# A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data

arXiv: https://arxiv.org/abs/1811.08055 · HTML: https://mlsanity.com/paper/1811.08055/

## Key facts

- Cited by 182 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 20 Nov 2018.

## Built on by (most cited first, 30 of 182)

- [TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data](https://mlsanity.com/paper/2201.07284/) (2022)
- [Deep Learning for Time Series Anomaly Detection: A Survey](https://mlsanity.com/paper/2211.05244/) (2022)
- [Graph-Guided Network for Irregularly Sampled Multivariate Time Series](https://mlsanity.com/paper/2110.05357/) (2021)
- [Towards a Rigorous Evaluation of Time-series Anomaly Detection](https://mlsanity.com/paper/2109.05257/) (2021)
- [An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series](https://mlsanity.com/paper/2109.11428/) (2021)
- [TFAD: A Decomposition Time Series Anomaly Detection Architecture with Time-Frequency Analysis](https://mlsanity.com/paper/2210.09693/) (2022)
- [Self-Supervised Time Series Representation Learning via Cross Reconstruction Transformer](https://mlsanity.com/paper/2205.09928/) (2022)
- [Neural Contextual Anomaly Detection for Time Series](https://mlsanity.com/paper/2107.07702/) (2021)
- [Unsupervised Deep Anomaly Detection for Multi-Sensor Time-Series Signals](https://mlsanity.com/paper/2107.12626/) (2021)
- [Calibrated One-class Classification for Unsupervised Time Series Anomaly Detection](https://mlsanity.com/paper/2207.12201/) (2022)
- [ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection](https://mlsanity.com/paper/2307.00754/) (2023)
- [Unsupervised Time Series Outlier Detection with Diversity-Driven Convolutional Ensembles -- Extended Version](https://mlsanity.com/paper/2111.11108/) (2021)
- [Time Series Anomaly Detection for Cyber-Physical Systems via Neural System Identification and Bayesian Filtering](https://mlsanity.com/paper/2106.07992/) (2021)
- [Convolutional Transformer based Dual Discriminator Generative Adversarial Networks for Video Anomaly Detection](https://mlsanity.com/paper/2107.13720/) (2021)
- [Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series](https://mlsanity.com/paper/2103.02164/) (2021)
- [A Comprehensive Survey of Dynamic Graph Neural Networks: Models, Frameworks, Benchmarks, Experiments and Challenges](https://mlsanity.com/paper/2405.00476/) (2024)
- [Large Language Models can Deliver Accurate and Interpretable Time Series Anomaly Detection](https://mlsanity.com/paper/2405.15370/) (2024)
- [Harnessing Vision Models for Time Series Analysis: A Survey](https://mlsanity.com/paper/2502.08869/) (2025)
- [AnomalyBERT: Self-Supervised Transformer for Time Series Anomaly Detection using Data Degradation Scheme](https://mlsanity.com/paper/2305.04468/) (2023)
- [Navigating the Metric Maze: A Taxonomy of Evaluation Metrics for Anomaly Detection in Time Series](https://mlsanity.com/paper/2303.01272/) (2023)
- [Large Pre-trained time series models for cross-domain Time series analysis tasks](https://mlsanity.com/paper/2311.11413/) (2023)
- [Detecting Multivariate Time Series Anomalies with Zero Known Label](https://mlsanity.com/paper/2208.02108/) (2022)
- [MST-GAT: A Multimodal Spatial-Temporal Graph Attention Network for Time Series Anomaly Detection](https://mlsanity.com/paper/2310.11169/) (2023)
- [Adaptive Memory Networks with Self-supervised Learning for Unsupervised Anomaly Detection](https://mlsanity.com/paper/2201.00464/) (2022)
- [Graph Anomaly Detection in Time Series: A Survey](https://mlsanity.com/paper/2302.00058/) (2023)
- [Correlation-aware Spatial-Temporal Graph Learning for Multivariate Time-series Anomaly Detection](https://mlsanity.com/paper/2307.08390/) (2023)
- [Nominality Score Conditioned Time Series Anomaly Detection by Point/Sequential Reconstruction](https://mlsanity.com/paper/2310.15416/) (2023)
- [Position: Quo Vadis, Unsupervised Time Series Anomaly Detection?](https://mlsanity.com/paper/2405.02678/) (2024)
- [Sintel: A Machine Learning Framework to Extract Insights from Signals](https://mlsanity.com/paper/2204.09108/) (2022)
- [CARLA: Self-supervised Contrastive Representation Learning for Time Series Anomaly Detection](https://mlsanity.com/paper/2308.09296/) (2023)

## Abstract (arXiv)

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised anomaly detection algorithms have been developed, few of them can jointly address these challenges. In this paper, we propose a Multi-Scale Convolutional Recurrent Encoder-Decoder (MSCRED), to perform anomaly detection and diagnosis in multivariate time series data. Specifically, MSCRED first constructs multi-scale (resolution) signature matrices to characterize multiple levels of the system statuses in different time steps. 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. Finally, based upon the feature maps which encode the inter-sensor correlations and temporal information, a convolutional decoder is used to reconstruct the input signature matrices and the residual signature matrices are further utilized to detect and diagnose anomalies. Extensive empirical studies based on a synthetic dataset and a real power plant dataset demonstrate that MSCRED can outperform state-of-the-art baseline methods.