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Saverio Messineo

Publications and source records attributed to Saverio Messineo.

6 recordsLinked to original sources

Exploring Zero-Shot Foundation Models for Multivariate Time Series Anomaly Detection

Multivariate Time Series Anomaly Detection (MTSAD) is essential for reliability and safety in domains such as industrial process monitoring and financial risk management, yet conventional approaches rely on application-specific models that are costly to train and hard to scale. Foundation Models (FMs), pre-trained on broad data with strong zero-shot generalization, have recently become available for univariate time series forecasting, raising the question of whether they can address MTSAD without task-specific training. We investigate the zero-shot application of a univariate forecasting FM, TimesFM, to industrial MTSAD on the Secure Water Treatment (SWaT) benchmark, evaluating two strategies: treating the FM as a per-feature forecaster with thresholded prediction errors, and as an embedder whose intermediate representations feed standard outlier detectors. Neither of our proposed setups is competitive with established baselines; embeddings reveal only partial separation between normal and anomalous segments, insufficient for reliable detection. The cause is that the FM is too effective at capturing temporal dynamics, yielding low error even within fully anomalous windows, so persistent anomalies become indistinguishable from normal behavior. However, these observations yield valuable insights: the error peaks at anomaly boundaries, indicating FMs reliably detect distribution changes. We conclude that the proposed naive zero-shot FMs are unsuitable for MTSAD but promising for change-point detection.

cs.LG

Disturbance rejection for classes of nonlinear systems

This paper addresses the problem of non-adaptive global robust disturbance rejection for two distinct classes of nonlinear systems. The first class, denoted by C1, consists of nonlinear systems in strict-feedback form, with linear and Hurwitz zero-dynamics (whose states are unavailable for feedback), and enhanced - within this work - by forcing, unmatched, additive disturbances. Nonlinear tools are herein employed to demonstrate that the proposed control architecture - based on the high-gain paradigm - achieves closed-loop input-to-state stability with respect to the forcing disturbances, along with global asymptotic convergence towards an attractor which can be rendered as small as desired. Then, owing to the established input-to-state stability property, a uniformly bounded control action is additionally embedded within the control architecture. The additional unit, designed following the sliding-mode paradigm, is aimed at improving the disturbance rejection task, by potentially lowering the required high-gain control expenditure. The second class of systems, denoted by C2, is constituted by minimum-phase, uncertain, nonlinear systems with relative degree greater than one, featuring possibly unbounded, with possibly unbounded derivatives, output-dependent nonlinearities, with matched additive forcing disturbances. To solve the problem of output-feedback, non-adaptive, global robust disturbance rejection for systems within C2, first, an open-loop observer is employed in lieu of a classic dynamic extension adopted in earlier works, as the latter is no longer implementable due to the presence of unknown forcing disturbances. Subsequently, the results derived for C1 are then adapted to C2, to yield an output-feedback dynamic controller providing closed-loop global uniform boundedness, along with asymptotic regulation towards an attractor which can be rendered as small as desired.

math.OC

Federated Learning for Multivariate Time Series Anomaly Detection in Industrial Automation

Federated learning (FL) has broadened the horizon for multivariate time series anomaly detection (MTSAD). However, benchmarking such anomaly detection methods within FL paradigm poses data-centric challenges. The existing datasets do not counteract these challenges since they do not simultaneously provide sufficient scale, accurate labels, and freedom from common flaws. In addition, the role of cyclic process behavior, which is common in discrete industrial automation, remains underexplored for MTSAD for the current state of research. This paper aims to shed more light on the literature and address these gaps by introducing a dataset designed with cyclic dynamics arising from the repetitive nature of discrete automation processes and evaluates selected MTSAD methods on both the proposed dataset and a public benchmark dataset.

cs.LG

Generative Modeling of Approximately Periodic Time Series by a Posterior-Weighted Gaussian Process

Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such \emph{approximately periodic} behavior poses a challenge for Gaussian Processes (GP) modeling: strictly periodic models suppress inter-repetition variability, while non-periodic models fail to capture the strong structural regularities required for generation. In this work, we propose a stochastic generative model for approximately periodic time series. The model is based on a GP whose posterior is modulated by a novel kernel. Our approach decouples intra-repetition structure from inter-repetition variability through a two-stage construction which yields a generative distribution with a identical mean function across repetitions, while allowing smooth variation between repetitions. The modeling choices are supported by an implementation in which realistic synthetic trajectories are generated from toy datasets.

stat.ML

Topology-driven identification of repetitions in multi-variate time series

Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from such a multi-variate time series is of a fundamental importance for many monitoring and control tasks. For a periodic time series this is equivalent to determining its period length. In this work we present a persistent homology framework to estimate recurrence times in multi-variate time series with different generalizations of cyclic behavior (periodic, repetitive, and recurring). To this end, we provide three specialized methods within our framework that are provably stable and validate them using real-world data, including a new benchmark dataset from an injection molding machine.

cs.CG

Persistence-based Hough Transform for Line Detection

The Hough transform is a popular and classical technique in computer vision for the detection of lines (or more general objects). It maps a pixel into a dual space -- the Hough space: each pixel is mapped to the set of lines through this pixel, which forms a curve in Hough space. The detection of lines then becomes a voting process to find those lines that received many votes by pixels. However, this voting is done by thresholding, which is susceptible to noise and other artifacts. In this work, we present an alternative voting technique to detect peaks in the Hough space based on persistent homology, which very naturally addresses limitations of simple thresholding. Experiments on synthetic data show that our method significantly outperforms the original method, while also demonstrating enhanced robustness. This work seeks to inspire future research in two key directions. First, we highlight the untapped potential of Topological Data Analysis techniques and advocate for their broader integration into existing methods, including well-established ones. Secondly, we initiate a discussion on the mathematical stability of the Hough transform, encouraging exploration of mathematically grounded improvements to enhance its robustness.

cs.CV