Anomaly detection (AD) plays a crucial role in time series applications, primarily because time series data is employed across real-world scenarios. Detecting anomalies poses significant challenges since anomalies take diverse forms making them hard to pinpoint accurately. Previous research has explored different AD models, making specific assumptions with varying sensitivity toward particular anomaly types. To address this issue, we propose a novel model selection for unsupervised AD using a combination of time series forest (TSF) and reinforcement learning (RL) approaches that dynamically chooses an AD technique. Our approach allows for effective AD without explicitly depending on ground truth labels that are often scarce and expensive to obtain. Results from the real-time series dataset demonstrate that the proposed model selection approach outperforms all other AD models in terms of the F1 score metric. For the synthetic dataset, our proposed model surpasses all other AD models except for KNN, with an impressive F1 score of 0.989. The proposed model selection framework also exceeded the performance of GPT-4 when prompted to act as an anomaly detector on the synthetic dataset. Exploring different reward functions revealed that the original reward function in our proposed AD model selection approach yielded the best overall scores. We evaluated the performance of the six AD models on an additional three datasets, having global, local, and clustered anomalies respectively, showing that each AD model exhibited distinct performance depending on the type of anomalies. This emphasizes the significance of our proposed AD model selection framework, maintaining high performance across all datasets, and showcasing superior performance across different anomaly types.

Conventional automatic incident detection (AID) has relied heavily on all incident reports exclusively for training and evaluation. However, these reports suffer from a number of issues, such as delayed reports, inaccurate descriptions, false alarms, missing reports, and incidents that do not necessarily influence traffic. Relying on these reports to train or calibrate AID models hinders their ability to detect traffic anomalies effectively and timely, even leading to convergence issues in the model training process. Moreover, conventional AID models are not inherently designed to capture the early indicators of any generic incidents. It remains unclear how far ahead an AID model can report incidents. The AID applications in the literature are also spatially limited because the data used by most models is often limited to specific test road segments. To solve these problems, we propose a deep learning framework utilizing prior domain knowledge and model-designing strategies. This allows the model to detect a broader range of anomalies, not only incidents that significantly influence traffic flow but also early characteristics of incidents along with historically unreported anomalies. We specially design the model to target the early-stage detection/prediction of an incident. Additionally, unlike most conventional AID studies, we use widely available data, enhancing our method's scalability. The experimental results across numerous road segments on different maps demonstrate that our model leads to more effective and early anomaly detection. Our framework does not focus on stacking or tweaking various deep learning models; instead, it focuses on model design and training strategies to improve early detection performance.

Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various datasets. To make matters worse, anomaly labels are scarce and rarely available in practice. The practical problem of selecting the most accurate model for a given dataset without labels has received little attention in the literature. This paper answers this question i.e. Given an unlabeled dataset and a set of candidate anomaly detectors, how can we select the most accurate model? To this end, we identify three classes of surrogate (unsupervised) metrics, namely, prediction error, model centrality, and performance on injected synthetic anomalies, and show that some metrics are highly correlated with standard supervised anomaly detection performance metrics such as the $F_1$ score, but to varying degrees. We formulate metric combination with multiple imperfect surrogate metrics as a robust rank aggregation problem. We then provide theoretical justification behind the proposed approach. Large-scale experiments on multiple real-world datasets demonstrate that our proposed unsupervised approach is as effective as selecting the most accurate model based on partially labeled data.

Most recent studies on detecting and localizing temporal anomalies have mainly employed deep neural networks to learn the normal patterns of temporal data in an unsupervised manner. Unlike them, the goal of our work is to fully utilize instance-level (or weak) anomaly labels, which only indicate whether any anomalous events occurred or not in each instance of temporal data. In this paper, we present WETAS, a novel framework that effectively identifies anomalous temporal segments (i.e., consecutive time points) in an input instance. WETAS learns discriminative features from the instance-level labels so that it infers the sequential order of normal and anomalous segments within each instance, which can be used as a rough segmentation mask. Based on the dynamic time warping (DTW) alignment between the input instance and its segmentation mask, WETAS obtains the result of temporal segmentation, and simultaneously, it further enhances itself by using the mask as additional supervision. Our experiments show that WETAS considerably outperforms other baselines in terms of the localization of temporal anomalies, and also it provides more informative results than point-level detection methods.

Digitalization leads to data transparency for production systems that we can benefit from with data-driven analysis methods like neural networks. For example, automated anomaly detection enables saving resources and optimizing the production. We study using rarely occurring information about labeled anomalies into Variational Autoencoder neural network structures to overcome information deficits of supervised and unsupervised approaches. This method outperforms all other models in terms of accuracy, precision, and recall. We evaluate the following methods: Principal Component Analysis, Isolation Forest, Classifying Neural Networks, and Variational Autoencoders on seven time series datasets to find the best performing detection methods. We extend this idea to include more infrequently occurring meta information about production processes. This use of sparse labels, both of anomalies or production data, allows to harness any additional information available for increasing anomaly detection performance.

Tomoharu Iwata 1 Machiko Toyoda 2 Shotaro Tora 2 Naonori Ueda 1 1 NTT Communication Science Laboratories 2 NTT Software Innovation Center Abstract We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection methods have been proposed, they cannot handle inexact anomaly labels. To measure the performance with inexact anomaly labels, we define the inexact AUC, which is our extension of the area under the ROC curve (AUC) for inexact labels. The proposed method trains an anomaly score function so that the smooth approximation of the inexact AUC increases while anomaly scores for non-anomalous instances become low. The proposed method performs well even when only a small number of inexact labels are available by incorporating an unsupervised anomaly detection mechanism with inexact AUC maximization. Using various datasets, we experimentally demonstrate that our proposed method improves the anomaly detection performance with inexact anomaly labels, and outperforms existing unsupervised and supervised anomaly detection and multiple instance learning methods. 1 Introduction Anomaly detection is an important machine learning task, which is a task to find the anomalous instances in a dataset. Many unsupervised anomaly detection methods have been proposed (Breunig et al., 2000; Sch olkopf et al., 2001; Liu et al., 2008; Sakurada and Yairi, 2014).