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Anomalies in Multivariate Time Series Benchmarks Are Mostly Univariate

Marc Pinet (LIG), Julien Cumin (LIG), Samuel Berlemont (LIG), Dominique Vaufreydaz (LIG)
Jun 3, 2026 at 04:00
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arXiv:2606.02670v1 Announce Type: cross Abstract: Many recent multivariate time series anomaly detection (MT-SAD) models incorporate cross-channel modeling, under the implicit assumption that the structure of anomalies may be spread across multiple channels. We evaluate this assumption on eight widely used public benchmarks by introducing a...

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