Evaluation Strategy of Time-series Anomaly Detection with Decay Function
引入衰减函数的时间序列异常检测评价策略
Recent algorithms of time-series anomaly detection have been evaluated by applying a Point Adjustment (PA) protocol. However, the PA protocol has a problem of overestimating the performance of the detection algorithms because it only depends on the number of detected abnormal segments and their size. We propose a novel evaluation protocol called the Point-Adjusted protocol with decay function (PAdf) to evaluate the time-series anomaly detection algorithm by reflecting the…