Anomaly detection by partitioning of multi-variate time series

Fuente: arXiv
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Auteurs principaux: Lotte, Pierre, Péninou, André, Teste, Olivier
Format: Preprint
Publié: 2025
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author Lotte, Pierre
Péninou, André
Teste, Olivier
author_facet Lotte, Pierre
Péninou, André
Teste, Olivier
contents In this article, we suggest a novel non-supervised partition based anomaly detection method for anomaly detection in multivariate time series called PARADISE. This methodology creates a partition of the variables of the time series while ensuring that the inter-variable relations remain untouched. This partitioning relies on the clustering of multiple correlation coefficients between variables to identify subsets of variables before executing anomaly detection algorithms locally for each of those subsets. Through multiple experimentations done on both synthetic and real datasets coming from the literature, we show the relevance of our approach with a significant improvement in anomaly detection performance.
format Preprint
id arxiv_https___arxiv_org_abs_2509_25215
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Anomaly detection by partitioning of multi-variate time series
Lotte, Pierre
Péninou, André
Teste, Olivier
Machine Learning
Signal Processing
In this article, we suggest a novel non-supervised partition based anomaly detection method for anomaly detection in multivariate time series called PARADISE. This methodology creates a partition of the variables of the time series while ensuring that the inter-variable relations remain untouched. This partitioning relies on the clustering of multiple correlation coefficients between variables to identify subsets of variables before executing anomaly detection algorithms locally for each of those subsets. Through multiple experimentations done on both synthetic and real datasets coming from the literature, we show the relevance of our approach with a significant improvement in anomaly detection performance.
title Anomaly detection by partitioning of multi-variate time series
topic Machine Learning
Signal Processing
url https://arxiv.org/abs/2509.25215