Time-Series Anomaly Detection

Overview

Time-series anomaly detection seeks unusual points, intervals, or changes in relationships among signals, often when labeled failures are scarce and early warnings matter. Common approaches forecast or reconstruct normal behavior and flag large residuals; others use density models, learned representations, graphs, causal structure, or ensembles to capture dependencies and changing operating regimes. Research spans univariate and multivariate benchmarks as well as industrial, medical, network, and edge-device settings, with growing attention to localization, explanations, and compute limits. A central tension is that results depend heavily on evaluation metrics, thresholds, windowing, and anomaly types, while strong benchmark scores may not carry over to distribution shifts or real-time deployment.

Latest papers

208 papers35 papers in the last four weeks, up 169% on the four weeks before. 0.2% of all new papers.

Aug 20, 2026

skchange: Fast and Flexible Algorithms for Changepoint Detection

Skchange is an open-source Python library for detecting structural changes in time series. It implements modern change detection algorithms within a unified and extensible framework. The algorithms are modular and composable, and they include changepoint search methods based on both cost minimisation and statistical tests. Key features include the detection of anomalous segments in addition to changepoints; theoretically well-founded fast and approximate search methods; theoretically well-founded algorithms for high-dimensional data, covering settings where either few or many features change simultaneously; utilities for automatic and data-driven penalty calibration, which balances false alarms against missed detections; and a large collection of built-in costs and statistical tests. The design follows established scikit-learn conventions to streamline both user and contributor experience, and Numba is used extensively to achieve high computational performance. Source code and documentation are available at https://github.com/NorskRegnesentral/skchange.
Aug 17, 2026

Digital Twin-Based Intrusion Detection for Vehicle Powertrain CAN Bus Systems

Existing automotive intrusion detection systems (IDSs) for the Controller Area Network (CAN) largely target discrepancies in message timing, frequency, or sequencing and cannot detect attacks that preserve these properties while manipulating the payload. Digital twins (DTs) have been used to emulate CAN traffic and generate attack scenarios for IDS evaluation, but their use for intrusion detection remains unexplored. This study develops a DT-based IDS that jointly models physical relationships among decoded powertrain signals and identifies attacks through residuals between predicted and observed behavior. A shared-encoder LSTM DT was trained on 17 decoded signals from a real Hyundai/Kia CAN log to jointly predict seven numeric and two categorical gear signals over a 24-step window. A timestep is flagged when a residual exceeds a calibrated threshold, while adaptive rollout protects the twin's input history from sustained contamination. Four attacks (plateau, continuous drift, masquerade, and gear masquerade) were evaluated against the twin and a range-and-plausibility baseline. The DT outperformed the baseline across all attacks, achieving detection rates of 94.6% for continuous drift and 89.2% for masquerade, while the baseline detected almost none of the fabricated payload attacks. These results demonstrate that learning coupled vehicle dynamics enables detection of stealthy payload manipulations that preserve normal CAN communication patterns. False positive rates reached 39.6%, highlighting the need for improved robustness under sustained attacks. The DT-based IDS shows promise for detecting stealthy payload-level CAN attacks that preserve normal communication patterns, supporting behavior-based cybersecurity for connected and automated vehicles.
Aug 17, 2026

Digital Twin Degradation: Detecting Cyber Physical Attacks via Temporal Inconsistencies

Digital Twins (DTs) are increasingly used to monitor and analyze Cyber Physical Systems (CPS). However, in adversarial environments, the fidelity of a DT cannot be assumed. Communication delays, data manipulation, sensor degradation, or partial information loss may cause the DT state to diverge from the physical process it represents. Such divergence creates temporal inconsistencies that may reveal cyber physical attacks. This paper proposes a detection framework that monitors temporal consistency between the physical system and a potentially degraded DT view. A DT predictor is trained exclusively on normal system behavior to model short-term system dynamics. During operation, discrepancies between predicted and observed states are transformed into multi-horizon temporal features capturing the magnitude, persistence, and evolution of prediction residuals. An unsupervised density model characterizes normal consistency patterns, while a sequential change detection mechanism identifies sustained deviations indicative of attacks. The approach is evaluated on three widely used Industrial Control System (ICS) datasets, SWaT, HAI, and BATADAL, under multiple DT degradation scenarios, including time desynchronization and partial observability loss. Results show that temporal inconsistency patterns enable reliable event-level attack detection with bounded false alarm rates and low detection latency. The proposed method achieves up to 98% detection reliability on SWaT and false alarm rates below 2%. Unlike conventional anomaly detection methods, the proposed framework does not require attack signatures or labeled attack data and remains effective even when the DT view is degraded. These results suggest that DT degradation, often treated as a limitation, can instead serve as a useful signal for cyber physical security monitoring.
Aug 16, 2026

FirstDiff: One-Step Diffusion-Based Anomaly Detection for Multivariate Time Series via Initial Noise Prediction

Diffusion models have recently shown strong potential for multivariate time-series anomaly detection by learning the distribution of normal data through iterative denoising. Existing diffusion-based approaches, however, typically perform anomaly detection after completing the reverse diffusion process, relying primarily on the final reconstructed signal and overlooking informative representations produced during denoising. This design incurs substantial computational cost and limits the use of intermediate diffusion information for anomaly detection. In this paper, we propose FirstDiff, a diffusion-based anomaly detection framework based on the observation that the predicted diffusion noise at the initial reverse-diffusion evaluation already contains sufficient information for accurate anomaly detection. FirstDiff models the statistical distribution of predicted diffusion noise under normal behavior using validation data, enabling anomaly inference from a single denoising-network evaluation rather than completing the reverse diffusion trajectory. To model complex temporal and inter-sensor dependencies, FirstDiff employs a Diffusion Transformer as the denoising backbone. Extensive experiments on five public benchmark datasets demonstrate that FirstDiff achieves state-of-the-art performance while reducing diffusion inference from the full reverse trajectory to a single denoising-network evaluation.
Aug 12, 2026

High-Order Liquid Evidence Modeling for Continuous and Subtle GNSS Spoofing Detection in Autonomous Driving

Continuous and subtle GNSS spoofing poses a serious threat to autonomous vehicles because forged positions may remain locally plausible while gradually becoming inconsistent with vehicle motion observed by non-GNSS onboard sensors. Existing AV-oriented detectors commonly rely on residual thresholds or feature-level classification and provide limited modeling of how weak GNSS--motion inconsistency develops and persists over time. This paper formulates subtle GNSS spoofing detection as a causal sequential evidence-modeling problem and proposes a high-order liquid evidence detector. The method first compares the displacement implied by consecutive GNSS positions with that inferred from independent onboard motion observations and converts their difference into uncertainty-normalized residual evidence. It then represents the current inconsistency, its local evolution, excess above the normal level, accumulated persistence, and displacement validity as causal weak evidence. These cues are mapped into instantaneous, evolutionary, and persistent latent states, aligned through a bounded Kirchhoff-inspired symmetric exchange, and combined through an explicit third-order interaction to capture their coordinated support for spoofing. To model how this coordinated evidence develops over time, second-order liquid dynamics track its memory and evolution to estimate causal spoofing probabilities, which are converted into confirmed alarms using validation-selected threshold and persistence parameters. Experiments on the AV--GPS dataset family demonstrate strong controlled and external generalization, together with clear sequential alarm behavior. On Dataset-1, the proposed detector achieves an AUROC of 0.9932 and an AUPRC of 0.9843, while obtaining the lowest false-positive rate among the learning-based baselines. Code: https://github.com/pangjunbiao/HO-LLN-Spoofing.
Aug 12, 2026

JAPE: Joint Anomaly Prediction and Intrinsic Explanation in Multivariate Time Series

Multivariate time-series anomaly prediction aims to identify whether and when anomalies will occur over a future horizon from historical observations. Existing methods primarily characterize anomalies as deviations in future numerical values, which may overlook subtle dependency changes induced by weak anomaly precursors and provide no native variable-level explanation together with the alert. To bridge these gaps, we propose JAPE, a Joint Anomaly Prediction and Explanation framework that lifts anomaly prediction from numerical-deviation modeling to dependency-structure modeling. JAPE is the first anomaly prediction framework to explicitly model evolving dependency structures for both point-wise alerting and native variable-level explanation. Specifically, JAPE (i) proposes a Decoupled Spatio-Temporal Representation (DSTR) backbone that decouples temporal and spatial modeling and captures lag-aware dependencies via learnable lag aggregation, thereby perceiving structural precursors before numerical deviations emerge; (ii) designs a dual-view alerting mechanism that fuses numerical forecasts with evolving dependency graphs for point-wise anomaly prediction, capturing structural evidence even under subtle numerical deviations; and (iii) presents Native Predictive Explanation (NPE), which directly reuses the predicted dependency graphs to rank variables by structural deviations without additional models or training. Extensive experiments on five real-world benchmarks across three prediction horizons demonstrate that JAPE improves average F1 and AUC-PR by 19.7% and 41.3%, respectively, while improving explainability with 26.6% gain in MRR.
Aug 11, 2026

Towards an approach to multivariate outlier detection for District Heating System data

In this paper, we test different methods for multivariate detection of outliers in the data of transmitted heat energy in the selected substation of local District Heating System, by also considering outside ambient temperature, namely Z-score (univariate, as a benchmark), Mahalanobis distances, Principal Component Analysis (PCA), Isolation Forest and Hotelling's T-squared test. The overall research aims at uncovering irregular plant operation, with a wider objective of identifying the opportunities for reducing the consumption of gas in central heating plants as well as the CO2 emission. The proposed approach considers specific domain circumstances, such as irrelevance of zero transmit-ted energy timepoints as indication of off-grid plant. The outcomes of the different methods are discussed with domain experts. It was concluded that PCA, Isolation Forest and Hotelling method provide relevant results. Finally, we adopt the ensemble method (selection based on the agreement of all three methods on the detected outliers) as the final approach.
Aug 10, 2026

An Explainable GNN Framework for Component-Level Anomaly Diagnosis

Industrial processes are complex systems composed of multiple interacting sensors that generate multivariate time series (MTS). Detecting anomalies in such systems is critical for reliability and safety, yet understanding their origin is equally important. Existing Graph Neural Network (GNN)based methods for anomaly detection primarily focus on sensor-level deviations and either attribute anomalies directly to the deviating sensors. When diagnosis is attempted, generally, the most deviated sensor is identified as a root cause of a system fault. However, in many industrial systems, anomalies do not arise from faulty sensors but from disruptions in the influences governing the system dynamics. We propose an explainable GNN-based anomaly detection framework that shifts the perspective from sensor-level anomalies to component-level diagnosis, hypothesizing that anomalous measurements are symptoms of altered inter-sensor influences. Experiments show that the method effectively identifies and prioritizes the true faulty components, providing interpretable insights into system failures.
Aug 9, 2026

Agentic Anomaly Detection with ORCA-Style Dynamic Inductive Bias Adaptation in Multimodal Wearable Time Series Data

Wireless Body Area Networks (WBANs) generate multivariate physiological time series that are highly nonstationary and must often be processed under strict computational and memory constraints. A critical yet underexplored challenge in this setting is selecting an appropriate temporal receptive field, which serves as a strong inductive bias for anomaly detection models. Existing approaches typically rely on fixed temporal contexts, which can perform inconsistently across heterogeneous signal regimes and require dataset-specific tuning. We propose ORCA, an agentically controlled anomaly detection framework that dynamically adapts the temporal receptive field at inference time based on lightweight signal statistics. Rather than introducing additional trainable parameters or learned policies, ORCA employs a supervisory controller that autonomously selects among discrete temporal contexts, enabling state-dependent inductive bias adaptation without retraining. Across a custom WBAN dataset, ORCA achieves performance comparable to the strongest fixed-context baselines (AUROC = 0.99) while eliminating the need to tune temporal horizons in advance. We further evaluate ORCA on MIMIC-IV as a challenging out-of-distribution benchmark, observing conservative generalization behavior without performance collapse under heterogeneous clinical conditions. These results highlight adaptive temporal inductive bias control as a practical and robust design principle for anomaly detection in resource-constrained, nonstationary physiological time series.
Aug 7, 2026

A Picture is Worth a Thousand Tokens: How Vision Language Models Cut AI Energy Costs While Improving Accuracy

LLM inference accounts for over 90% of AI operational energy, scaling directly with input token count---a critical inefficiency for telecom network analytics and numerical time-series data analysis (NTSDA), where raw multivariate KPI windows from 4G/5G cell sites expand into thousands of floating-point tokens. Vision-Language Models (VLMs) eliminate this mismatch by encoding time-series as 2D plots, achieving 3.6-10.4x input token reduction across Llama-3.2-90B, Qwen2.5-VL-72B, and Pixtral-12B architectures. This translates to 1.8-2.5x measured inference energy reduction, saving approximately 7.2 MJ/day at telecom edge deployments and CloudRAN that monitor 200 cells per 15-minute interval. Critically, efficiency gains do not sacrifice accuracy: a fine-tuned Llama-3.2-90B-Vision VLM achieves 220.7% higher precision than its text-only counterpart and outperforms LSTM and ARIMA baselines by over 144% on telecom anomaly detection. On public benchmarks, Pixtral-12B achieves a 20.6x improvement in J/F1 score at mean F1 = 0.82. At 24 KPIs, text representations exceed the 128K context window of most production LLMs, rendering text-only processing infeasible without truncation, while visual representations remain within standard limits. These results establish VLMs as an energy-efficient and accuracy-superior modality for numerical time-series workloads, providing empirical grounding for AI inference systems that treat energy consumption as a first-class engineering constraint.
Aug 6, 2026

Grounded Well-Condition Anomaly Detection on the Volve Field: Constructed Labels, a Baseline, and a Dual-Head Model

Most public benchmarks for machine-condition monitoring come from test rigs, where faults are induced on purpose and every event is known. Real production fields rarely offer that. They give you sensor histories with no fault log attached, which is exactly the situation where an anomaly-detection method has to invent its own labels, and where quiet assumptions can slip in unnoticed. We work with the open Volve field data released by Equinor and take two things seriously that such datasets usually skip. First, we build anomaly labels that are not just patterns in the numbers but are checked against what the field's own engineering documents say can physically go wrong, and we release the reasoning behind every label. Second, we test whether those constructed labels are learnable at all, using both an unsupervised baseline and a small dual-head model that marks when an event happens and what kind it is, an idea we carry over from earlier work on defect detection in metal parts. The results are honest. An unsupervised detector that never sees the labels still lands on the same regions our rules flagged, which tells us the labels are not arbitrary. A compact supervised model recovers event presence and event type well across wells it has never seen, and locates events in time only roughly. We report what worked, what did not, and every assumption in between. The dataset, grounded labels, per-label provenance, baseline scores, trained model, and code are released publicly under CC-BY-NC-SA 4.0.
Aug 6, 2026

Enhancing Anomaly Resilience in Research Networks: A Large-Scale Forecasting Benchmark for Dynamic Security Baselining

Research and Education Networks (RENs) serve as critical infrastructure for scientific discovery, yet they face a unique security paradox: their normal traffic patterns which are characterized by massive, bursty "elephant flows" are statistically indistinguishable from volumetric attacks such as DDoS to conventional monitoring systems. This similarity leads to high false-positive rates in anomaly detection, blinding security operators to genuine threats. In this paper, we propose and evaluate a high-fidelity traffic forecasting framework designed to establish dynamic security baselines for RENs. Leveraging an exclusive 57-day Internet2 dataset spanning ten backbone routers (13.7 billion packets), we perform the first large-scale benchmark of anomaly-aware forecasting models in this domain. We systematically evaluate six model families, from SARIMA to state-of-the-art long-sequence architectures (TiDE, PatchTST), across 960 experimental configurations. Our results demonstrate that these advanced architectures, particularly TiDE, reduce baseline prediction error by 30-42% compared to traditional methods (p<0.001p < 0.001), significantly improving the distinction between legitimate scientific bursts and potential anomalies. Furthermore, we introduce a novel anomaly-integration strategy that improves model robustness by 3.3% in the presence of noise. This work provides the first statistically validated framework for distinguishing scientific workflows from network attacks, enabling more autonomous and resilient network security operations.
Aug 5, 2026

Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution

Intraday market manipulation is hard to detect because its footprint is brief, buried in millions of quotes, and statistically similar to ordinary volatility. Detectors reach high recall only by flagging so many other days that measured precision collapses, producing alerts no regulator can act on. We show that this manipulation leaves a distinctive dynamic signature: a pump-and-crash pattern visible in the velocity of market state, rather than its level. We build a minute-level detection pipeline, strictly partitioned in time, based on smoothed state velocity: option-Delta velocity for index options and price velocity for equities. We explain every alert with SHAP attribution. We hold the test period strictly out-of-sample and fix all thresholds before evaluation. On the locked Indian BANKNIFTY index-options test, the plain autoencoder recovers 10 of 10 regulator-identified manipulation days. Conditioning detection on market regimes inferred by a hidden Markov model yields an instructive negative result. The regimes are descriptively distinct, but using them trades recall for precision. Under the closed-world assumption that unlabeled days are normal, precision remains near 25%. The same dynamic appears in thinly traded U.S. equities (SEC v. Patel). The shape of the signature survives the transfer; its velocity magnitude does not. A pump-reversal shape score ranks the complaint's alleged manipulation days with AUC 0.91 (ARQQ) and 0.81 (ACY). On the ARQQ worked example, the score peaks inside the complaint's documented minute window. Finally, exact SHAP attribution over every alert shows that unconfirmed alerts share the regulator-identified days' attribution profile (cosine similarity 0.99). The precision ceiling is consistent with incomplete enforcement labels rather than detector failure. What transfers across markets and instrument types is the dynamic signature itself.
Aug 4, 2026

PRISM: Powerful Time Series to Image (TS2I) Representations for Multivariate Anomaly Detection

Time series anomaly detection (TSAD) underpins applications in predictive maintenance, finance, and cloud computing, however performance remains sensitive to representation choices, especially in multivariate settings. While transforming time series into images has shown success in forecasting and classification, it remains unclear how multivariate, high-dimensional series should be mapped to multi-channel images and whether vision backbones can match time-domain baselines in TSAD. We introduce PRISM, a plug-and-play meta-workflow enabling systematic construction and evaluation of image-based representations for multivariate TSAD. Our evaluation spanning over 7,000 experiments shows that well-designed PRISM configurations are competitive with 24 time-domain baselines, achieving the best VUS-PR on 10 of 14 datasets, with an average improvement of 41% over the best competing method on those datasets. Further, we identify channelization - how the channel dimension of multi-channel images is constructed - as a critical and previously understudied design dimension, and introduce MSM, a novel statistics-based scheme achieving 11-27% gains over PCA-based alternatives. Finally, ImageNet-pretrained encoders transfer effectively to TSAD, with frozen encoders retaining 92% of fine-tuned performance while training 1.8 times faster. Our code is available at: https://github.com/Smendowski/PRISM.
Aug 4, 2026

TimeRLM: Recursive Language Models Enable Precise Anomaly Localization in Long-Context Time-Series

Precise anomaly localization over long-context time series is a crucial task in monitoring applications across clinical care, industrial operations, financial services, and logistics, where brief evidence may hide inside long spans of high-frequency data. Time-Series Language Models (TSLMs) are able to ingest time series data and verbalize findings on anomalies in natural language; however, recent benchmarks report a decrease in retrieval performance at long contexts, mirroring failure modes in text, vision, and audio. In the text domain, Recursive Language Models (RLMs) can recover much of this lost performance by keeping context external to the large language model (LLM), allowing the model to query it through code. We present TimeRLM, an RLM formulation for time-series that sequentially manipulates the signal using code and vision capabilities. We further introduce AnomalyXL, a synthetic long-context anomaly localization benchmark with programmatically injected anomalies that require precise retrieval. We implement five different task categories and two variants: AnomalyXL-MCQ and AnomalyXL-Localize. TimeRLM outperforms every evaluated TSLM and single-pass baseline on four of the five AnomalyXL-Localize tasks, reaching 0.682 IoU on localization and 0.745 on classify-with-evidence, versus at most 0.329 and 0.072 across all baselines. We post-train TimeRLM using reinforcement learning. The resulting model further improves performance and requires approximately one-third as many agent interaction turns as its untrained base model to produce a final answer. On unseen real-world ECG, sleep and software observability recordings, the post-trained TimeRLM retains or improves performance, surpassing TSLMs despite being trained exclusively on synthetic data. Our findings suggest recursive interaction with time-series is an effective approach for long-horizon retrieval.
Aug 3, 2026

CARE: A Cascaded Framework for Efficient and Reliable Time Series Anomaly Detection

While deep learning models have achieved state-of-the-art performance in time series anomaly detection, their complex architectures incur substantial inference overhead. Existing methods typically apply a uniform inference strategy across all data points, which is inefficient given that anomalies are inherently scarce and the vast majority of temporal data consists of predictable normal patterns. To mitigate this bottleneck, we propose CARE, a model-agnostic cascaded inference framework that integrates a Lightweight Pre-filter Model (LPM) with an existing high-capacity Complex Detection Model (CDM). The LPM rapidly filters high-confidence normal samples using a Residual MLP AutoEncoder and a Normality-Conditioned Gating mechanism. Crucially, we introduce a Structure Attention module to explicitly capture channel-wise anomaly contributions, and optimize the gating network via a confidence-guided selective routing objective that learns reliable routing decisions to reduce unnecessary CDM invocations. Extensive experiments across eight real-world benchmarks demonstrate that CARE effectively isolates high-confidence normal samples. By routing only uncertain samples to the CDM, our framework achieves 2.7×2.7\times to 4.8×4.8\times inference speedup compared to the most accurate SOTA approaches, while still maintaining competitive detection quality.
Aug 1, 2026

Behavioral Grammar: Detecting Adaptive Malware via Tiny Language Model Priors and Second-Order Temporal Analysis

Modern endpoint detection systems face a fundamental tension: signature-based approaches are trivially evaded by polymorphic or adaptive threats, while heavy deep-learning models resist auditability and deployment at scale. This paper presents Behavioral Grammar, a detection architecture that treats host runtime behavior as a structured language and learns its grammar with a compact 0.88M-parameter causal Transformer (TinyGPT). Each system event is discretized into an 8-token representation spanning event type, process, argument skeleton, path category, parent process, user, destination, and inter-event timing. The model learns the conditional distribution of normal behavior in a purely self-supervised manner, and anomaly scores are derived from per-slot negative log-likelihood (NLL) statistics, yielding a mathematically bounded false-positive rate. We augment this prior with prototype learning for known-attack attribution, second-order temporal analysis for cadence-based detection, self-learning pattern extraction, and a five-network fusion pipeline. Against an Adaptive Adversarial Agent (AAA)--a threat that learns survival strategies under defensive pressure, performs behavioral mimicry, and matches host event rates--our system achieves 93% detection at 3.84% onboarding false-positive rate. The strongest discriminative signal arises not from any single event but from the coefficient of variation of inter-event intervals: the AAA stepping cadence exhibits CV=0.310 versus 9.786 for benign sleep intervals, a 30x separation reflecting a fundamental stealth-functionality trade-off. We frame these findings within a coevolutionary economics model, arguing that behavior-grammar detection shifts the evasion cost from rule circumvention (cheap) to distribution matching (expensive), establishing a structural asymmetry favoring the defender.
Jul 29, 2026

INCLAIR: Inception-Based Longitudinal Clinical Anomaly Detection with Informed Reasoning

Detecting anomalies in longitudinal clinical profiles is clinically important but difficult: abnormal evidence is often sparse, patient histories have unequal length, and expert explanations are costly. We propose INCLAIR, a framework that scores each observation against multiple historical contexts, aggregates evidence at the profile level, and generates grounded natural-language explanations under limited expert supervision. Under stated within-profile exchangeability assumptions, the complete mean subsequence score takes an order-ll U-statistic form, yielding a variance decomposition and an incomplete-subset approximation that controls combinatorial inference cost independently of profile length. The same analysis shows that mean aggregation attenuates localized anomalies by a factor set by the anomaly support and profile length, motivating validation-selected top-kk pooling. Across three clinical datasets, INCLAIR consistently outperforms state-of-the-art baselines. We further validate practical relevance through a case study on longitudinal steroid profiles, comparing INCLAIR's predictions and explanations against domain-expert assessments supported by DNA analysis. The results show that INCLAIR enables clinically actionable anomaly detection under limited expert supervision.
Jul 25, 2026

Domain-Prior-Regularized Graph Modeling for Anomaly Detection in Cyber-Physical Systems

Anomaly detection on multivariate sensor time series is critical for industrial monitoring of cyber-physical systems (CPS), where even subtle deviations from normal behavior can indicate process disruption. Recent graph-based approaches have made significant progress, but they often struggle in small-scale physical systems with scarce labeled anomalies and limited normal data. In such settings, graph-based models tend to capture spurious correlations and produce unstable sensor topologies. We propose DPR-GM (Domain-Prior-Regularized Graph Modeling), a forecasting-based framework that incorporates system design knowledge into graph construction. DPR-GM leverages a large language model (LLM) to extract directed physical couplings between sensor pairs from system documentation, which are encoded as a binary domain adjacency matrix serving as a structural gate over sensor relations. This gate is then modulated by Pearson correlations estimated from normal training data. The anomaly score is further weighted by sensor-level reliability derived from the coefficient of variation. All graph and weighting components are fixed prior to training and add no learnable parameters. On the SKAB benchmark, DPR-GM outperforms graph-based, statistical, and deep learning baselines across F1, AUROC, and AUPRC, showing that domain-structured graph priors are a practical alternative to fully learned topologies in data-scarce CPS.
Jul 24, 2026

Optimizing Transformer Neural Network for Real-Time Outlier Detection on FPGAs

In this work, we explore how the inference time of a Transformer Neural Network can be efficiently optimized with applications to real-time anomaly detection in financial time series. The financial time series are price series such as asset prices. Unfortunately, the data is often with errors or outliers that make the downstream data processing tasks useless, unstable or even harmful. Moreover, the amount of financial time-series data has been significantly increasing. Hence, there is a need for better data-cleaning methods in terms of accuracy and in terms of processing speed. Transformers as a neural network architecture have achieved superior performances in many tasks such as Natural Language Processing and Computer Vision. Time series modelling and especially anomaly detection tasks can benefit from the features of transformers architecture in multiple ways, including the capacity to capture long-range dependencies and interactions. Increasingly powerful hardware, such as field-programmable gate arrays (FPGAs), have seen increasing usage in recent years due to their reconfigurability and high performance. They can be efficiently utilized to speed up the computations of the Transformer architecture. We explore different Transformer architectures for time series modelling and how they can be efficiently implemented on an FPGA board (PYNQ-Z2). In particular, we examine the application of Transformers to detect anomalies in time series and we show how they can be efficiently implemented on an FPGA board to minimize latency. The code is available at https://github.com/thxi/icl_thesis
Jul 23, 2026

Unsupervised Consensus-Based Anomaly Detection for Spatiotemporal Malaria Incidence in Ghana

A consensus anomaly detection framework was applied to monthly malaria surveillance data from Ghana (2014-2023) to identify atypical transmission patterns. Anomalies were highly structured in space and time. Ashanti and Northern Regions accounted for most recurrent anomalies, with persistent hotspots at Tamale, Kumasi, and Accra. A key finding was the spatial distinction between anomaly burden (cumulative cases during anomalous periods) and anomaly frequency (persistence of unusual behaviour). Tamale had the highest burden during anomalies, whereas the highest anomaly rates clustered in Ashanti districts, showing that high-burden areas are not necessarily those with the most frequent anomalous transmission. Anomalous months formed a statistically distinct group, with much higher case counts (Cohen's d=3.252d = 3.252) and large seasonal deviations (d>1.2d > 1.2) compared with normal months. Malaria burden alone provides an incomplete picture of transmission dynamics. By distinguishing where malaria is most prevalent from where transmission behaves most unusually, this framework can strengthen surveillance, prioritise investigations, and support targeted control strategies.
Jul 20, 2026

Adaptive Two-Stage Online Learning for Service-Affecting Failure Detection in Mobile Core Networks

Mobile network operators monitor aggregated traffic volumes to assess the operational health of core network infrastructure. Reliable failure detection is challenging due to strong temporal structure, non-stationarity, measurement artefacts, and extreme class imbalance, which limit static threshold-based monitoring. This paper proposes a two-stage online learning framework for traffic-based failure detection in mobile core networks. Stage I incrementally models normal traffic dynamics using lightweight regression with time-aware features. Stage II analyses prediction residuals together with contextual indicators to detect genuine service-affecting network failures. The framework operates fully online under a prequential evaluation protocol, enabling continuous adaptation with low computational overhead. Across linear and non-linear models, the proposed two-stage architecture achieves the best precision-recall trade-off, attaining the highest recall, F1-score, and AUC at acceptable false positive rates. These results demonstrate the importance of explicit residual decomposition for reliable failure detection in streaming mobile core network data.
Jul 20, 2026

ClouDens: Operational Context-Aware Anomaly Detection for Large-scale Cloud System Monitoring

With the rapid growth of cloud computing infrastructures in scale and complexity, network monitoring for Large-scale Cloud Systems (LCSs) has become increasingly challenging, requiring automated and reliable anomaly detection to maintain service availability. Modern LCSs continuously generate telemetry logs from distributed cloud services, producing high-dimensional multivariate time series that capture system operations. Detecting anomalies in this context is difficult due to extreme dimensionality, complex dependencies among distributed components, and severe sparsity from intermittently active services. Taking these challenges into account, we first conduct an empirical study on telemetry logs from the IBM Cloud Console platform, and then propose ClouDens, an anomaly detection framework tailored to LCS monitoring that leverages operational-context attributes encoded in the telemetry log schema to improve detection accuracy and early identification of anomalies. ClouDens partitions high-dimensional telemetry logs into domain-guided subsets, constructs a context-aware graph modeling operational service dependencies, and employs Spatio-Temporal Graph Neural Networks for forecasting-based anomaly detection. We evaluate ClouDens on the recently released IBM Cloud Telemetry Dataset and provide practical insights into designing reliable anomaly detection solutions for LCS monitoring. Results show ClouDens achieves higher NAB scores in count-based telemetry features, indicating more accurate, earlier anomaly detection with broader coverage than a GRU-based model. Our study further reveals that telemetry feature subsets, operational-context modeling, scoring strategies, and sparsity imputation all substantially influence detection performance, offering practical guidance for designing and fairly benchmarking anomaly detection approaches for LCS monitoring.
Jul 20, 2026

Volatility-Aware Extreme Event Detection in High-Frequency Financial Markets

Predicting extreme price movements in high-frequency financial markets is a challenging task due to non-stationarity, heavy-tailed return distributions, and severe class imbalance. In particular, rare but impactful events are often difficult to detect using conventional modeling approaches, which typically treat extreme movements as isolated observations. This study proposes a volatility-aware approach for extreme event detection using high-frequency Bitcoin limit order book (LOB) data. Motivated by empirical evidence of volatility clustering, the target formulation is extended to incorporate both large future returns and high-volatility regimes. This redefinition increases the proportion of informative samples and aligns the learning objective with the underlying market dynamics. Using a tree-based model (XGBoost) with time-series cross-validation and imbalance-aware evaluation, the proposed method achieves a Precision-Recall AUC of approximately 0.40, significantly outperforming the baseline formulation with a PR-AUC of around 0.06. This represents more than a sixfold improvement in detecting rare events. The results highlight that target design plays a critical role in financial machine learning, often exceeding the impact of model complexity. By incorporating volatility structure into the labeling process, the proposed approach provides a more effective and realistic framework for extreme event detection in high-frequency cryptocurrency markets.
Jul 17, 2026

Knowledge-Assisted Multi-Graph Dependency Learning for Multivariate Time Series Anomaly Detection in Multi-Stage Industrial Processes

Industrial processes often generate complex, interdependent time-series data from multiple sensors across multiple stages, forming complex dependencies among variables and process stages. Effective monitoring and timely anomaly detection of these time series through multivariate time series anomaly detection (MTAD) is crucial for preventing failures and ensuring the reliability of automated systems. Graph neural networks (GNNs) have advanced MTAD by leveraging data-driven graphs to model complex dependencies among variables, effectively capturing relational structures within multivariate time series to enhance anomaly detection performance. However, existing GNN-based approaches often overlook critical process knowledge, and even when this knowledge is considered, seamlessly incorporating it into existing models remains inherently challenging, leading to suboptimal performance. To address this limitation, we propose a knowledge-assisted multi-graph framework for modeling sensor dependencies in multi-stage industrial processes for MTAD, which explicitly incorporates process knowledge into graph learning to enhance dependency modeling and improve anomaly detection performance. Our method constructs three complementary graphs: one purely data-driven and two refined by integrating structural constraints derived from process knowledge. To effectively leverage these graphs for anomaly detection, we employ a multi-graph attention network, enabling a more accurate and robust representation of complex dependencies. Comprehensive experiments on two real-world, multi-stage industrial datasets demonstrate that incorporating process knowledge substantially enhances anomaly detection performance.
Jul 14, 2026

Lightweight Multi-Scale Anomaly Detection for Resource-Constrained Edge Devices

Time-series anomaly detection is increasingly important in IoT systems, sensor networks, and edge monitoring applications, where models must operate under strict constraints on memory, latency, and power consumption. While recent deep-learning approaches have improved detection accuracy, many remain computationally expensive and often fail to capture subtle anomalies due to limited multi-scale sensitivity. Autoencoders are widely used for anomaly detection because they reconstruct normal patterns well, leading to elevated reconstruction errors for anomalous inputs. Their simplicity and efficiency also make them suitable lightweight backbones for handling multi-scale inputs. To address these challenges, we propose a Lightweight MultiScale AutoEncoder (LMSAE) network for univariate time-series anomaly detection, designed to be compact and computationally efficient. LMSAE leverages the Discrete Wavelet Transform (DWT) to extract multi-scale features and employs a multi-scale loss function to improve sensitivity to subtle or hidden anomalies. Experiments on benchmark datasets demonstrate competitive or superior detection performance despite using significantly fewer parameters and a model size of less than 500 KB. LMSAE also achieves low-latency, low-power inference on the NVIDIA Jetson Nano, with 9x reduction in inference latency and 2x reduction in power consumption, making it ideal for edge deployment.
Jul 14, 2026

Exploring Zero-Shot Foundation Models for Multivariate Time Series Anomaly Detection

Multivariate Time Series Anomaly Detection (MTSAD) is essential for reliability and safety in domains such as industrial process monitoring and financial risk management, yet conventional approaches rely on application-specific models that are costly to train and hard to scale. Foundation Models (FMs), pre-trained on broad data with strong zero-shot generalization, have recently become available for univariate time series forecasting, raising the question of whether they can address MTSAD without task-specific training. We investigate the zero-shot application of a univariate forecasting FM, TimesFM, to industrial MTSAD on the Secure Water Treatment (SWaT) benchmark, evaluating two strategies: treating the FM as a per-feature forecaster with thresholded prediction errors, and as an embedder whose intermediate representations feed standard outlier detectors. Neither of our proposed setups is competitive with established baselines; embeddings reveal only partial separation between normal and anomalous segments, insufficient for reliable detection. The cause is that the FM is too effective at capturing temporal dynamics, yielding low error even within fully anomalous windows, so persistent anomalies become indistinguishable from normal behavior. However, these observations yield valuable insights: the error peaks at anomaly boundaries, indicating FMs reliably detect distribution changes. We conclude that the proposed naive zero-shot FMs are unsuitable for MTSAD but promising for change-point detection.
Jul 12, 2026

Did We Actually Fix It? An Independent Adversarial Stress-Test of Post-Point-Adjustment Evaluation Metrics for Time-Series Anomaly Detection

Point-adjustment (PA), long the default scoring protocol in time-series anomaly detection (TSAD), was shown by Kim et al. (2022) to award near-perfect F1 to random scores. The field migrated to replacement metrics: PA%K, range-based precision/recall, affiliation precision/recall, and Volume-Under-the-Surface (VUS) ROC/PR. But did the fix work? Every robustness check to date is proposer-run or theoretical; no independent, adversarial, SOTA-relative audit on real benchmarks exists. We provide one. We stress-test 12 adopted metrics against trivial and adversarial no-skill score generators on the 250-series UCR Anomaly Archive (primary) plus five further benchmarks (SMD, SMAP, MSL, NAB, PSM), under a pre-registered SOTA-relative gameability criterion (a metric is gamed on a series if a no-skill generator reaches >=90% of the best real detector's score). The fix is only partial: affiliation-F1 (gamed on 99% of series) and every ROC-based metric tested (all roughly 62-64%) are gamed by no-skill detectors, genuinely so (real detectors score 0.97-1.00 on the very series they game), while the PR-based metrics and PA%K resist (14-18%). A decisive, one-directional McNemar split: VUS-ROC is gamed on 119 series where its sibling VUS-PR is not, and the reverse on none. The ROC-over-PR direction replicates across all five further benchmarks and never reverses, but the absolute gameability rate is benchmark-dependent and no single metric stays safe on all six (even VUS-PR is gamed on NAB). We release a pip-installable stress-test harness with all metric implementations vendored at frozen commits, plus a metric-selection decision protocol: prefer a PR-based metric or PA%K, treat affiliation-F1 and the ROC-AUC variants as gameable, and verify per benchmark rather than assuming robustness.
Jul 9, 2026

Federated Low-Rank Koopman Learning for Multivariate Time-Series Anomaly Detection in IoT Systems

Distributed IoT systems generate multivariate time-series streams for monitoring physical assets, servers, and embedded sensing platforms. Detecting abnormal temporal behavior is critical for fault diagnosis, predictive maintenance, and security. However, practical IoT anomaly detection is hindered by decentralized and non-IID data, limited bandwidth, and the constrained computation and memory of edge devices. This paper proposes FedKAD, a resource-efficient federated Koopman anomaly detection framework for distributed IoT multivariate time series. Unlike deep-learning-based anomaly detectors that require training and communicating large neural models, FedKAD learns normal temporal dynamics through lightweight sliding-window Koopman representations. Federated training is formulated as a low-rank consensus problem, where raw sensor streams and local reduced dynamics remain on device while only compact subspace variables are exchanged with the server. To optimize the shared representation under orthonormality constraints, we develop a federated Stiefel-ADMM algorithm and provide convergence and stationarity analysis under partial client participation. During inference, each client detects anomalies locally by measuring the prediction residual between observed future trajectories and the learned Koopman dynamics. Experiments on four widely used multivariate time-series anomaly detection benchmarks show that FedKAD maintains or improves detection performance compared with federated deep-learning baselines. More importantly for IoT deployment, FedKAD provides up to 2.1×1032.1\times10^3 faster training, 80×80\times lower communication, and 79×79\times lower inference latency than neural baselines, confirming its suitability for resource-constrained edge devices.
Jul 9, 2026

CAAD: Causality-Aware Multivariate Time Series Anomaly Detection via Multi-Scale Alignment and Structural Causal Consistency

The operational integrity of complex industrial systems relies on precise anomaly detection and diagnosis. The vast majority of existing methods narrowly focus on capturing temporal similarities of representations, often overlooking the disruption of internal causal relationships, which characterizes system failures and latent anomalies. In this paper, we propose a novel framework (CAAD) that reframes anomaly detection as the continuous verification of Granger causality consistency through exogenous variables. Specifically, the CAAD framework models exogenous time-series variables as residuals, identifying anomalies as significant deviations caused by external interventions. The proposed framework leverages multi-scale alignment to internalize system dynamics and utilizes a gradient-based matrix to monitor internal causal relationship breakdowns. By quantifying causal deviations of both dynamic evolution and relational topology, the CAAD is able to capture subtle causal shifts to achieve precise anomaly detection. Extensive experiments on real-world industrial datasets demonstrate that the CAAD achieves high-precision anomaly detection, outperforming most state-of-the-art baselines.