Deep Variational Graph Convolutional Recurrent Network for Multivariate Time Series Anomaly Detection

Wenchao Chen, Long Tian, Bo Chen, Liang Dai, Zhibin Duan, Mingyuan Zhou. Deep Variational Graph Convolutional Recurrent Network for Multivariate Time Series Anomaly Detection. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 3621-3633, PMLR, 2022. [doi]

Abstract

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