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A comment on Current Time Series Anomaly Detection Benchmarks Are Flawed. Parent comment
A paper published today finds an anomaly in an "InternalBleeding" dataset, after setting eighteen parameters [a].
Could we find the anomaly with a completely parameter-free algorithm? As the figure below shows, the answer is YES, if you use MADRID [b].
One line of code >>MADRID(UCRAnomalyInternalBleeding)
So Yes, simple is better.
[a] Learning Rate, Dropout Rate, Dim Feedforward, Batch Size, Encoder Layers, Decoder Layers, Activation Func, Time Warping, Time Masking, Gaussian Noise, Linear Embedding, Phase Type, Self Conditioning, Layer Norm, Pos. Enc. Type, FFN Layers, Window Size.
[b] https://www.dropbox.com/scl/fi/hd9gt0xs8v8mrsx3upwd3/ICDM23_...
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A paper published today finds an anomaly in an "InternalBleeding" dataset, after setting eighteen parameters [a].
Could we find the anomaly with a completely parameter-free algorithm? As the figure below shows, the answer is YES, if you use MADRID [b].
One line of code >>MADRID(UCRAnomalyInternalBleeding)
So Yes, simple is better.
[a] Learning Rate, Dropout Rate, Dim Feedforward, Batch Size, Encoder Layers, Decoder Layers, Activation Func, Time Warping, Time Masking, Gaussian Noise, Linear Embedding, Phase Type, Self Conditioning, Layer Norm, Pos. Enc. Type, FFN Layers, Window Size.
[b] https://www.dropbox.com/scl/fi/hd9gt0xs8v8mrsx3upwd3/ICDM23_...