Unsupervised Anomaly Detection in Multivariate Time Series through Transformer-based Variational Autoencoder

Modern industrial devices often use multiple sensors to detect the status of system, which produce a large amount of multivariate time series. Due to the complex temporal dependency of intra-channel and inter-correlations among different channels, few of proposed algorithms have addressed these challenges for anomaly detection in multivariate time series. Besides, previous work does not consider f...