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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.
The text was updated successfully, but these errors were encountered:
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.
The text was updated successfully, but these errors were encountered: