Benchmarking Unsupervised Strategies for Anomaly Detection in Multivariate Time Series

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur is essential, yet challenging, due to the unknown nature of anomalies and the complex interdependencies between time series dimensions. In this paper, we investigate transformer-based approaches for time series anomaly detection, focusing on the recently proposed iTransformer architecture. Our contributions are fourfold: (i) we explore the application of the iTransformer to time series anomaly detection, and analyse the influence of key parameters such as window size, step size, and model dimensions on performance; (ii) we examine methods for extracting anomaly labels from multidimensional anomaly scores and discuss appropriate evaluation metrics for such labels; (iii) we study the impact of anomalous data present during training and assess the effectiveness of alternative loss functions in mitigating their influence; and (iv) we present a comprehensive comparison of several transformer-based models across a diverse set of datasets for time series anomaly detection.

Unravelling physics beyond the standard model with classical and quantum anomaly detection

Much hope for finding new physics phenomena at microscopic scale relies on the observations obtained from High Energy Physics experiments, like the ones performed at the Large Hadron Collider (LHC). However, current experiments do not indicate clear signs of new physics that could guide the development of additional Beyond Standard Model (BSM) theories. Identifying signatures of new physics out of the enormous amount of data produced at the LHC falls into the class of anomaly detection and constitutes one of the greatest computational challenges. In this article, we propose a novel strategy to perform anomaly detection in a supervised learning setting, based on the artificial creation of anomalies through a random process. For the resulting supervised learning problem, we successfully apply classical and quantum Support Vector Classifiers (CSVC and QSVC respectively) to identify the artificial anomalies among the SM events. Even more promising, we find that employing an SVC trained to identify the artificial anomalies, it is possible to identify realistic BSM events with high accuracy. In parallel, we also explore the potential of quantum algorithms for improving the classification accuracy and provide plausible conditions for the best exploitation of this novel computational paradigm.