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Precision and Recall for Time Series

NeurIPS 2018 · Time series › Anomaly detection · approach: Time series anomaly detection evaluation · 38 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use front positional bias for recall instead of back bias (ablation)Range-based F1_T · Front-PredictedF1_T score: 0.11 -> 0.42Helped
Use back positional bias for recall instead of front bias (ablation)Range-based F1_T · Back-PredictedF1_T score: 0.11 -> 0.42Helped
Use range-based recall with positional bias rather than classical point-based recallLSTM-AD · Time-GuidedrecallMixed
Use range-based precision rather than classical point-based precisionLSTM-AD · NYC-TaxiprecisionHelped
Use range-based precision rather than classical point-based precisionLSTM-AD · Most evaluated datasetsprecisionHurt
Use the range-based model with front-biased recall and flat-biased precision instead of Numenta scoringAnomaly scoring · Front-Predicted and Back-Predictedsensitivity to prediction position: Numenta_Standard: 0.67 vs 0.63; F1_T_Front_Flat: 0.42 vs 0.11; F1_T_Back_Flat: 0.11 vs 0.42Helped
Apply cardinality penalty to fragmented predictionsRange-based precision and recall · ECGF1 scoreHurt
Evaluate detectors with range-based scoring rather than classical and Numenta scoringLSTM-AD, Greenhouse, and Luminol · ECGdetector rankingMixed
Evaluate detectors with range-based scoring rather than classical and Numenta scoringLSTM-AD, Greenhouse, and Luminol · NYC-Taxidetector rankingMixed
Use the model's classical-equivalent settings for unit-size ranges (ablation)Range-based precision and recall · Unit-size rangesprecision and recallNo clear effect

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