mlsanityData to 14 Oct 2026

Conformal Anomaly Detection on Spatio-Temporal Observations with Missing Data

arXiv 2105.11886 ↗First posted 25 May 2021stat.AP stat.ME stat.MLcited by 12

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Abstract (arXiv)

We develop a distribution-free, unsupervised anomaly detection method called ECAD, which wraps around any regression algorithm and sequentially detects anomalies. Rooted in conformal prediction, ECAD does not require data exchangeability but approximately controls the Type-I error when data are normal. Computationally, it involves no data-splitting and efficiently trains ensemble predictors to increase statistical power. We demonstrate the superior performance of ECAD on detecting anomalous spatio-temporal traffic flow.

Key facts. Cited by 12 papers in the map (data through 14 Oct 2026). Builds on 16 of its 35 references that are in the map. First posted on arXiv 25 May 2021.

Builds on

16 of 35 references.

References · 16

  1. 2014Explaining and Harnessing Adversarial Examplescited by 7,364
  2. 2019Conformalized Quantile Regressioncited by 629
  3. 2017Unsupervised Anomaly Detection with Generative Adversarial Networks to Guide Marker Discoverycited by 566
  4. 2020Classification with Valid and Adaptive Coveragecited by 396
  5. 2020Uncertainty Sets for Image Classifiers using Conformal Predictioncited by 366
  6. 2018Defense-GAN: Protecting Classifiers Against Adversarial Attacks Using Generative Modelscited by 362
  7. 2019Deep Learning for Anomaly Detection: A Surveycited by 358
  8. 2019PyOD: A Python Toolbox for Scalable Outlier Detectioncited by 222
  9. 2019Improving Adversarial Robustness via Promoting Ensemble Diversitycited by 213
  10. 2021Testing for Outliers with Conformal p-valuescited by 134
  11. 2020Predictive Inference Is Free with the Jackknife+-after-Bootstrapcited by 55
  12. 2017Conformal k-NN Anomaly Detector for Univariate Data Streamscited by 13
4 more
  1. 2017Online control of the false discovery rate with decaying memorycited by 11
  2. 2019Contextual Online False Discovery Rate Controlcited by 5
  3. 2019No Free Lunch But A Cheaper Supper: A General Framework for Streaming Anomaly Detectioncited by 5
  4. 2017Real-Time Illegal Parking Detection System Based on Deep Learningcited by 2

Built on by

Cited by year

Citing papers per year: 2022: 4; 2023: 0; 2024: 5; 2025: 3.

12 papers.

  1. 2022Sequential Predictive Conformal Inference for Time Seriescited by 75
  2. 2024Conformal prediction for multi-dimensional time series by ellipsoidal setscited by 37
  3. 2024Conformal Prediction: A Data Perspectivecited by 25
  4. 2022Integrative conformal p-values for powerful out-of-distribution testing with labeled outlierscited by 19
  5. 2024Kernel-based Optimally Weighted Conformal Time-Series Predictioncited by 15
  6. 2022Online Distribution Shift Detection via Recency Predictioncited by 6
  7. 2022Conformal prediction set for time-seriescited by 5
  8. 2025Flow-based Conformal Prediction for Multi-dimensional Time Seriescited by 5
  9. 2024Leave-One-Out-, Bootstrap- and Cross-Conformal Anomaly Detectorscited by 4
  10. 2024Learning Cellular Network Connection Quality with Conformalcited by 1
  11. 2025Online Conformal Anomaly Detection with Prediction-Powered Data Acquisitioncited by 0
  12. 2025An Interdisciplinary and Cross-Task Review on Missing Data Imputationcited by 0