학술논문

Precision and Recall for Time Series
Document Type
Working Paper
Source
Subject
Computer Science - Machine Learning
Computer Science - Artificial Intelligence
Language
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.
Comment: 11 pages, 32nd Conference on Neural Information Processing Systems (NeurIPS 2018), Montreal, Canada