Affiliation:
1. University of Chicago
2. Université de Paris
3. Université de Paris & IUF
Abstract
The detection of anomalies in time series has gained ample academic and industrial attention. However, no comprehensive benchmark exists to evaluate time-series anomaly detection methods. It is common to use (i) proprietary or synthetic data, often biased to support particular claims; or (ii) a limited collection of publicly available datasets. Consequently, we often observe methods performing exceptionally well in one dataset but surprisingly poorly in another, creating an illusion of progress. To address the issues above, we thoroughly studied over one hundred papers to identify, collect, process, and systematically format datasets proposed in the past decades. We summarize our effort in TSB-UAD, a new benchmark to ease the evaluation of univariate time-series anomaly detection methods. Overall, TSB-UAD contains 13766 time series with labeled anomalies spanning different domains with high variability of anomaly types, ratios, and sizes. TSB-UAD includes 18 previously proposed datasets containing 1980 time series and we contribute two collections of datasets. Specifically, we generate 958 time series using a principled methodology for transforming 126 time-series classification datasets into time series with labeled anomalies. In addition, we present data transformations with which we introduce new anomalies, resulting in 10828 time series with varying complexity for anomaly detection. Finally, we evaluate 12 representative methods demonstrating that TSB-UAD is a robust resource for assessing anomaly detection methods. We make our data and code available at www.timeseries.org/TSB-UAD. TSB-UAD provides a valuable, reproducible, and frequently updated resource to establish a leaderboard of univariate time-series anomaly detection methods.
Publisher
Association for Computing Machinery (ACM)
Subject
General Earth and Planetary Sciences,Water Science and Technology,Geography, Planning and Development
Reference117 articles.
1. [n.d.]. http://iops.ai/dataset_detail/?id=10. [n.d.]. http://iops.ai/dataset_detail/?id=10.
2. Outlier Analysis
3. Unsupervised real-time anomaly detection for streaming data
4. Arvind Arasu , Mitch Cherniack , Eduardo Galvez , David Maier , Anurag S Maskey , Esther Ryvkina , Michael Stonebraker , and Richard Tibbetts . 2004 . Linear road: a stream data management benchmark . In Proceedings of the Thirtieth international conference on Very large data bases-Volume 30 . 480--491. Arvind Arasu, Mitch Cherniack, Eduardo Galvez, David Maier, Anurag S Maskey, Esther Ryvkina, Michael Stonebraker, and Richard Tibbetts. 2004. Linear road: a stream data management benchmark. In Proceedings of the Thirtieth international conference on Very large data bases-Volume 30. 480--491.
5. Wearable Assistant for Parkinson’s Disease Patients With the Freezing of Gait Symptom
Cited by
33 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献