CompML / PRTS

Unofficial Python implementation of "Precision and Recall for Time Series".
https://papers.nips.cc/paper/2018/file/8f468c873a32bb0619eaeb2050ba45d1-Paper.pdf
Apache License 2.0
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Implement the '_delta_select' function in the prts/interfaces/time_series_metrics.py #13

Closed nocotan closed 3 years ago

nocotan commented 3 years ago

Summary

Implement the common function _delta_select as follows:

    def _delta_select(self, delta, t, anomaly_length):
        if delta == "flat":
            return 1.0
        elif delta == "front":
            return float(anomaly_length - t + 1.0)
        elif delta == "middle":
            if t <= anomaly_length / 2.0:
                return float(t)
            else:
                return float(anomaly_length - t + 1.0)
        elif delta == "back":
            return float(t)
        else:
            raise Exception("Invalid positional bias value")

Goal

Make it enable us to select the value of delta.

Todo

Deadline

yyyy / mm / dd

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