Temporal cross-validation impacts multivariate time series subsequence anomaly detection evaluation
时间交叉验证对多变量时间序列子序列异常检测评估的影响
Evaluating anomaly detection in multivariate time series (MTS) requires careful consideration of temporal dependencies, particularly when detecting subsequence anomalies common in fault detection scenarios. While time series cross-validation (TSCV) techniques aim to preserve temporal ordering during model evaluation, their impact on classifier performance remains underexplored. This study systematically investigates the effect of TSCV strategy on the precision-recall…