arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2604.02445cs.LG

基于时间序列异常检测的矩阵轮廓:TSB-AD上的可重复开源基准

Matrix Profile for Time-Series Anomaly Detection: A Reproducible Open-Source Benchmark on TSB-AD

Chin-Chia Michael Yeh

AI总结:

本文提出一种可重复的开源基准TSB-AD,结合多维聚合、高效kNN检索和移动平均后处理,提升时间序列异常检测的可重复性和性能。

摘要:

矩阵轮廓(MP)方法是一种可解释且可扩展的距离基时间序列异常检测方法,但其强基准性能仍依赖于设计选择。本文报告了提交至TSB-AD基准的开源矩阵轮廓异常检测(MMPAD)系统,该系统结合了预排序的多维聚合、高效的排除区意识k近邻(kNN)检索以处理重复异常,以及移动平均后处理。为作为MP基异常检测在TSB-AD上的可重复参考,我们详细说明了发布的实现、单变量和多变量轨道的超参数设置以及相应的基准结果。我们进一步分析了系统在综合排行榜和特定数据集特性上的表现。开源实现可在https://github.com/mcyeh/mmpad_tsb上获得。

英文摘要:

Matrix Profile (MP) methods are an interpretable and scalable family of distance-based methods for time-series anomaly detection, but strong benchmark performance still depends on design choices beyond a vanilla nearest-neighbor profile. This technical report documents an open-source Matrix Profile for Anomaly Detection (MMPAD) submission to TSB-AD, a benchmark that covers both univariate and multivariate time series. The submitted system combines pre-sorted multidimensional aggregation, efficient exclusion-zone-aware k-nearest-neighbor (kNN) retrieval for repeated anomalies, and moving-average post-processing. To serve as a reproducible reference for MP-based anomaly detection on TSB-AD, we detail the released implementation, the hyperparameter settings for the univariate and multivariate tracks, and the corresponding benchmark results. We further analyze how the system performs on the aggregate leaderboard and across specific dataset characteristics.The open-source implementation is available at https://github.com/mcyeh/mmpad_tsb.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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