Correlation-Aware Reconstruction for Multivariate Time Series Anomaly Detection
Reconstruction-based detectors for multivariate time series anomaly detection typically learn a single entangled representation of normal behavior and flag anomalies based on reconstruction error. However, real-world anomalies are not only isolated spikes in a single channel but also disruptions in the relationships be...
Md. Johir Raihan, Zahra Zamanzadeh Darban, Yue-Yang Liu et al.
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