Vincent Jacob

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2papers

2 Papers

LGMar 29, 2025
Unsupervised Anomaly Detection in Multivariate Time Series across Heterogeneous Domains

Vincent Jacob, Yanlei Diao

The widespread adoption of digital services, along with the scale and complexity at which they operate, has made incidents in IT operations increasingly more likely, diverse, and impactful. This has led to the rapid development of a central aspect of "Artificial Intelligence for IT Operations" (AIOps), focusing on detecting anomalies in vast amounts of multivariate time series data generated by service entities. In this paper, we begin by introducing a unifying framework for benchmarking unsupervised anomaly detection (AD) methods, and highlight the problem of shifts in normal behaviors that can occur in practical AIOps scenarios. To tackle anomaly detection under domain shift, we then cast the problem in the framework of domain generalization and propose a novel approach, Domain-Invariant VAE for Anomaly Detection (DIVAD), to learn domain-invariant representations for unsupervised anomaly detection. Our evaluation results using the Exathlon benchmark show that the two main DIVAD variants significantly outperform the best unsupervised AD method in maximum performance, with 20% and 15% improvements in maximum peak F1-scores, respectively. Evaluation using the Application Server Dataset further demonstrates the broader applicability of our domain generalization methods.

LGOct 10, 2020
Exathlon: A Benchmark for Explainable Anomaly Detection over Time Series

Vincent Jacob, Fei Song, Arnaud Stiegler et al.

Access to high-quality data repositories and benchmarks have been instrumental in advancing the state of the art in many experimental research domains. While advanced analytics tasks over time series data have been gaining lots of attention, lack of such community resources severely limits scientific progress. In this paper, we present Exathlon, the first comprehensive public benchmark for explainable anomaly detection over high-dimensional time series data. Exathlon has been systematically constructed based on real data traces from repeated executions of large-scale stream processing jobs on an Apache Spark cluster. Some of these executions were intentionally disturbed by introducing instances of six different types of anomalous events (e.g., misbehaving inputs, resource contention, process failures). For each of the anomaly instances, ground truth labels for the root cause interval as well as those for the extended effect interval are provided, supporting the development and evaluation of a wide range of anomaly detection (AD) and explanation discovery (ED) tasks. We demonstrate the practical utility of Exathlon's dataset, evaluation methodology, and end-to-end data science pipeline design through an experimental study with three state-of-the-art AD and ED techniques.