A problem-oriented taxonomy groups anomaly detection metrics into six dimensions and experiments show that some popular ones like NAB and Point-Adjust fail to resist random-score inflation.
Time-series aware precision and recall for anomaly detection: Considering variety of detection result and addressing ambiguous labeling
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A Problem-Oriented Taxonomy of Evaluation Metrics for Time Series Anomaly Detection
A problem-oriented taxonomy groups anomaly detection metrics into six dimensions and experiments show that some popular ones like NAB and Point-Adjust fail to resist random-score inflation.