Evaluation metrics for anomaly detection algorithms in time-series

DOI10.2478/ausi-2019-0008zbMath1439.62193OpenAlexW3001395944WikidataQ126308555 ScholiaQ126308555MaRDI QIDQ2178735

Anca Hangan, György Kovács, Gheorghe Sebestyen

Publication date: 11 May 2020

Published in: Acta Universitatis Sapientiae. Informatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/ausi-2019-0008

zbMATH Keywords

classificationtime seriesanomaly detectionevaluation metrics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Uses Software

• TDSL
• TSDL

Cites Work

• A periodogram-based metric for time series classification

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