arXiv AI By Marc Pinet (LIG), Julien Cumin (LIG), Samuel Berlemont (LIG), Dominique Vaufreydaz (LIG)

Anomalies in Multivariate Time Series Benchmarks Are Mostly Univariate

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arXiv:2606. 02670v1 Announce Type: cross Abstract: Many recent multivariate time series anomaly detection (MT-SAD) models incorporate cross-channel modeling, under the implicit assumption that the structure of anomalies may be spread across multiple channels.

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