Comments (4)
首先,谢谢关注我们的工作。这一块是因为,一条长的时间序列根据时间窗window_size和时间步Ts切割为N个样本,样本数量其实主要取决于Ts,如果按照整个窗口内是否存在异常来衡量,当window_size>Ts时,在长的时间序列的一个异常点,则有可能会产生很多异常样本,这样我们认为不是很公平。当然这一块没有定论,我们也看到“按照整个窗口内是否存在异常”的论文,但是这会使最后的效果偏高。还有一些论文会“按照整个窗口内是否存在异常”,再预测完成以后,再把一个个sample得到的异常分数恢复成一条长的时间异常分数序列,然后对于重复的部分异常分数取均值或者取效果最好的情况。
from coca.
非常感谢您的及时回复!这种预处理可以理解为避免单点异常的多次重复标注。想问一下,为什么不采用时间窗内的最后ts个点,因为直观上我们还是希望更及时的发现异常,即最近几个点有无异常。为什么采用前ts个点呢,是考虑了异常事件对时间序列影响的滞后性吗,或者是出于其他特殊的考虑呢。
from coca.
一个好的想法,我们当时按照时间的顺序,直观上选择了时间窗内的前ts个点,如果有兴趣可以选择时间窗内的最后ts个点,做一下实验,观察一下结果。
from coca.
好的了解了,非常感谢您,很棒的工作!
from coca.
Related Issues (20)
- baseline.py - append HOT 2
- TS_TCC - Anomaly Detection HOT 2
- How to run several Datasets HOT 1
- Results of baseline.py are all the same HOT 2
- Table 2 - Calculating the Standard Deviation HOT 7
- Baseline.py - Getting Zeros HOT 8
- merlion' HOT 1
- Merlion folders HOT 2
- TS_TCC Error HOT 4
- CPC - FileNotFoundError: [Errno 2] No such file or directory: './results/cpc/cpc-model_best.pth' HOT 7
- Calculation of Standard Deviation HOT 19
- Results Files HOT 4
- Interpretation HOT 16
- Figure 3 HOT 1
- Hyperparameters Search HOT 5
- confusion of the threshold part HOT 8
- COCA Visualization Plots HOT 4
- COCA - NoCL HOT 6
- Baseline Parameters HOT 3
- COCA - Anomaly Detection HOT 3
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from coca.