Analysis and anomaly detection in event tensor streams consisting of timestamps and multiple attributes—such as communication logs (time, IP address, packet length)—are essential tasks in data mining. While existing tensor decomposition and anomaly detection methods provide useful insights, they face the following two limitations. (i) They cannot handle heterogeneous tensor streams, which comprises both categorical attributes (e.g., IP address) and continuous attributes (e.g., packet length). They typically require either discretizing continuous attributes or treating categorical attributes as continuous, both of which distort the underlying statistical properties of the data. Furthermore, incorrect assumptions about the distribution family of continuous attributes often degrade the model's performance. (ii) They discretize timestamps, failing to track the temporal dynamics of streams (e.g., trends, abnormal events), which makes them ineffective for detecting anomalies at the group level, referred to as ''group anomalies'' (e.g, DoS attacks). To address these challenges, we propose HeteroComp, a method for continuously summarizing heterogeneous tensor streams into ''components'' representing latent groups in each attribute and their temporal dynamics, and detecting group anomalies. Our method employs Gaussian process priors to model unknown distributions of continuous attributes, and temporal dynamics, which directly estimate probability densities from data. Extracted components give concise but effective summarization, enabling accurate group anomaly detection. Extensive experiments on real datasets demonstrate that HeteroComp outperforms the state-of-the-art algorithms for group anomaly detection accuracy, and its computational time does not depend on the data stream length.

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms that incorporate long-term temporal dependencies are largely absent from existing studies. In this paper, we introduce a latent state to allow time-dependent modeling and formulate this problem as a dynamics estimation problem in latent states. We face multiple technical challenges, including (1) modeling latent non-linear dynamics and (2) solving circular dependencies caused by the presence of latent states. To tackle these challenging problems, we propose a new method, Latent Non-Linear equation modeling (LaNoLem), that can model a latent non-linear dynamical system and a novel alternating minimization algorithm for effectively estimating latent states and model parameters. In addition, we introduce criteria to control model complexity without human intervention. Compared with the state-of-the-art model, LaNoLem achieves competitive performance for estimating dynamics while outperforming other methods in prediction.

Given an extensive, semi-infinite collection of multivariate coevolving data sequences (e.g., sensor/web activity streams) whose observations influence each other, how can we discover the time-changing cause-and-effect relationships in co-evolving data streams? How efficiently can we reveal dynamical patterns that allow us to forecast future values? In this paper, we present a novel streaming method, ModePlait, which is designed for modeling such causal relationships (i.e., time-evolving causality) in multivariate co-evolving data streams and forecasting their future values. The solution relies on characteristics of the causal relationships that evolve over time in accordance with the dynamic changes of exogenous variables. ModePlait has the following properties: (a) Effective: it discovers the time-evolving causality in multivariate co-evolving data streams by detecting the transitions of distinct dynamical patterns adaptively. (b) Accurate: it enables both the discovery of time-evolving causality and the forecasting of future values in a streaming fashion. (c) Scalable: our algorithm does not depend on data stream length and thus is applicable to very large sequences. Extensive experiments on both synthetic and real-world datasets demonstrate that our proposed model outperforms state-of-the-art methods in terms of discovering the time-evolving causality as well as forecasting.

Predictive control is an advanced control method that is used successfully in industrial control applications. One of the most fundamental demands for predictive control is the accurate forecasting of a ''controlled sequence" using exogenous sequences which consist of multiple attributes (manipulated variables and operation signals). Given a controlled sequence and exogenous sequences, how can we effectively forecast the future behavior of a controlled sequence? In this paper, we present C-Cast, an efficient and effective method for forecasting a time-evolving controlled sequence with exogenous sequences. Our proposed method has the following properties: (a) Adaptive: it captures important time-evolving patterns and operation shift in a time-evolving controlled sequence (b) Effective: it performs accurate forecasting. (c) Practical: it enables real-time controlled sequence forecasting fast enough to satisfy the limitation required for predictive control. Extensive experiments on a real dataset demonstrate that C-Cast consistently outperforms the best existing state-of-the-art methods as regards accuracy, and the execution speed is sufficiently fast.