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Found 4 papers, 2 papers with code
Deep Federated Anomaly Detection for Multivariate Time Series Data
Specifically, we first design an Exemplar-based Deep Neural network (ExDNN) to learn local time series representations based on their compatibility with an exemplar module which consists of hidden parameters learned to capture varieties of normal patterns on each edge device.
Ordinal-Quadruplet: Retrieval of Missing Classes in Ordinal Time Series
In this paper, we propose an ordered time series classification framework that is robust against missing classes in the training data, i. e., during testing we can prescribe classes that are missing during training.
A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data
Subsequently, given the signature matrices, a convolutional encoder is employed to encode the inter-sensor (time series) correlations and an attention based Convolutional Long-Short Term Memory (ConvLSTM) network is developed to capture the temporal patterns.
Deep Autoencoding Gaussian Mixture Model for Unsupervised Anomaly Detection
In this paper, we present a Deep Autoencoding Gaussian Mixture Model (DAGMM) for unsupervised anomaly detection.
