notesum.ai

Published at November 18

TSINR: Capturing Temporal Continuity via Implicit Neural Representations for Time Series Anomaly Detection

cs.AI

Released Date: November 18, 2024

Authors: Mengxuan Li¹, Ke Liu¹, Hongyang Chen², Jiajun Bu¹, Hongwei Wang³, Haishuai Wang¹

Aff.: ¹College of Computer Science, Zhejiang University; ²Center of Data Hub and Security, Zhejiang Lab; ³ZJU-UIUC Institute, Zhejiang University

Arxiv: http://arxiv.org/abs/2411.11641v1

Dataset	Metric	Trans.	FED.	Anomaly.	Auto.	Pyra.	In.	ETS.	LightTS	Dlinear	TimesNet	FPT	TSINR
SMD	P	78.32	78.45	78.72	78.49	78.49	78.37	86.63	87.04	87.27	87.98	87.27	83.09
	R	65.24	65.08	65.43	65.13	65.53	65.23	75.35	78.39	80.99	81.54	81.08	80.46
	F1	71.19	71.14	71.46	71.19	71.43	71.20	80.68	82.49	84.01	84.64	84.06	81.76
PSM	P	90.75	99.99	98.76	99.99	99.62	99.68	98.17	98.29	98.66	98.51	98.55	99.21
	R	54.68	81.89	83.25	78.99	88.46	83.30	91.36	93.60	94.70	96.27	95.79	89.37
	F1	68.24	90.04	90.35	88.26	93.71	90.75	94.64	95.89	96.64	97.38	97.15	94.04
SWaT	P	99.67	99.95	99.73	99.96	99.71	99.64	92.01	92.36	92.25	92.14	92.12	99.31
	R	68.93	65.56	68.07	65.56	68.05	68.96	93.33	93.32	93.10	93.09	93.06	72.32
	F1	81.50	79.19	80.91	79.19	80.90	81.51	92.67	92.84	92.68	92.61	92.59	83.69
MSL	P	90.58	90.69	89.78	90.66	90.64	90.63	86.89	89.17	89.68	89.55	82.03	83.57
	R	74.65	75.48	73.66	75.22	74.76	74.96	67.78	73.64	75.31	75.29	82.01	85.40
	F1	81.85	82.39	80.93	82.22	81.94	82.06	76.16	80.66	81.87	81.80	82.02	84.47
SMAP	P	90.87	89.98	90.14	90.72	89.51	90.66	90.75	90.02	89.89	89.92	90.91	91.67
	R	61.44	55.89	54.00	62.58	54.59	61.69	54.68	53.90	54.01	56.56	61.01	76.42
	F1	73.31	68.95	67.54	74.07	67.82	73.43	68.24	67.43	67.48	69.44	73.02	83.35
PTB-XL	P	56.89	48.36	56.00	49.12	50.22	57.41	62.84	66.38	62.95	67.60	71.85	58.35
	R	29.99	27.60	31.50	27.53	23.85	25.43	28.45	16.46	13.95	14.47	24.52	35.00
	F1	39.28	35.14	40.32	35.28	32.34	35.25	39.17	26.38	22.84	23.84	36.57	43.75
SKAB	P	87.56	86.88	91.83	87.51	89.55	88.67	85.38	83.83	86.01	85.65	86.18	89.98
	R	86.72	77.71	95.04	91.10	97.27	97.27	100.00	82.01	100.00	100.00	99.21	98.65
	F1	87.14	82.04	93.41	89.27	93.25	92.77	92.12	82.91	92.48	92.27	92.24	94.11
UCR	P	41.13	32.96	44.79	42.82	42.12	43.97	40.12	37.70	34.55	33.11	41.00	67.29
	R	33.61	25.73	34.83	33.97	35.13	35.16	29.85	29.01	29.06	29.18	32.51	62.35
	F1	34.50	27.09	36.51	35.52	36.02	36.41	31.94	30.82	29.67	29.81	34.33	62.46
Average	P	79.47	78.41	82.22	79.91	79.98	81.13	80.35	80.60	80.16	80.56	81.24	84.06
	R	59.41	59.37	63.22	62.51	63.46	64.00	67.60	65.04	67.64	68.30	71.15	75.00
	F1	67.13	67.00	70.18	69.38	69.68	70.42	71.95	69.93	70.96	71.47	74.00	78.45