During the evaluation I found the detected anomalies tend to lag for a while after the true anomalies.
This phenomenon was also mentioned in your paper: "A potential downside of our method is the delay in the anomaly detection for some cases."
I'm wondering if this is due to the large detect window size, e.g., in your demo the window size is 48*12=576, which means when an anomaly occurs at time t, the prediction error is calculated over time window [t-576, t]. The anomaly will be averaged out by this large time window.
During the evaluation I found the detected anomalies tend to lag for a while after the true anomalies. This phenomenon was also mentioned in your paper: "A potential downside of our method is the delay in the anomaly detection for some cases." I'm wondering if this is due to the large detect window size, e.g., in your demo the window size is 48*12=576, which means when an anomaly occurs at time t, the prediction error is calculated over time window [t-576, t]. The anomaly will be averaged out by this large time window.