Jaeyeong Lee

GT-PSSM: Unified Probabilistic Framework for Stochastic Dynamics Modeling and Dependency Learning in Multivariate Time Series Anomaly Detection

Multivariate time series anomaly detection (MTAD) is crucial for ensuring the safe and reliable operation of complex systems. Many existing methods learn normal patterns by training reconstruction or forecasting models on predominantly normal data. However, a large portion of these approaches rely on deterministic mode...