{"id":"https://openalex.org/W3198059351","doi":"https://doi.org/10.1109/tnnls.2021.3105827","title":"An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series","display_name":"An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series","publication_year":2021,"publication_date":"2021-08-31","ids":{"openalex":"https://openalex.org/W3198059351","doi":"https://doi.org/10.1109/tnnls.2021.3105827","mag":"3198059351","pmid":"https://pubmed.ncbi.nlm.nih.gov/34464278"},"language":"en","primary_location":{"id":"doi:10.1109/tnnls.2021.3105827","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tnnls.2021.3105827","pdf_url":null,"source":{"id":"https://openalex.org/S4210175523","display_name":"IEEE Transactions on Neural Networks and Learning Systems","issn_l":"2162-237X","issn":["2162-237X","2162-2388"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Neural Networks and Learning Systems","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2109.11428","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083580671","display_name":"Astha Garg","orcid":"https://orcid.org/0000-0003-0290-6407"},"institutions":[{"id":"https://openalex.org/I115228651","display_name":"Agency for Science, Technology and Research","ror":"https://ror.org/036wvzt09","country_code":"SG","type":"government","lineage":["https://openalex.org/I115228651"]},{"id":"https://openalex.org/I3005327000","display_name":"Institute for Infocomm Research","ror":"https://ror.org/053rfa017","country_code":"SG","type":"facility","lineage":["https://openalex.org/I115228651","https://openalex.org/I3005327000","https://openalex.org/I91275662"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Astha Garg","raw_affiliation_strings":["Agency for Science, Technology and Research (A&#x002A;STAR), Institute of Infocomm Research (I2R), Singapore","Chord X Pte. Ltd., Singapore"],"raw_orcid":"https://orcid.org/0000-0003-0290-6407","affiliations":[{"raw_affiliation_string":"Agency for Science, Technology and Research (A&#x002A;STAR), Institute of Infocomm Research (I2R), Singapore","institution_ids":["https://openalex.org/I115228651","https://openalex.org/I3005327000"]},{"raw_affiliation_string":"Chord X Pte. Ltd., Singapore","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100385203","display_name":"Wenyu Zhang","orcid":"https://orcid.org/0000-0002-3849-4320"},"institutions":[{"id":"https://openalex.org/I115228651","display_name":"Agency for Science, Technology and Research","ror":"https://ror.org/036wvzt09","country_code":"SG","type":"government","lineage":["https://openalex.org/I115228651"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Wenyu Zhang","raw_affiliation_strings":["I2R, A&#x002A;STAR, Singapore"],"raw_orcid":"https://orcid.org/0000-0002-3849-4320","affiliations":[{"raw_affiliation_string":"I2R, A&#x002A;STAR, Singapore","institution_ids":["https://openalex.org/I115228651"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007658002","display_name":"Jules Samaran","orcid":"https://orcid.org/0000-0001-7317-8190"},"institutions":[{"id":"https://openalex.org/I2746051580","display_name":"Universit\u00e9 Paris Sciences et Lettres","ror":"https://ror.org/013cjyk83","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Jules Samaran","raw_affiliation_strings":["Mines Paristech, PSL Research University, Paris, France"],"raw_orcid":"https://orcid.org/0000-0001-7317-8190","affiliations":[{"raw_affiliation_string":"Mines Paristech, PSL Research University, Paris, France","institution_ids":["https://openalex.org/I2746051580"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019720185","display_name":"Savitha Ramasamy","orcid":"https://orcid.org/0000-0003-1534-2989"},"institutions":[{"id":"https://openalex.org/I115228651","display_name":"Agency for Science, Technology and Research","ror":"https://ror.org/036wvzt09","country_code":"SG","type":"government","lineage":["https://openalex.org/I115228651"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Ramasamy Savitha","raw_affiliation_strings":["I2R, A&#x002A;STAR, Singapore"],"raw_orcid":"https://orcid.org/0000-0003-1534-2989","affiliations":[{"raw_affiliation_string":"I2R, A&#x002A;STAR, Singapore","institution_ids":["https://openalex.org/I115228651"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001103949","display_name":"Chuan-Sheng Foo","orcid":"https://orcid.org/0000-0002-4748-5792"},"institutions":[{"id":"https://openalex.org/I115228651","display_name":"Agency for Science, Technology and Research","ror":"https://ror.org/036wvzt09","country_code":"SG","type":"government","lineage":["https://openalex.org/I115228651"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Chuan-Sheng Foo","raw_affiliation_strings":["I2R, A&#x002A;STAR, Singapore"],"raw_orcid":"https://orcid.org/0000-0002-4748-5792","affiliations":[{"raw_affiliation_string":"I2R, A&#x002A;STAR, Singapore","institution_ids":["https://openalex.org/I115228651"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":17.7048,"has_fulltext":false,"cited_by_count":256,"citation_normalized_percentile":{"value":0.99407931,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"33","issue":"6","first_page":"2508","last_page":"2517"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11512","display_name":"Anomaly Detection Techniques and Applications","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11512","display_name":"Anomaly Detection Techniques and Applications","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10400","display_name":"Network Security and Intrusion Detection","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/anomaly-detection","display_name":"Anomaly detection","score":0.8629798293113708},{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.6956294775009155},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6464340686798096},{"id":"https://openalex.org/keywords/metric","display_name":"Metric (unit)","score":0.6025175452232361},{"id":"https://openalex.org/keywords/anomaly","display_name":"Anomaly (physics)","score":0.5803381204605103},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5800184607505798},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.5697492957115173},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4950045943260193},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.4439196288585663},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.42243531346321106},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.34009960293769836}],"concepts":[{"id":"https://openalex.org/C739882","wikidata":"https://www.wikidata.org/wiki/Q3560506","display_name":"Anomaly detection","level":2,"score":0.8629798293113708},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.6956294775009155},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6464340686798096},{"id":"https://openalex.org/C176217482","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Metric (unit)","level":2,"score":0.6025175452232361},{"id":"https://openalex.org/C12997251","wikidata":"https://www.wikidata.org/wiki/Q567560","display_name":"Anomaly (physics)","level":2,"score":0.5803381204605103},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5800184607505798},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.5697492957115173},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4950045943260193},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.4439196288585663},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.42243531346321106},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.34009960293769836},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C26873012","wikidata":"https://www.wikidata.org/wiki/Q214781","display_name":"Condensed matter physics","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[{"descriptor_ui":"D000069553","descriptor_name":"Supervised Machine Learning","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D000069553","descriptor_name":"Supervised Machine Learning","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D000069553","descriptor_name":"Supervised Machine Learning","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D000465","descriptor_name":"Algorithms","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D000465","descriptor_name":"Algorithms","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D000465","descriptor_name":"Algorithms","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D013997","descriptor_name":"Time Factors","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D013997","descriptor_name":"Time Factors","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D013997","descriptor_name":"Time Factors","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D016571","descriptor_name":"Neural Networks, Computer","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D016571","descriptor_name":"Neural Networks, Computer","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D016571","descriptor_name":"Neural Networks, Computer","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true}],"locations_count":3,"locations":[{"id":"doi:10.1109/tnnls.2021.3105827","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tnnls.2021.3105827","pdf_url":null,"source":{"id":"https://openalex.org/S4210175523","display_name":"IEEE Transactions on Neural Networks and Learning Systems","issn_l":"2162-237X","issn":["2162-237X","2162-2388"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Neural Networks and Learning Systems","raw_type":"journal-article"},{"id":"pmid:34464278","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/34464278","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE transactions on neural networks and learning systems","raw_type":null},{"id":"pmh:oai:arXiv.org:2109.11428","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2109.11428","pdf_url":"https://arxiv.org/pdf/2109.11428","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2109.11428","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2109.11428","pdf_url":"https://arxiv.org/pdf/2109.11428","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1118550586","display_name":null,"funder_award_id":"H19/01/a0/023","funder_id":"https://openalex.org/F4320320696","funder_display_name":"Agency for Science, Technology and Research"}],"funders":[{"id":"https://openalex.org/F4320320696","display_name":"Agency for Science, Technology and Research","ror":"https://ror.org/036wvzt09"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":73,"referenced_works":["https://openalex.org/W1565746575","https://openalex.org/W1876967670","https://openalex.org/W1966863755","https://openalex.org/W1974758710","https://openalex.org/W1983043530","https://openalex.org/W2020583287","https://openalex.org/W2025160625","https://openalex.org/W2093606067","https://openalex.org/W2105510466","https://openalex.org/W2115012618","https://openalex.org/W2122646361","https://openalex.org/W2131904035","https://openalex.org/W2132029223","https://openalex.org/W2135663228","https://openalex.org/W2293689143","https://openalex.org/W2467604901","https://openalex.org/W2474046725","https://openalex.org/W2584499795","https://openalex.org/W2604247107","https://openalex.org/W2608459225","https://openalex.org/W2620661538","https://openalex.org/W2743617586","https://openalex.org/W2766736793","https://openalex.org/W2768947629","https://openalex.org/W2776562627","https://openalex.org/W2785362611","https://openalex.org/W2786088545","https://openalex.org/W2786827964","https://openalex.org/W2792764867","https://openalex.org/W2886736558","https://openalex.org/W2906498146","https://openalex.org/W2910068345","https://openalex.org/W2911200746","https://openalex.org/W2948517885","https://openalex.org/W2950361482","https://openalex.org/W2950757722","https://openalex.org/W2962736999","https://openalex.org/W2963166639","https://openalex.org/W2963445059","https://openalex.org/W2963523189","https://openalex.org/W2963673968","https://openalex.org/W2965433388","https://openalex.org/W2965981069","https://openalex.org/W2975649990","https://openalex.org/W2977929929","https://openalex.org/W2979898098","https://openalex.org/W3001100660","https://openalex.org/W3005893373","https://openalex.org/W3021858395","https://openalex.org/W3040266635","https://openalex.org/W3081497074","https://openalex.org/W3091751937","https://openalex.org/W3098957257","https://openalex.org/W3105931142","https://openalex.org/W3106543020","https://openalex.org/W3135550350","https://openalex.org/W3152030785","https://openalex.org/W3155567600","https://openalex.org/W3178112854","https://openalex.org/W3200258828","https://openalex.org/W3208688400","https://openalex.org/W4241727697","https://openalex.org/W4255880228","https://openalex.org/W4297814361","https://openalex.org/W6679539681","https://openalex.org/W6720208624","https://openalex.org/W6720514713","https://openalex.org/W6736549786","https://openalex.org/W6745040976","https://openalex.org/W6748102297","https://openalex.org/W6749825310","https://openalex.org/W6757844995","https://openalex.org/W6758101687"],"related_works":["https://openalex.org/W1828158523","https://openalex.org/W2049578243","https://openalex.org/W2000145235","https://openalex.org/W2122079181","https://openalex.org/W1985848810","https://openalex.org/W2889939530","https://openalex.org/W3121881699","https://openalex.org/W2748838164","https://openalex.org/W2066015000","https://openalex.org/W2912721996"],"abstract_inverted_index":{"Several":[0],"techniques":[1],"for":[2,40,161,179,224],"multivariate":[3,46,180],"time":[4,47,107,181],"series":[5,48,182],"anomaly":[6,41,95,164,183,226],"detection":[7,42,227],"have":[8],"been":[9],"proposed":[10],"recently,":[11],"but":[12],"a":[13,17,29,78,129,137,145,205,221],"systematic":[14,30],"comparison":[15],"on":[16,45],"common":[18],"set":[19],"of":[20,34,64,74,80,188,197],"datasets":[21],"and":[22,31,36,43,62,83,132,185,228],"metrics":[23,117],"is":[24,100],"lacking.":[25],"This":[26],"article":[27],"presents":[28],"comprehensive":[32],"evaluation":[33,116],"unsupervised":[35],"semisupervised":[37],"deep-learning-based":[38],"methods":[39],"diagnosis":[44],"data":[49],"from":[50],"cyberphysical":[51],"systems.":[52],"Unlike":[53],"previous":[54],"works,":[55],"we":[56,111],"vary":[57],"the":[58,68,114,153,186,195,198,214],"<italic":[59,69],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[60,70,158],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">model</i>":[61],"post-processing":[63],"model":[65],"errors,":[66],"i.e.,":[67],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">scoring":[71],"functions</i>":[72],"independently":[73],"each":[75],"other,":[76],"through":[77],"grid":[79],"ten":[81],"models":[82],"four":[84],"scoring":[85,171,189,217],"functions,":[86],"comparing":[87],"these":[88,150],"variants":[89],"to":[90,148],"state-of-the-art":[91,231],"methods.":[92],"In":[93],"time-series":[94,163],"detection,":[96,184],"detecting":[97,104],"anomalous":[98,106],"events":[99,122],"more":[101,193],"important":[102],"than":[103,176,194],"individual":[105],"points.":[108],"Through":[109],"experiments,":[110],"find":[112,203],"that":[113,169,204],"existing":[115],"either":[118],"do":[119],"not":[120],"take":[121],"into":[123],"account":[124],"or":[125,139],"cannot":[126],"distinguish":[127],"between":[128],"good":[130],"detector":[131],"trivial":[133],"detectors,":[134],"such":[135],"as":[136,220],"random":[138],"an":[140],"all-positive":[141],"detector.":[142],"We":[143,201],"propose":[144],"new":[146],"metric":[147],"overcome":[149],"drawbacks,":[151],"namely,":[152],"composite":[154],"F-score":[155],"(Fc":[156],"<sub":[157],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">1</sub>":[159],"),":[160],"evaluating":[162],"detection.":[165],"Our":[166],"study":[167],"highlights":[168],"dynamic":[170,215],"functions":[172,190],"work":[173],"much":[174],"better":[175],"static":[177],"ones":[178],"choice":[187,196],"often":[191],"matters":[192],"underlying":[199],"model.":[200],"also":[202],"simple,":[206],"channel-wise":[207],"model\u2014the":[208],"univariate":[209],"fully":[210],"connected":[211],"auto-encoder,":[212],"with":[213],"Gaussian":[216],"function":[218],"emerges":[219],"winning":[222],"candidate":[223],"both":[225],"diagnosis,":[229],"beating":[230],"algorithms.":[232]},"counts_by_year":[{"year":2026,"cited_by_count":41},{"year":2025,"cited_by_count":79},{"year":2024,"cited_by_count":70},{"year":2023,"cited_by_count":49},{"year":2022,"cited_by_count":17}],"updated_date":"2026-07-28T07:46:37.118299","created_date":"2025-10-10T00:00:00"}