting a deep neural network (DNN) image classifier; by querying, RE's aim is to discover the classifier's decision rule. RE can enable test-time evasion attacks, which require knowledge of the classifier. Recently, we proposed a quite effective app…
New approach predicts event probabilities for better event detection.
problem Class imbalance and inaccurate event detection in time series analysis.
method Regression-based approach to predict probability densities at event locations.
result Regression-based approaches outperform segmentation-based methods.
Paper presents attacks on real-time object detection systems.
problem Adversarial attacks on real-time object detection systems.
method Three targeted adversarial Objectness Gradient attacks (TOG).
result Adversarial attacks can cause object-vanishing, object-fabrication, and object-mislabeling.
New method detects and locates changes in spatio-temporal point processes.
problem Detecting and localizing changes in spatio-temporal data.
method Score-based, likelihood-free approach estimating change time and region.
result The method provides theoretical guarantees on detection and localization accuracy.
Paper proposes an online anomaly detection method for real-time systems.
problem Rare events endanger profitability, safety, and environmental aspects.
method Online inverse cumulative distribution-based approach with dynamic process limits.
result Eliminates common problems of offline anomaly detectors and provides low-latency detection.
Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured by sensors leading to time-series which are inherently unpredictable. For insta…
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.
Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper, we propose conventional time-series analysis approaches, the Seasonal Autoregress…
TAMA uses LMMs to detect and interpret anomalies in time series data with few labels.
problem Challenges in manual feature engineering and extensive labeled training data for TSAD.
method Leverages LMMs to convert time series into visual formats for few-shot in-context learning.
result Consistently outperforms state-of-the-art methods in TSAD tasks.
ReGEN-TAD detects anomalies in financial time series with interpretable models.
problem Detecting anomalies in complex financial time series with high-dimensional data.
method Integrates machine learning with econometric diagnostics in a refined convolutional--transformer architecture.
result Unified anomaly score without labeled data, robust to structured deviations.
The paper proposes a method to generate diverse counterfactual explanations for anomaly detection in time series data.
problem Lack of helpful explanations for anomaly detection models in time series data.
method Model-agnostic algorithm that generates diverse counterfactual examples for anomaly detection models.
result The method produces counterfactual examples that are not considered anomalous by the detection model and satisfy validity, plausibility, and closeness criteria.
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.
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.
New method detects anomalies in time series data, especially useful for monitoring services.
problem Detecting anomalies in time series data, especially for monitoring services and cloud resources.
method Models time series of probability distributions over real values, scales to millions of time series.
result Outperforms state-of-the-art methods in detecting anomalies on various data sets.
Bayesian algorithm detects changes in fluctuating baselines.
problem Detecting change points in time series with a shifting baseline.
method Extended Bayesian online change point detection (BOCPD) algorithm.
result The extended algorithm can detect changes in fluctuating baselines.