Papers › USAD: UnSupervised Anomaly Detection on Multivariate Time Series

USAD: UnSupervised Anomaly Detection on Multivariate Time Series

23 Aug 2020KDD 2020 8archive 2025-07-28

Julien Audibert, Pietro Michiardi, Frédéric Guyard, Sébastien Marti, Maria A. Zuluaga

The automatic supervision of IT systems is a current challenge at Orange. Given the size and complexity reached by its IT operations, the number of sensors needed to obtain measurements over time, used to infer normal and abnormal behaviors, has increased dramatically making traditional expert-based supervision methods slow or prone to errors. In this paper, we propose a fast and stable method called UnSupervised Anomaly Detection for multivariate time series (USAD) based on adversely trained autoencoders. Its autoencoder architecture makes it capable of learning in an unsupervised way. The use of adversarial training and its architecture allows it to isolate anomalies while providing fast training. We study the properties of our methods through experiments on five public datasets, thus demonstrating its robustness, training speed and high anomaly detection performance. Through a feasibility study using Orange's proprietary data we have been able to validate Orange's requirements on scalability, stability, robustness, training speed and high performance.

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Tasks

Anomaly DetectionTime SeriesTime Series AnalysisUnsupervised Anomaly Detection

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Anomaly Detection SMD USAD F1 93.82 #1 of 2 Archive leaderboard report
Anomaly Detection SMD USAD Recall 96.17 #1 of 2 Archive leaderboard report
Anomaly Detection SMD USAD precision 93.14 #1 of 2 Archive leaderboard report
Unsupervised Anomaly Detection SMAP USAD F1 81.86 #9 of 9 Archive leaderboard report
Unsupervised Anomaly Detection SMAP USAD Precision 76.97 #9 of 9 Archive leaderboard report
Unsupervised Anomaly Detection SMAP USAD Recall 98.31 #9 of 9 Archive leaderboard report

Ranks are positions in the archive's leaderboards as they stood at the 2025-07-28 snapshot. Results published since then are not among these rows, so a rank here is not a current standing.

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