Overlapping inference windows improve reconstruction-based time series anomaly detection by up to 28% relative gain across models on TSB-AD and UCR benchmarks and can alter rankings.
C22MP: The marriage of catch22 and the matrix profile creates a fast, efficient and interpretable anomaly detector,
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Disjoint or Overlapping? Inference Windowing for Reconstruction-Based Time Series Anomaly Detection
Overlapping inference windows improve reconstruction-based time series anomaly detection by up to 28% relative gain across models on TSB-AD and UCR benchmarks and can alter rankings.