Challenges in anomaly and change point detection

TL;DR

This paper introduces key concepts, surveys, and active research topics in anomaly and change-point detection, providing a comprehensive overview of the current state-of-the-art in the field.

Contribution

It offers an overview of fundamental concepts, important surveys, and highlights two active research areas in anomaly and change-point detection.

Findings

Summarizes main concepts and literature in the field.

Highlights two active research topics.

Provides a curated list of key surveys and books.

Abstract

This paper presents an introduction to the state-of-the-art in anomaly and change-point detection. On the one hand, the main concepts needed to understand the vast scientific literature on those subjects are introduced. On the other, a selection of important surveys and books, as well as two selected active research topics in the field, are presented.