{"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/tisat-time-series-anomaly-transformer","title":"TiSAT: Time Series Anomaly Transformer","arxiv_id":"2203.05167","date":"2022-03-10","proceeding":null,"authors":["Keval Doshi","Shatha Abudalou","Yasin Yilmaz"],"abstract":"While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method can outperform state-of-the-art detectors in terms of this popular but faulty evaluation criterion. In this work, we propose a proper evaluation metric that measures the timeliness and precision of detecting sequential anomalies. Moreover, most existing approaches are unable to capture temporal features from long sequences. Self-attention based approaches, such as transformers, have been demonstrated to be particularly efficient in capturing long-range dependencies while being computationally efficient during training and inference. 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