paper-with-me

홈 › Papers

Context-Aware Deep Time-Series Decomposition for Anomaly Detection in Businesses

2023-09-17 · European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases 2023 9 · Youngeun Nam, Patara Trirat, Taeyoon Kim, Youngseop Lee, Jae-Gil Lee

Detecting anomalies in time series has become increasingly challenging as data collection technology develops, especially in realworld communication services, which require contextual information for precise prediction. To address this challenge, researchers usually use time-series decomposition to reveal underlying patterns, e.g., trends and seasonality. However, existing decomposition-based anomaly detectors do not explicitly consider such contextual information, limiting their ability to correctly detect contextual cases. This paper proposes Time-CAD, a new context-aware deep time-series decomposition framework to detect anomalies for a more practical scenario in real-world businesses. We verify the effectiveness of the novel design for integrating contextual information into deep time-series decomposition through extensive experiments on four real-world benchmarks, demonstrating improvements of up to 46% in time-series aware F1 score on average.

📄 PDF Abstract BibTeX

Code (1)

kaist-dmlab/Time-CAD 공식 구현 tf

Tasks

Anomaly DetectionTime Series

Methods 이 논문이 사용한 방법론

AWARE We propose to theoretically and empirically examine the effect of incorporating weighting schemes into walk-aggregating GNNs. To this end, we propose a simple, interpretable, and…

Similar Papers 제목 키워드 기반

RobustTAD: Robust Time Series Anomaly Detection via Decomposition and Convolutional Neural Networks

2020-02-21 · Jingkun Gao, Xiaomin Song, Qingsong Wen, Pichao Wang 외

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 DetectionData AugmentationDecoderManagement+3

Unravel Anomalies: An End-to-end Seasonal-Trend Decomposition Approach for Time Series Anomaly Detection

2023-09-30 · Zhenwei Zhang, Ruiqi Wang, Ran Ding, Yuantao Gu

Traditional Time-series Anomaly Detection (TAD) methods often struggle with the composite nature of complex time-series data and a diverse array of anomalies. We introduce TADNet, an end-to-end TAD model that leverages S…

Anomaly DetectionTime SeriesTime Series Anomaly Detection

Contextual and Seasonal LSTMs for Time Series Anomaly Detection

2026-02-10 · Lingpei Zhang, Qingming Li, Yong Yang, Jiahao Chen 외 arxiv

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system …

Time Series Anomaly Detection

TFAD: A Decomposition Time Series Anomaly Detection Architecture with Time-Frequency Analysis

2022-10-18 · Chaoli Zhang, Tian Zhou, Qingsong Wen, Liang Sun

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of …

Anomaly DetectionData AugmentationTime SeriesTime Series Analysis+1

OneShotSTL: One-Shot Seasonal-Trend Decomposition For Online Time Series Anomaly Detection And Forecasting

2023-04-04 · Xiao He, Ye Li, Jian Tan, Bin Wu 외

Seasonal-trend decomposition is one of the most fundamental concepts in time series analysis that supports various downstream tasks, including time series anomaly detection and forecasting. However, existing decompositio…

Anomaly DetectionTime SeriesTime Series AnalysisTime Series Anomaly Detection