Precision and Recall for Time Series

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Machine Programming
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Tatbul, Nesime
Lee, Tae J
Zdonik, Stan
Alam, Mejbah
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Abstract

Classical anomaly detection is principally concerned with point-based anomalies, those anomalies that occur at a single point in time. Yet, many real-world anomalies are range-based, meaning they occur over a period of time. Motivated by this observation, we present a new mathematical model to evaluate the accuracy of time series classification algorithms. Our model expands the well-known Precision and Recall metrics to measure ranges, while simultaneously enabling customization support for domain-specific preferences.

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2018-01-01
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Machine Programming
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2023-05-18T00:14:30.000
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