Deep Learning for Time Series Anomaly Detection (Models and Datasets)

Time-Series Anomaly Detection Comprehensive Benchmark

This repository updates the comprehensive list of classic and state-of-the-art deep learning methods and datasets for Anomaly Detection in Time Series by

Zahra Z. Darban [Monash University],
Geoffrey I. Webb [Monash University],
Shirui Pan [Griffith University],
Charu C. Aggarwal [IBM], and
Mahsa Salehi [Monash University]

If you use this repository in your works, please cite the main article:

[-] Zamanzadeh Darban, Z., Webb, G. I., Pan, S., Aggarwal, C. C., & Salehi, M. (2024). Deep Learning for Time Series Anomaly Detection: A Survey. doi:10.1145/3691338 [link]

@article{10.1145/3691338,
	author = {Zamanzadeh Darban, Zahra and Webb, Geoffrey I. and Pan, Shirui and Aggarwal, Charu and Salehi, Mahsa},
	title = {Deep Learning for Time Series Anomaly Detection: A Survey},
	year = {2024},
	issue_date = {January 2025},
	publisher = {Association for Computing Machinery},
	address = {New York, NY, USA},
	volume = {57},
	number = {1},
	issn = {0360-0300},
	url = {https://doi.org/10.1145/3691338},
	doi = {10.1145/3691338}
}

Related Review Papers

Revisiting Time Series Outlier Detection: Definitions and Benchmarks, NeurIPS 2021.
Current Time Series Anomaly Detection Benchmarks are Flawed and are Creating the Illusion of Progress, TKDE, 2021.
Towards a Rigorous Evaluation of Time-Series Anomaly Detection, AAAI 2022.
Anomaly detection in time series: a comprehensive evaluation, VLDB 2022.

DL Models for TSAD

Datasets/Benchmarks for time series anomaly detection

Dataset/Benchmark	Real/Synth	MTS/UTS	# Samples	# Entities	# Dim	Domain
CalIt2	Real	MTS	10,080	2	2	Urban events management
CAP	Real	MTS	921,700,000	108	21	Medical and health
CICIDS2017	Real	MTS	2,830,540	15	83	Server machines monitoring
Credit Card fraud detection	Real	MTS	284,807	1	31	Fraud detectcion
DMDS	Real	MTS	725,402	1	32	Industrial Control Systems
Engine Dataset	Real	MTS	NA	NA	12	Industrial control systems
Exathlon	Real	MTS	47,530	39	45	Server machines monitoring
GECCO IoT	Real	MTS	139,566	1	9	Internet of things (IoT)
Genesis	Real	MTS	16,220	1	18	Industrial control systems
GHL	Synth	MTS	200,001	48	22	Industrial control systems
IOnsphere	Real	MTS	351		32	Astronomical studies
KDDCUP99	Real	MTS	4,898,427	5	41	Computer networks
Kitsune	Real	MTS	3,018,973	9	115	Computer networks
MBD	Real	MTS	8,640	5	26	Server machines monitoring
Metro	Real	MTS	48,204	1	5	Urban events management
MIT-BIH Arrhythmia (ECG)	Real	MTS	28,600,000	48	2	Medical and health
MIT-BIH-SVDB	Real	MTS	17,971,200	78	2	Medical and health
MMS	Real	MTS	4,370	50	7	Server machines monitoring
MSL	Real	MTS	132,046	27	55	Aerospace
NAB-realAdExchange	Real	MTS	9,616	3	2	Business
NAB-realAWSCloudwatch	Real	MTS	67,644	1	17	Server machines monitoring
NASA Shuttle Valve Data	Real	MTS	49,097	1	9	Aerospace
OPPORTUNITY	Real	MTS	869,376	24	133	Computer networks
Pooled Server Metrics (PSM)	Real	MTS	132,480	1	24	Server machines monitoring
PUMP	Real	MTS	220,302	1	44	Industrial control systems
SMAP	Real	MTS	562,800	55	25	Environmental management
SMD	Real	MTS	1,416,825	28	38	Server machines monitoring
SWAN-SF	Real	MTS	355,330	5	51	Astronomical studies
SWaT	Real	MTS	946,719	1	51	Industrial control systems
WADI	Real	MTS	957,372	1	127	Industrial control systems
NYC Bike	Real	MTS/UTS	+25M	NA	NA	Urban events management
NYC Taxi	Real	MTS/UTS	+200M	NA	NA	Urban events management
UCR	Real/Synth	MTS/UTS	NA	NA	NA	Multiple domains
Dodgers Loop Sensor Dataset	Real	UTS	50,400	1	1	Urban events management
IOPS	Real	UTS	2,918,821	29	1	Business
KPI AIOPS	Real	UTS	5,922,913	58	1	Business
MGAB	Synth	UTS	100,000	10	1	Medical and health
MIT-BIH-LTDB	Real	UTS	67,944,954	7	1	Medical and health
NAB-artificialNoAnomaly	Synth	UTS	20,165	5	1	-
NAB-artificialWithAnomaly	Synth	UTS	24,192	6	1	-
NAB-realKnownCause	Real	UTS	69,568	7	1	Multiple domains
NAB-realTraffic	Real	UTS	15,662	7	1	Urban events management
NAB-realTweets	Real	UTS	158,511	10	1	Business
NeurIPS-TS	Synth	UTS	NA	1	1	-
NormA	Real/Synth	UTS	1,756,524	21	1	Multiple domains
Power Demand Dataset	Real	UTS	35,040	1	1	Industrial control systems
SensoreScope	Real	UTS	621,874	23	1	Internet of things (IoT)
Space Shuttle Dataset	Real	UTS	15,000	15	1	Aerospace
Yahoo	Real/Synth	UTS	572,966	367	1	Multiple domains

Univariate Deep Anomaly Detection Models in Time Series

A¹	MA²	Model	Year	Su/Un³	Input	P/S⁴	Code
Forecasting	RNN	LSTM-AD [1]	Year	Un	P	Point	Github
Forecasting	RNN	DeepLSTM [13]	2015	Semi	P	Point
Forecasting	RNN	LSTM RNN [2]	2015	Semi	P	Subseq
Forecasting	RNN	LSTM-based [3]	2019	Un	W	-
Forecasting	RNN	TCQSA [4]	2020	Su	P	-
Forecasting	HTM	Numenta HTM [5]	2017	Un	-	-
Forecasting	HTM	Multi HTM [6]	2018	Un	-	-	Github
Forecasting	CNN	SR-CNN [7]	2019	Un	W	Point + Subseq	Github
Reconstruction	VAE	Donut [8]	2018	Un	W	Subseq	Github
Reconstruction	VAE	Bagel [10]	2018	Un	W	Subseq	Github
Reconstruction	VAE	Buzz [9]	2019	Un	W	Subseq
Reconstruction	AE	EncDec-AD [11]	2016	Semi	W	Point	Github

Multivariate Deep Anomaly Detection Models in Time Series

A¹	MA²	Model	Year	T/S³	Su/Un⁴	Input	Int⁵	P/S⁶	Code
Forecasting	RNN	LSTM-PRED [14]	2017	T	Un	W	✓	-
Forecasting	RNN	LSTM-NDT [12]	2018	T	Un	W	✓	Subseq	Github
Forecasting	RNN	LGMAD [15]	2019	T	Semi	P		Point
Forecasting	RNN	THOC [16]	2020	T	Self	W		Subseq
Forecasting	RNN	AD-LTI [17]	2020	T	Un	P		Point (frame)
Forecasting	CNN	DeepAnt [18]	2018	T	Un	W		Point + Subseq	Github
Forecasting	CNN	TCN-ms [19]	2019	T	Un	W		-
Forecasting	CNN	TimesNet [57]	2023	T	Semi	W		Subseq	Github
Forecasting	GNN	GDN [20]	2021	S	Un	W	✓	-	Github
Forecasting	GNN	GTA* [21]	2021	ST	Semi	-		-	Github
Forecasting	GNN	GANF [22]	2022	ST	Un	W			Github
Forecasting	HTM	RADM [23]	2018	T	Un	W		-
Forecasting	Transformer	SAND [24]	2018	T	Semi	W		-	Github
Forecasting	Transformer	GTA* [21]	2021	ST	Semi	-		-	Github
Reconstruction	AE	AE/DAE [25]	2014	T	Semi	P		Point	Github
Reconstruction	AE	DAGMM [26]	2018	S	Un	P		Point	Github
Reconstruction	AE	MSCRED [27]	2019	ST	Un	W	✓	Subseq	Github
Reconstruction	AE	USAD [28]	2020	T	Un	W		Point	Github
Reconstruction	AE	APAE [29]	2020	T	Un	W		-
Reconstruction	AE	RANSynCoders [30]	2021	ST	Un	P	✓	Point	Github
Reconstruction	AE	CAE-Ensemble [31]	2021	T	Un	W		Subseq	Github
Reconstruction	AE	AMSL [32]	2022	T	Self	W		-	Github
Reconstruction	AE	ContextDA [58]	2023	T	Un	W		Point + Subseq
Reconstruction	VAE	STORN [35]	2016	ST	Un	P		Point
Reconstruction	VAE	GGM-VAE [36]	2018	T	Un	W		Subseq
Reconstruction	VAE	LSTM-VAE [33]	2018	T	Semi	P		-	Github
Reconstruction	VAE	OmniAnomaly [34]	2019	T	Un	W	✓	Point + Subseq	Github
Reconstruction	VAE	VELC [39]	2019	T	Un	-		-	Github
Reconstruction	VAE	SISVAE [37]	2020	T	Un	W		Point
Reconstruction	VAE	VAE-GAN [38]	2020	T	Semi	W		Point
Reconstruction	VAE	TopoMAD [40]	2020	ST	Un	W		Subseq	Github
Reconstruction	VAE	PAD [41]	2021	T	Un	W		Subseq
Reconstruction	VAE	InterFusion [42]	2021	ST	Un	W	✓	Subseq	Github
Reconstruction	VAE	MT-RVAE* [43]	2022	ST	Un	W		-
Reconstruction	VAE	RDSMM [44]	2022	T	Un	W		Point + Subseq
Reconstruction	GAN	MAD-GAN [45]	2019	ST	Un	W		Subseq	Github
Reconstruction	GAN	BeatGAN [46]	2019	T	Un	W		Subseq	Github
Reconstruction	GAN	DAEMON [47]	2021	T	Un	W	✓	Subseq
Reconstruction	GAN	FGANomaly [48]	2021	T	Un	W		Point + Subseq
Reconstruction	GAN	DCT-GAN* [49]	2021	T	Un	W		-
Reconstruction	Transformer	Anomaly Transformer [50]	2021	T	Un	W		Subseq	Github
Reconstruction	Transformer	DCT-GAN* [49]	2021	T	Un	W		-
Reconstruction	Transformer	TranAD [51]	2022	T	Un	W	✓	Subseq	Github
Reconstruction	Transformer	MT-RVAE* [43]	2022	ST	Un	W		-
Reconstruction	Transformer	Dual-TF [59]	2024	T	Un	W		Point + Subseq
Representation	Transformer	TS2Vec [60]	2022	T	Self	P		Point	Github
Representation	CNN	TF-C [61]	2022	T	Self	W		-	Github
Representation	CNN	DCdetector [62]	2023	ST	Self	W		Point + Subseq	Github
Representation	CNN	CARLA [63]	2024	ST	Self	W		Point + Subseq	Github
Representation	CNN	DACAD [64]	2024	ST	Self	W		Point + Subseq	Github
Hybrid	AE	CAE-M [52]	2021	ST	Un	W		Subseq
Hybrid	AE	NSIBF* [53]	2021	T	Un	W		Subseq	Github
Hybrid	RNN	TAnoGAN [54]	2020	T	Un	W		Subseq	Github
Hybrid	RNN	NSIBF* [53]	2021	T	Un	W		Subseq	Github
Hybrid	GNN	MTAD-GAT [55]	2020	ST	Self	W	✓	Subseq	Github
Hybrid	GNN	FuSAGNet [56]	2022	ST	Semi	W		Subseq	Github

_{1: Approach.}

_{2: Main Approach.}

_{3: Temporal/Spatial}

_{4: Supervised/Unsupervised | Values: [Su: Supervised, Un: Unsupervised, Semi: Semi-supervised, Self: Self-supervised].}

_{5: Interpretability}

_{6: Point/Sub-sequence}

Guidelines to Use Evaluation Metrics for Time Series Anomaly Detection

Metrics	Value Explanation	When to Use
Precision	Low precision indicates many false alarms (normal instances classified as anomalies). High precision indicates most detected anomalies are actual anomalies, implying few false alarms.	Use when it is crucial to minimize false alarms and ensure that detected anomalies are truly significant.
Recall	Low recall indicates many true anomalies are missed, leading to undetected critical events. High recall indicates most anomalies are detected, ensuring prompt action on critical events.	Use when it is critical to detect all anomalies, even if it means tolerating some false alarms.
F1	Low F1 score indicates poor balance between precision and recall, leading to either many missed anomalies and/or many false alarms. High F1 score indicates a good balance, ensuring reliable anomaly detection with minimal misses and false alarms.	Use when a balance between precision and recall is needed to ensure reliable overall performance.
F1_PA Score	Low F1_PA indicates difficulty in accurately identifying the exact points of anomalies. High F1_PA indicates effective handling of slight deviations, ensuring precise anomaly detection.	Use when anomalies may not be precisely aligned, and slight deviations in detection points are acceptable.
PA%K	Low PA%K indicates that the model struggles to detect a sufficient portion of the anomalous segment. High PA%K indicates effective detection of segments, ensuring that a significant portion of the segment is identified as anomalous.	Use when evaluating the model's performance in detecting segments of anomalies rather than individual points.
AU-PR	Low AU-PR indicates poor model performance, especially with imbalanced datasets. High AU-PR indicates strong performance, maintaining high precision and recall across thresholds.	Use when dealing with imbalanced datasets, where anomalies are rare compared to normal instances.
AU-ROC	Low AU-ROC indicates the model struggles to distinguish between normal and anomalous patterns. High AU-ROC indicates effective differentiation, providing reliable anomaly detection.	Use for a general assessment of the model's ability to distinguish between normal and anomalous instances.
MTTD	High MTTD indicates significant delays in detecting anomalies. Low MTTD indicates quick detection, allowing prompt responses to critical events.	Use when the speed of anomaly detection is critical, and prompt action is required.
Affiliation	High value of the affiliation metric indicates a strong overlap or alignment between the detected anomalies and the true anomalies in a time series.	Use when a comprehensive evaluation is required, or the focus is early detection.
VUS	A lower VUS value indicates better performance, as it means the predicted anomaly signal is closer to the true signal.	Use when a holistic and threshold-free evaluation of TSAD methods is required.

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zamanzadeh/ts-anomaly-benchmark