Research
On-device research index

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

Trend · papers per month

25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for timely detection

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.

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.

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…

2020-01-24abs ↗pdf ↗

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…

2019-06-12abs ↗pdf ↗

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.

Paper proposes a robust framework for detecting multiple periodic components in time series.

problem Detecting multiple periodic components in time series with interlaced patterns and external noise.
method Applying maximal overlap discrete wavelet transform to isolate periodic components, ranking them by wavelet variance, and detecting single periodicity robustly.
result The proposed algorithm outperforms other methods for both single and multiple periodicity detection.

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, …

2019-06-10abs ↗pdf ↗

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.

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.

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…

2016-07-01abs ↗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.

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…

2018-11-30abs ↗pdf ↗

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.