As industries become automated and connectivity technologies advance, a wide range of systems continues to generate massive amounts of data. Many approaches have been proposed to extract principal indicators from the vast sea of data to represent the entire system state. Detecting anomalies using these indicators on time prevent potential accidents and economic losses. Anomaly detection in multivariate time series data poses a particular challenge because it requires simultaneous consideration of temporal dependencies and relationships between variables. Recent deep learning-based works have made impressive progress in this field. They are highly capable of learning representations of the large-scaled sequences in an unsupervised manner and identifying anomalies from the data. However, most of them are highly specific to the individual use case and thus require domain knowledge for appropriate deployment. This review provides a background on anomaly detection in time-series data and reviews the latest applications in the real world. Also, we comparatively analyze state-of-the-art deep-anomaly-detection models for time series with several benchmark datasets. Finally, we offer guidelines for appropriate model selection and training strategy for deep learning-based time series anomaly detection.

Generative Adversarial Networks (GANs) have received wide attention in the machine learning field for their potential to learn high-dimensional, complex real data distribution. Specifically, they do not rely on any assumptions about the distribution and can generate real-like samples from latent space in a simple manner. This powerful property allows GANs to be applied to various applications such as image synthesis, image attribute editing, image translation, domain adaptation, and other academic fields. In this article, we discuss the details of GANs for those readers who are familiar with, but do not comprehend GANs deeply or who wish to view GANs from various perspectives. In addition, we explain how GANs operates and the fundamental meaning of various objective functions that have been suggested recently. We then focus on how the GAN can be combined with an autoencoder framework. Finally, we enumerate the GAN variants that are applied to various tasks and other fields for those who are interested in exploiting GANs for their research.

Time series forecasting is a critical task that provides key information for decision-making across various fields, such as economic planning, supply chain management, and medical diagnosis. After the use of traditional statistical methodologies and machine learning in the past, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs have been developed and applied to solve time series forecasting problems. However, the structural limitations caused by the inductive biases of each deep learning architecture constrained their performance. Transformer models, which excel at handling long-term dependencies, have become significant architectural components for time series forecasting. However, recent research has shown that alternatives such as simple linear layers can outperform Transformers. These findings have opened up new possibilities for using diverse architectures, ranging from fundamental deep learning models to emerging architectures and hybrid approaches. In this context of exploration into various models, the architectural modeling of time series forecasting has now entered a renaissance. This survey not only provides a historical context for time series forecasting but also offers comprehensive and timely analysis of the movement toward architectural diversification. By comparing and re-examining various deep learning models, we uncover new perspectives and present the latest trends in time series forecasting, including the emergence of hybrid models, diffusion models, Mamba models, and foundation models. By focusing on the inherent characteristics of time series data, we also address open challenges that have gained attention in time series forecasting, such as channel dependency, distribution shift, causality, and feature extraction. This survey explores vital elements that can enhance forecasting performance through diverse approaches. These contributions help lower entry barriers for newcomers by providing a systematic understanding of the diverse research areas in time series forecasting (TSF), while offering seasoned researchers broader perspectives and new opportunities through in-depth exploration of TSF challenges.