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arXiv · 2511.07995

Multivariate Time series Anomaly Detection:A Framework of Hidden Markov Models

Jinbo Li·Witold Pedrycz·Iqbal Jamal
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Abstract

In this study, we develop an approach to multivariate time series anomaly detection focused on the transformation of multivariate time series to univariate time series. Several transformation techniques involving Fuzzy C-Means (FCM) clustering and fuzzy integral are studied. In the sequel, a Hidden Markov Model (HMM), one of the commonly encountered statistical methods, is engaged here to detect anomalies in multivariate time series. We construct HMM-based anomaly detectors and in this context compare several transformation methods. A suite of experimental studies along with some comparative analysis is reported.

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Jinbo Li, Witold Pedrycz, Iqbal Jamal. 2025-11-11. Multivariate Time series Anomaly Detection:A Framework of Hidden Markov Models. https://doi.org/10.1016/j.asoc.2017.06.035

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