Code underlying the publication: "PATE: Proximity-Aware Time series anomaly Evaluation"
DOI: 10.4121/d8b0f4ab-3bd6-412b-88dd-f515d545aefd
Software
Licence MIT
This repository provides the implementation of Proximity-Aware Time Series Anomaly Evaluation (PATE), a novel metric introduced to address the limitations of existing evaluation methods for time series anomaly detection. PATE incorporates proximity-based weighting with buffer zones around anomaly intervals to account for temporal complexities such as Early or Delayed detections, Onset response time, and Coverage level. It computes a weighted version of the Area Under Precision and Recall curve, offering a more accurate and meaningful assessment of anomaly detection models. Experimental results validate PATE's ability to distinguish performance differences across various models and scenarios.
History
- 2024-12-20 first online, published, posted
Publisher
4TU.ResearchDataFormat
Script/.py Configuration/.json Documentation/.md Dependency/.txt License/LICENSE Version Control/.gitignore, .gitattributesAssociated peer-reviewed publication
PATE: Proximity-Aware Time series anomaly EvaluationReferences
Organizations
TU Delft, Faculty of Electrical Engineering, Mathematics and Computer Science, Pattern Recognition & Bioinformatics GroupTo access the source code, use the following command:
git clone https://data.4tu.nl/v3/datasets/41905ac2-3984-46a0-8a51-9985e9698c76.git