Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and classifier-based methods. However, these methods face three key challenges: (1) Unsupervised learning methods, such as reconstruction-based and prediction-based methods, rely on error thresholds, which can lead to inaccuracies; (2) Semi-supervised methods mainly model normal dataand often underuse anomaly labels, limiting detection of subtle anomalies; (3) Supervised learning methods, such as classifier-based approaches, often fail to capture local relationships, incur high computational costs, and are constrained by the scarcity of labeled data. To address these limitations, we proposeMoon, a supervised modality conversion-based multivariate time series anomaly detection framework.Moonenhances the efficiency and accuracy of anomaly detection while providing detailed anomaly analysis reports. First,Moonintroduces a novel multivariate Markov Transition Field (MV-MTF) technique to convert numeric time series data into image representations, capturing relationships across variables and timestamps. Since numeric data retains unique patterns that cannot be fully captured by image conversion alone,Moonemploys a Multimodal-CNN to integrate numeric and image data through a feature fusion model with parameter sharing, enhancing training efficiency. Finally, a SHAP-based anomaly explainer identifies key variables contributing to anomalies, improving interpretability. Extensive experiments on six real-world MTS datasets demonstrate thatMoonoutperforms six state-of-the-art methods by up to 93% in efficiency, 4% in accuracy and, 10.8% in interpretation performance.

Time series classification assigns predefined labels or classes to sequences of data points ordered chronologically, which is a fundamental task for time series analysis. Existing time series classification methods mainly focus on a specific type of time series (i.e., univariate time series or multivariate time series), while failing to support both of them efficiently and effectively. In addition, most of existing multivariate time series classification methods model all variables collectively, resulting in protracted computational times and suboptimal accuracy. In this paper, we introduce TSec, an innovative time series classification framework that exhibits high training efficiency and classification accuracy for both univariate time series and multivariate time series. During online classification, TSec first involves sequence segmentation and de-duplication, and then employs pre-trained models to perform classifications. To opti-mize the classification performance, TSec (i) utilizes correlation analysis to reveal closely interconnected groups of variables within multivariate time series data; (ii) incorporates time series alignment and different sliding windows to generate potential shapelets; (iii) applies PAA and SAX techniques to eliminate duplicates, thereby enhancing the quality of shapelets; (iv) adopts Bi-GRU and GCN-GRU models to effectively capture the characteristics of the two types of time series. Extensive experiments on 112 public univariate time series datasets and 26 public multivariate time series datasets show that TSec can achieve both high efficiency and accuracy compared with the state-of-the-art 19 toolkits.

Time series compression encodes the information in a time-ordered sequence of data points into fewer bits, thereby reducing storage costs and possibly other costs. Compression methods are either general or XOR-based. General compression methods are time-consuming and are not suitable in streaming scenarios, while XOR-based methods are unable to consistently maintain high compression ratios. Further, existing methods compress the integer and decimal parts of floating-point values as a whole, thus disregarding the different characteristics of the two parts. We propose Camel , a new compression method for floating-point time series with the goal of advancing the compression ratios and efficiency achievable. Camel compresses the integer and decimal parts of the double-precision floating-point numbers in time series separately; and instead of performing XOR operations on values using their previous value, Camel identifies values that enable higher compression ratios. Camel also includes means of indexing compressed data, thereby making it possible to query compressed data efficiently. We report on an empirical study of Camel and 11 lossless and 6 lossy compression methods on 22 public datasets and three industrial datasets from AliCloud. The study offers evidence that Camel is capable of outperforming existing methods in terms of both compression ratio and efficiency and is capable of excellent compression performance on both time series and non-time series data.

The growth in sensor technologies, IoT devices, and information systems has opened up new opportunities for managing time series data across various domains. Despite significant progress, existing time series management systems face two crucial limitations: insufficient functionality and inadequate adaptability. This highlights the need for more comprehensive systems that not only improve data quality and analysis but also effectively manage the variety and volume of time series data. This paper presents TENDS, a time series management system based on model selection. TENDS uniquely combines advanced functionalities for imputation, prediction, and anomaly detection, offering a comprehensive analysis of time series data. It features (i) an effective model selection mechanism to adapt to various data types and to improve efficiency; (ii) fourteen state-of-the-art prediction methods and three state-of-the-art imputation methods; and (iii) a dynamic expert knowledge base for anomaly detection, evolving continuously with new data to ensure accuracy. TENDS boasts a comprehensive suite of visualization tools. With its configurable offline and online interfaces, TENDS (i) provides extensive flexibility in model selection and parameter adjustment, (ii) facilitates easy visualization of training results, and (iii) supports real-time documentation and statistical analysis of time series.

Time series forecasting, that predicts events through a sequence of time, has received increasing attention in past decades. The diverse range of time series forecasting models presents a challenge for selecting the most suitable model for a given dataset. As such, the Alibaba Cloud database monitoring system must address the issue of selecting an optimal forecasting model for a single time series data. While several model selection frameworks, including AutoAI-TS, have been developed to predict a dataset, their effectiveness may be limited as they may not adapt well to all types of time series, resulting in reduced prediction accuracy. Alternatively, models such as AutoForecast, which train on individual data points, may offer better adaptability but are limited by longer training time required. In this paper, we introduce SimpleTS, a versatile framework for time series forecasting that exhibits high efficiency and accuracy across all types of time series data. When performing an online prediction task, SimpleTS first classifies input time series into one type, and then efficiently selects the most suitable prediction model for this type. To optimize performance, SimpleTS (i) clusters models with similar performance to improve the efficiency of classification; (ii) uses soft labeling and weighted representation learning to achieve higher classification accuracy for different time series types. Extensive experiments on 3 private datasets and 52 public datasets show that SimpleTS outperforms the state-of-the-art toolkits in terms of both training time and prediction accuracy.