Is it worth it? Comparing six deep and classical methods for unsupervised anomaly detection in time series
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Abstract (arXiv)
Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a given application, each method has its strengths in detecting certain types of anomalies. In this study, we compare six unsupervised anomaly detection methods of varying complexity to determine whether more complex methods generally perform better and if certain methods are better suited to certain types of anomalies. We evaluated the methods using the UCR anomaly archive, a recent benchmark dataset for anomaly detection. We analyzed the results on a dataset and anomaly type level after adjusting the necessary hyperparameters for each method. Additionally, we assessed the ability of each method to incorporate prior knowledge about anomalies and examined the differences between point-wise and sequence-wise features. Our experiments show that classical machine learning methods generally outperform deep learning methods across a range of anomaly types.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 17 of its 49 references that are in the map. First posted on arXiv 21 Dec 2022.
Builds on
17 of 49 references.
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5 more
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Built on by
Citing papers per year: 2023: 2; 2024: 4; 2025: 0; 2026: 3.
9 papers.
- 2023Explainable Time Series Anomaly Detection using Masked Latent Generative Modelingcited by 15
- 2023Deep Anomaly Detection on Tennessee Eastman Process Datacited by 5
- 2024FedAD-Bench: A Unified Benchmark for Federated Unsupervised Anomaly Detection in Tabular Datacited by 3
- 2024DeepHYDRA: Resource-Efficient Time-Series Anomaly Detection in Dynamically-Configured Systemscited by 1
- 2024Unraveling Anomalies in Time: Unsupervised Discovery and Isolation of Anomalous Behavior in Bio-regenerative Life Support System Telemetrycited by 1
- 2024PATH: A Discrete-sequence Dataset for Evaluating Online Unsupervised Anomaly Detection Approaches for Multivariate Time Seriescited by 1
- 2026Bridging Classification and Reconstruction: Cooperative Time Series Anomaly Detectioncited by 0
- 2026Identifying Explicit Parsimonious Piece-wise Polynomial Relationships in Industrial time-series: Application to manipulator robotscited by 0
- 2026Did We Actually Fix It? An Independent Adversarial Stress-Test of Post-Point-Adjustment Evaluation Metrics for Time-Series Anomaly Detectioncited by 0
- 2026Did We Actually Fix It? An Independent Adversarial Stress-Test of Post-Point-Adjustment Evaluation Metrics for Time-Series Anomaly Detection12 Jul 2026
- 2026Identifying Explicit Parsimonious Piece-wise Polynomial Relationships in Industrial time-series: Application to manipulator robots27 May 2026
- 2026Bridging Classification and Reconstruction: Cooperative Time Series Anomaly Detection25 May 2026
- 2024PATH: A Discrete-sequence Dataset for Evaluating Online Unsupervised Anomaly Detection Approaches for Multivariate Time Series21 Nov 2024
- 2024FedAD-Bench: A Unified Benchmark for Federated Unsupervised Anomaly Detection in Tabular Data8 Aug 2024
- 2024Unraveling Anomalies in Time: Unsupervised Discovery and Isolation of Anomalous Behavior in Bio-regenerative Life Support System Telemetry14 Jun 2024
- 2024DeepHYDRA: Resource-Efficient Time-Series Anomaly Detection in Dynamically-Configured Systems13 May 2024
- 2023Explainable Time Series Anomaly Detection using Masked Latent Generative Modeling21 Nov 2023
- 2023Deep Anomaly Detection on Tennessee Eastman Process Data10 Mar 2023