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Precision and Recall for Time Series
Nesime Tatbul · Tae Jun Lee · Stan Zdonik · Mejbah Alam · Justin Gottschlich

Tue Dec 04 01:50 PM -- 01:55 PM (PST) @ Room 220 CD

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.

Author Information

Nesime Tatbul (Intel Labs and MIT)
Tae Jun Lee (Microsoft)
Stan Zdonik (Brown University)
Mejbah Alam (Intel Labs)
Justin Gottschlich (Intel Labs)

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