# Multivariate Time Series Anomaly Detection on Credit

Source: [Multivariate Time Series Anomaly Detection on Credit](<https://www.sota2.com/research/sota/multivariate-time-series-anomaly-detection-on-credit>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-06-23T08:48:58.291Z

Evaluation of Multivariate Time Series Anomaly Detection performance on the Credit dataset, reporting Precision (P), Recall (R), and F1 score.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Multivariate Time Series Anomaly Detection |
| Dataset (including any stated split) | Credit |
| Metric | Precision (P) |
| Unit | PERCENT |
| Direction | Higher is better |
| Results loaded | 16 of 16 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [Precision (P)](<https://www.sota2.com/research/sota/multivariate-time-series-anomaly-detection-on-credit.md?metric=Precision%20(P)>): Higher is better; unit: PERCENT.

- [Recall (R)](<https://www.sota2.com/research/sota/multivariate-time-series-anomaly-detection-on-credit.md?metric=Recall%20(R)>): Higher is better; unit: PERCENT.

- [F1 Score](<https://www.sota2.com/research/sota/multivariate-time-series-anomaly-detection-on-credit.md?metric=F1%20Score>): Higher is better; unit: PERCENT.

## Recorded results

| Method | Precision (P) | Result date | Report paper |
| --- | --- | --- | --- |
| IF | 15.6 | Not recorded | 68fa78821e209131cea78c3e |
| CATCH | 5.9 | Not recorded | 68fa78821e209131cea78c3e |
| Modern | 5.8 | Not recorded | 68fa78821e209131cea78c3e |
| TsNet | 5.8 | Not recorded | 68fa78821e209131cea78c3e |
| Patch | 5.8 | Not recorded | 68fa78821e209131cea78c3e |
| DLin | 5.7 | Not recorded | 68fa78821e209131cea78c3e |
| NLin | 5.7 | Not recorded | 68fa78821e209131cea78c3e |
| AE | 4.7 | Not recorded | 68fa78821e209131cea78c3e |
| iTrans | 2.6 | Not recorded | 68fa78821e209131cea78c3e |
| Ocsvm | 1.3 | Not recorded | 68fa78821e209131cea78c3e |
| PCA | 0.9 | Not recorded | 68fa78821e209131cea78c3e |
| HBOS | 0.9 | Not recorded | 68fa78821e209131cea78c3e |
| TFAD | 0.5 | Not recorded | 68fa78821e209131cea78c3e |
| DualTF | 0.3 | Not recorded | 68fa78821e209131cea78c3e |
| ATrans | 0.1 | Not recorded | 68fa78821e209131cea78c3e |
| DC | 0.1 | Not recorded | 68fa78821e209131cea78c3e |

### IF

Precision (P): 15.6. Result ID: 6a3a486bfbc373592c351a83.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### CATCH

Precision (P): 5.9. Result ID: 6a3a486bfbc373592c351a76.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Modern

Precision (P): 5.8. Result ID: 6a3a486bfbc373592c351a77.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TsNet

Precision (P): 5.8. Result ID: 6a3a486bfbc373592c351a7c.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6f041e209131cea43456.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Patch

Precision (P): 5.8. Result ID: 6a3a486bfbc373592c351a7d.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6eb21e209131cea4181f.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### DLin

Precision (P): 5.7. Result ID: 6a3a486bfbc373592c351a7e.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d3e1e209131cea38b79.md>)

[Implementation](<https://github.com/cure-lab/LTSF-Linear>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### NLin

Precision (P): 5.7. Result ID: 6a3a486bfbc373592c351a7f.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d3e1e209131cea38b79.md>)

[Implementation](<https://github.com/cure-lab/LTSF-Linear>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### AE

Precision (P): 4.7. Result ID: 6a3a486bfbc373592c351a80.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### iTrans

Precision (P): 2.6. Result ID: 6a3a486bfbc373592c351a78.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa72851e209131cea56f9c.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Ocsvm

Precision (P): 1.3. Result ID: 6a3a486bfbc373592c351a82.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### PCA

Precision (P): 0.9. Result ID: 6a3a486bfbc373592c351a84.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### HBOS

Precision (P): 0.9. Result ID: 6a3a486bfbc373592c351a85.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TFAD

Precision (P): 0.5. Result ID: 6a3a486bfbc373592c351a81.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6ee71e209131cea42cbb.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### DualTF

Precision (P): 0.3. Result ID: 6a3a486bfbc373592c351a79.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### ATrans

Precision (P): 0.1. Result ID: 6a3a486bfbc373592c351a7a.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6ce51e209131cea369af.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### DC

Precision (P): 0.1. Result ID: 6a3a486bfbc373592c351a7b.

[Reporting paper](<https://www.sota2.com/research/paper/68fa78821e209131cea78c3e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa70d71e209131cea4d963.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

Page 1 of 1. This is an index page, not the full collection.
