Current Time Series Anomaly Detection Benchmarks are Flawed and are Creating the Illusion of Progress

Understand

Time series anomaly detection has been a perennially important topic in data science, with papers dating back to the 1950s.

• However, in recent years there has been an explosion of interest in this topic, much of it driven by the success of deep learning in other domains and for other time series tasks.
• Most of these papers test on one or more of a handful of popular benchmark datasets, created by Yahoo, Numenta, NASA, etc.
• In this work we make a surprising claim.