Matrix Profile for Anomaly Detection on Multidimensional Time Series

ArXi:2409.09298v2 Announce Type: replace The Matrix Profile (MP), a versatile tool for time series data mining, has been shown effective in time series anomaly detection (TSAD). This paper delves into the problem of anomaly detection in multidimensional time series, a common occurrence in real-world applications. For instance, in a manufacturing factory, multiple sensors installed across the site collect time-varying data for analysis.