Re:Current Time Series Anomaly Detection Benchmarks Are Flawed
by jruohonen on Wednesday November 29, 2023 @03:16PM
(#38464659)
> This article is consistent with my recent experience with academics being a frenzy to produce papers riding the AI/ML hype, yet producing bunch of practically useless papers.
Much of CS is like this; useless papers with incremental improvements at best. Without having read the paper, I'd guess plain ARIMA etc. do well enough in univariate forecasts.
The following quote from the article is striking: "Qiu et al. introduce a “novel anomaly detector for time-series KPIs based on supervised deep-learning models with convolution and long short-term memory (LSTM) neural networks, and a variational auto-encoder (VAE) oversampling model.” This description sounds like it has many “moving parts”, and indeed, the dozen or so explicitly listed parameters include: convolution filter, activation, kernel size, strides, padding, LSTM input size, dense input size, softmax loss function, window size, learning rate and batch size. All of this is to demonstrate “accuracy exceeding 0.90.” However, as we will show, much of the results of this complex approach can be duplicated with a single line of code and a few minutes of effort."