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Related papers: Precision and Recall for Time Series

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One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…

Applications · Statistics 2024-01-30 Alex Fisch , Daniel Grose , Idris A. Eckley , Paul Fearnhead , Lawrence Bardwell

Low-count time series describe sparse or intermittent events, which are prevalent in large-scale online platforms that capture and monitor diverse data types. Several distinct challenges surface when modelling low-count time series,…

Machine Learning · Computer Science 2023-11-21 Philipp Renz , Kurt Cutajar , Niall Twomey , Gavin K. C. Cheung , Hanting Xie

Evaluating anomaly detection algorithms in time series data is critical as inaccuracies can lead to flawed decision-making in various domains where real-time analytics and data-driven strategies are essential. Traditional performance…

Machine Learning · Computer Science 2024-05-21 Ramin Ghorbani , Marcel J. T. Reinders , David M. J. Tax

Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typically focusing on point anomalies or assuming a constant…

Methodology · Statistics 2025-09-01 Yiyin Zhang , Florian Pein , Idris Eckley

Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Machine Learning · Computer Science 2020-11-11 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart , Luyao Yang , Kyle Buckingham

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

The field of time series anomaly detection is constantly advancing, with several methods available, making it a challenge to determine the most appropriate method for a specific domain. The evaluation of these methods is facilitated by the…

Machine Learning · Computer Science 2023-03-03 Sondre Sørbø , Massimiliano Ruocco

Precision and Recall are fundamental metrics in machine learning tasks where both accurate predictions and comprehensive coverage are essential, such as in multi-label learning, language generation, medical studies, and recommender systems.…

Machine Learning · Computer Science 2025-10-27 Lee Cohen , Yishay Mansour , Shay Moran , Han Shao

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

The increasing complexity and scale of telecommunication networks have led to a growing interest in automated anomaly detection systems. However, the classification of anomalies detected on network Key Performance Indicators (KPI) has…

Machine Learning · Computer Science 2023-09-01 Korantin Bordeau-Aubert , Justin Whatley , Sylvain Nadeau , Tristan Glatard , Brigitte Jaumard

Algorithmic recourse provides actionable recommendations to alter unfavorable predictions of machine learning models, enhancing transparency through counterfactual explanations. While significant progress has been made in algorithmic…

Machine Learning · Computer Science 2025-08-05 Xiao Han , Lu Zhang , Yongkai Wu , Shuhan Yuan

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

Machine Learning · Computer Science 2021-07-19 Chris U. Carmona , François-Xavier Aubet , Valentin Flunkert , Jan Gasthaus

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

Machine Learning · Computer Science 2020-04-02 Mohammad Braei , Sebastian Wagner

Anomaly detection methods have demonstrated remarkable success across various applications. However, assessing their performance, particularly at the pixel-level, presents a complex challenge due to the severe imbalance that is most…

Computer Vision and Pattern Recognition · Computer Science 2023-10-26 Mehdi Rafiei , Toby P. Breckon , Alexandros Iosifidis

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Statistics Theory · Mathematics 2015-03-19 Yingcun Xia , Howell Tong

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Statistics Theory · Mathematics 2024-06-11 Frédéric Chazal , Martin Royer , Clément Levrard

The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive…

Time series anomaly detection is widely used in IoT and cyber-physical systems, yet its evaluation remains challenging due to diverse application objectives and heterogeneous metric assumptions. This study introduces a problem-oriented…

Artificial Intelligence · Computer Science 2026-05-15 Kaixiang Yang , Jiarong Liu , Yupeng Song , Shuanghua Yang , Yujue Zhou