arXiv AI

ExCal: Optimization-Free Multivariate Time Series Anomaly Detection via Excess Calibration

arXiv Machine Learning
Oct 28

LEAP: a Latent Embedding Anomaly Patch-Transformer for time-series anomaly detection

LEAP is a new time‑series anomaly detection model that avoids reconstruction by using masked prediction and latent‑embedding evidence. It removes patches from a window, predicts them from remaining context, and scores prediction errors as anomaly evidence. The model incorporates three label‑free novelty signals—latent‑embedding novelty, local temporal contrast, and per‑channel novelty—and achieves strong performance on the TSB‑AD benchmark, with statistically significant gains from each component.

By Cristhian Moya-Mota, Ignacio Aguilera-Martos, Diego Garc\'ia-Gil, Juli\'an Luengo
arXiv AI
Jun 12

CRAFTIIF: Cross-Resolution Analytic Four-Type Interpretable Isolation Forest for Multivariate Time Series Anomaly Detection

arXiv:2606. 13486v1 Announce Type: cross Abstract: Anomaly detection in multivariate time series is challenged by four structurally distinct anomaly types -- point (isolated spikes), distributional (level shifts), temporal (rhythm changes), and collective (inter-sensor correlation breakdowns) -- each requiring different feature representations.

By William Smits
arXiv Machine Learning
Oct 22

Distilling Multi-Teacher Scoring Principles for Unsupervised Time Series Anomaly Detection

The paper introduces AnoMix, a method that distills the complementary anomaly scoring principles of multiple unsupervised time‑series detectors into a single lightweight model. By normalizing each teacher’s score sequence and applying a multi‑teacher ranking‑distillation objective called CoRank, AnoMix learns a student detector that uses pairwise supervision derived from teacher consensus. Experiments on seven benchmark datasets show that the compact student (under 80k parameters) outperforms individual detectors and static ensembles, and a zero‑shot variant can even surpass large pretrained time‑series foundation models on unseen data.

By Dongchan Cho, Jiho Han, Juwon Hwang, Changhee Min, Minsang Kim, Namsoon Jung
arXiv Machine Learning
Jul 15

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

arXiv:2607. 12454v1 Announce Type: new Abstract: 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.

By Martin Uray, Saverio Messineo, Roland Kwitt, Stefan Huber
arXiv Machine Learning
Sep 23

Can We Predict Anomaly Detection Performance from Embedding-Space Geometry?

The paper investigates whether the performance of anomaly detection systems can be predicted without labeled anomalies. For kNN-based detectors, it derives a lower bound on AUC that links detection performance to the separation and variance of inlier and outlier scores, and uses this to analyze how density variation, intrinsic dimensionality, and domain mismatch affect score variability. The authors introduce pseudo‑anomaly probes that provide a reference for estimating relative score separation, and demonstrate through experiments on DCASE benchmarks that these probes enable anomaly‑free model selection to outperform conventional development‑set selection, especially under domain shift.

By Kevin Wilkinghoff, Zheng-Hua Tan