Multivariate Time Series Anomaly Detection on Credit
15.6Precision (P)IF
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| IF2024.10 | 15.6 | 28.3 | 20.1 | |
| CATCH2024.10 | 5.9 | 75.8 | 11 | |
| Modern2024.10 | 5.8 | 74 | 10.7 | |
| TsNet2024.10 | 5.8 | 74 | 10.7 | |
| Patch2024.10 | 5.8 | 74.9 | 10.7 | |
| DLin2024.10 | 5.7 | 72.6 | 10.5 | |
| NLin2024.10 | 5.7 | 74.4 | 10.7 | |
| AE2024.10 | 4.7 | 13.5 | 6.9 | |
| iTrans2024.10 | 2.6 | 84.3 | 5.1 | |
| Ocsvm2024.10 | 1.3 | 90.1 | 2.6 | |
| PCA2024.10 | 0.9 | 73.1 | 1.7 | |
| HBOS2024.10 | 0.9 | 91.5 | 1.8 | |
| TFAD2024.10 | 0.5 | 1.8 | 0.7 | |
| DualTF2024.10 | 0.3 | 59.6 | 0.6 | |
| ATrans2024.10 | 0.1 | 13.9 | 0.3 | |
| DC2024.10 | 0.1 | 23.8 | 0.3 |