TSAD_eval

This repository contains experiments for several evaluation metrics for time series anomaly detection, for the paper "Navigating the Metric Maze: A Taxonomy of Evaluation Metrics for Anomaly Detection in Time Series", available at https://arxiv.org/abs/2303.01272

File overview

metrics.py contains all the metrics

tests.py are tests for the metrics in metrics.py

auc_roc_pr_plot.py and threshold_plt.py are for pyplot figures in the paper

makefig.py, maketable.py and discontinuity_graph.py are for tikz code for tables in the paper

the rest is the original source code for the more complicated metrics (imported by metrics.py)