Papers for
industrial monitoring teams
Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.
Graph learning improves detection of anomalies in industrial multivariate data
GSLAD: Prototype-Regularized Graph Structure Learning for Multivariate Time Series Anomaly Detection
Abstract: Unsupervised multivariate time series anomaly detection methods typically identify anomalies through forecasting, reconstruction, or representation discrepancies. However, industrial faults may first alter inter-variable structural patterns while individual trajectories remain close to normal, resulting in weak anomaly signals. In this paper, we propose GSLAD, a prototype-regularized graph structure learning framework that uses structural deviations for anomaly scoring. GSLAD adopts a two-phase training strategy. First, a condition-aware graph learner and a graph-based forecaster are optimized with predictive supervision. The inferred normal graphs are then clustered into multiple structural prototypes representing different normal operating regimes, with edge-wise variability characterizing structural uncertainty. Deviations from these prototypes regularize the graph learner in the second phase, encouraging stable and regime-specific structural patterns. During inference, uncertainty-normalized structural deviation is combined with predictive deviation for anomaly scoring. Experiments on four industrial benchmarks demonstrate strong overall performance of GSLAD and confirm the effectiveness of structural deviation for anomaly detection and diagnosis.
Time series clustering improved with faster better feature extraction
CLUES-WEASEL: No additional clues required to choose your time series clustering algorithm
Abstract: Time series data is very common in many real-world applications and in numerous domains, with increasing interest for automated information extraction using machine learning. One of these subfields is time series clustering, which consists in identifying clusters among a set of time series in an unsupervised fashion. Most time series clustering algorithms suffer from the same balancing act: they trade clustering performance for faster runtimes or vice versa. We present a novel time series clustering algorithm that we call CLUES-WEASEL, which stands for CLustering with the UnsupervisEd Second version of Word ExtrAction for time SEries cLassification. CLUES-WEASEL extracts features using the unsupervised version of the transformation step of WEASEL 2.0, which is a time series classification algorithm, then reduces these features using principal component analysis, and finally performs clustering with the $k$-means algorithm using these reduced extracted features. Through extensive experiments, we prove that CLUES-WEASEL is significantly better than any other existing time series clustering algorithm while being (much) faster than any state-of-the-art one. We also show that the architecture of CLUES-WEASEL can work well with other time series feature extraction algorithms. Our findings highlight the relevance of CLUES-WEASEL for time series clustering.