2023
DOI: 10.1007/s10618-023-00988-8
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Navigating the metric maze: a taxonomy of evaluation metrics for anomaly detection in time series

Sondre Sørbø,
Massimiliano Ruocco

Abstract: 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 use of metrics, which vary widely in their properties. Despite the existence of new evaluation metrics, there is limited agreement on which metrics are best suited for specific scenarios and domains, and the most commonly used metrics have faced criticism in the literature. … Show more

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Cited by 9 publications
(2 citation statements)
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“…Out of total 972,781is normal and 812,814 is normal Distinct records and normal Reduction ratio is 16.44%. 3,925,650 include attack records, where 3,925,650 is attack distinct record and the ratio of attack reduction is 93.32%.the details are shown in the [84]. Statistics of redundant records in the KDD test set includes 311,027Original records where 77,289 record is Distinct and total Reduction ratio is about 75.15%.…”
Section: Nsl-kddmentioning
confidence: 99%
“…Out of total 972,781is normal and 812,814 is normal Distinct records and normal Reduction ratio is 16.44%. 3,925,650 include attack records, where 3,925,650 is attack distinct record and the ratio of attack reduction is 93.32%.the details are shown in the [84]. Statistics of redundant records in the KDD test set includes 311,027Original records where 77,289 record is Distinct and total Reduction ratio is about 75.15%.…”
Section: Nsl-kddmentioning
confidence: 99%
“…These algorithms can analyze historical data, recognize patterns, and identify anomalies that may not be detectable using traditional methods [2,19]. It is necessary to create a taxonomy for various anomaly types to choose the appropriate techniques for anomaly detection [20].…”
Section: Introductionmentioning
confidence: 99%