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- W4386302525 abstract "The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training since collecting and labeling anomalous observations are difficult. In addition, most existing methods resort to limited forms of anomaly measurements and therefore, it is not clear whether they are optimal in all circumstances. To this end, we present a multivariate time-series anomaly detector based on score-based generative models, called MadSGM, which considers the broadest ever set of anomaly measurement factors: i) reconstruction-based, ii) density-based, and iii) gradient-based anomaly measurements. We also design a conditional score network and its denoising score matching loss for the time-series anomaly detection. Experiments on five real-world benchmark datasets illustrate that MadSGM achieves the most robust and accurate predictions." @default.
- W4386302525 created "2023-08-31" @default.
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- W4386302525 date "2023-08-29" @default.
- W4386302525 modified "2023-10-16" @default.
- W4386302525 title "MadSGM: Multivariate Anomaly Detection with Score-based Generative Models" @default.
- W4386302525 doi "https://doi.org/10.48550/arxiv.2308.15069" @default.
- W4386302525 hasPublicationYear "2023" @default.
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