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.
Classical anomaly detection is principally concerned with point- based anomalies, anomalies that occur at a single data point. In this paper, we present a new mathematical model to express range- based anomalies, anomalies that occur over a range (or period) of time.