{"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/statistical-evaluation-of-anomaly-detectors","title":"Statistical Evaluation of Anomaly Detectors for Sequences","arxiv_id":"2008.05788","date":"2020-08-13","proceeding":null,"authors":["Erik Scharwächter","Emmanuel Müller"],"abstract":"Although precision and recall are standard performance measures for anomaly detection, their statistical properties in sequential detection settings are poorly understood. In this work, we formalize a notion of precision and recall with temporal tolerance for point-based anomaly detection in sequential data. These measures are based on time-tolerant confusion matrices that may be used to compute time-tolerant variants of many other standard measures. However, care has to be taken to preserve interpretability. We perform a statistical simulation study to demonstrate that precision and recall may overestimate the performance of a detector, when computed with temporal tolerance. To alleviate this problem, we show how to obtain null distributions for the two measures to assess the statistical significance of reported results.","url_abs":"https://arxiv.org/abs/2008.05788v1","url_pdf":"https://arxiv.org/pdf/2008.05788v1.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":"statistical-evaluation-of-anomaly-detectors","repo_url":"https://github.com/diozaka/anomaly-eval","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"anomaly-detection","task_name":"Anomaly Detection"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}