{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/is-it-worth-it-an-experimental-comparison-of","title":"Is it worth it? Comparing six deep and classical methods for unsupervised anomaly detection in time series","arxiv_id":"2212.11080","date":"2022-12-21","proceeding":null,"authors":["Ferdinand Rewicki","Joachim Denzler","Julia Niebling"],"abstract":"Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a given application, each method has its strengths in detecting certain types of anomalies. In this study, we compare six unsupervised anomaly detection methods of varying complexity to determine whether more complex methods generally perform better and if certain methods are better suited to certain types of anomalies. We evaluated the methods using the UCR anomaly archive, a recent benchmark dataset for anomaly detection. We analyzed the results on a dataset and anomaly type level after adjusting the necessary hyperparameters for each method. Additionally, we assessed the ability of each method to incorporate prior knowledge about anomalies and examined the differences between point-wise and sequence-wise features. Our experiments show that classical machine learning methods generally outperform deep learning methods across a range of anomaly types.","url_abs":"https://arxiv.org/abs/2212.11080v3","url_pdf":"https://arxiv.org/pdf/2212.11080v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"is-it-worth-it-an-experimental-comparison-of","repo_url":"https://gitlab.com/dlr-dw/is-it-worth-it-benchmark","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"anomaly-detection","task_name":"Anomaly Detection"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"},{"task_slug":"unsupervised-anomaly-detection","task_name":"Unsupervised Anomaly Detection"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[{"leaderboard":"/sota/anomaly-detection-on-ucr-anomaly-archive","task":"Anomaly Detection","dataset":"UCR Anomaly Archive","model":"MERLIN","rank_in_archive_order":5,"of":24,"metrics":{"AUC ROC ":"0.51 ± 0.0","Average F1":"0.27 ±0.0"},"uses_additional_data":false},{"leaderboard":"/sota/anomaly-detection-on-ucr-anomaly-archive","task":"Anomaly Detection","dataset":"UCR Anomaly Archive","model":"Maximally Divergent Intervals (MDI)","rank_in_archive_order":6,"of":24,"metrics":{"AUC ROC ":"0.66  ± 0.0","Average F1":"0.25 ±0.0"},"uses_additional_data":false},{"leaderboard":"/sota/anomaly-detection-on-ucr-anomaly-archive","task":"Anomaly Detection","dataset":"UCR Anomaly Archive","model":"Graph Augmented Normalizing Flows (GANF)","rank_in_archive_order":7,"of":24,"metrics":{"AUC ROC ":"0.63 ±0.009","Average F1":"0.23 ±0.021"},"uses_additional_data":false},{"leaderboard":"/sota/anomaly-detection-on-ucr-anomaly-archive","task":"Anomaly Detection","dataset":"UCR Anomaly Archive","model":"Transformer Network for Anomaly Detection (TranAD)","rank_in_archive_order":8,"of":24,"metrics":{"AUC ROC ":"0.56 ±0.003","Average F1":"0.18 ±0.003"},"uses_additional_data":false},{"leaderboard":"/sota/anomaly-detection-on-ucr-anomaly-archive","task":"Anomaly Detection","dataset":"UCR Anomaly Archive","model":"Autoencoder (AE)","rank_in_archive_order":10,"of":24,"metrics":{"AUC ROC ":"0.58 ±0.01","Average F1":"0.16 ± 0.013"},"uses_additional_data":false},{"leaderboard":"/sota/anomaly-detection-on-ucr-anomaly-archive","task":"Anomaly Detection","dataset":"UCR Anomaly Archive","model":"Robust Random Cut Forest (RRCF)","rank_in_archive_order":12,"of":24,"metrics":{"AUC ROC ":"0.56 ± 0.0019","Average F1":"0.07 ±0.011"},"uses_additional_data":false}],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}