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Implement VUS metrics #21

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LouisCarpentier42 opened this issue Nov 12, 2024 · 0 comments
Open

Implement VUS metrics #21

LouisCarpentier42 opened this issue Nov 12, 2024 · 0 comments
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evaluation metric Implement a new evaluation metric

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@LouisCarpentier42
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Implement the Volume Under The Surface (VUS) metrics [1]. Both VUS-ROC and VUS-PR should be implemented. These metrics extend traditional AUC-ROC and AUC-PR to also take the temporal nature of time series into account.

[1] Paparrizos, John, et al. "Volume under the surface: a new accuracy evaluation measure for time-series anomaly detection." Proceedings of the VLDB Endowment 15.11 (2022): 2774-2787.

@LouisCarpentier42 LouisCarpentier42 added the evaluation metric Implement a new evaluation metric label Nov 12, 2024
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Labels
evaluation metric Implement a new evaluation metric
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