XiaonaZ commited on
Commit
8dea9af
·
verified ·
1 Parent(s): b95a653

Update README.md

Browse files

updated data card

Files changed (1) hide show
  1. README.md +88 -39
README.md CHANGED
@@ -1,6 +1,7 @@
1
  ---
2
  pretty_name: mTSBench
3
  license: cc-by-nc-4.0
 
4
  size_categories:
5
  - 10M<n<100M
6
  tags:
@@ -165,22 +166,90 @@ configs:
165
  path: swan/*_test.csv
166
  ---
167
 
168
- # mTSBench
169
 
170
- mTSBench is a collection of 344 multivariate time series from 19 datasets commonly used in anomaly detection research. Each folder corresponds to one dataset and contains `*_train.csv`, `*_test.csv`, and `*_val.csv` files. See [`data_summary.csv`](https://github.com/PLAN-Lab/mTSBench/blob/main/Datasets/data_summary.csv) for per-file statistics.
171
 
172
- ## How to download
173
 
174
- This repository uses Git LFS for the CSV files.
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
175
 
176
  ```bash
177
  git lfs install
178
  git clone https://huggingface.co/datasets/PLAN-Lab/mTSBench
179
  ```
180
 
181
- ## Load with Hugging Face
182
-
183
- Select one of the 19 configurations so files with different schemas are not combined.
184
 
185
  ```python
186
  from datasets import load_dataset
@@ -191,34 +260,21 @@ df_train = calit2["train"].to_pandas()
191
  df_test = calit2["test"].to_pandas()
192
  ```
193
 
194
- Each CSV contains a `timestamp` column, dataset-specific feature columns, and a binary `is_anomaly` label.
195
-
196
- ## Dataset overview
197
-
198
- | Dataset | Domain | #TS | #Dims | Length | #AnomPts | #AnomSeqs |
199
- |---|---|---:|---:|---:|---:|---:|
200
- | CalIt2 | Smart Building | 1 | 3 | >5K | 0 | 21 |
201
- | CreditCard | Finance / Fraud Detection | 1 | 30 | >100K | 219 | 10 |
202
- | Daphnet | Healthcare | 26 | 10 | >50K | 0 | 1–16 |
203
- | Exathlon | Cloud Computing | 30 | 21 | >50K | 0–4 | 0–6 |
204
- | GECCO | Water Quality Monitoring | 1 | 10 | >50K | 0 | 37 |
205
- | GHL | Industrial Process | 14 | 17 | >100K | 0 | 1–4 |
206
- | Genesis | Industrial Automation | 1 | 19 | >5K | 0 | 2 |
207
- | GutenTAG | Synthetic Benchmark | 30 | 21 | >10K | 0 | 1–3 |
208
- | MITDB | Healthcare | 47 | 3 | >500K | 0 | 1–720 |
209
- | MSL | Spacecraft Telemetry | 26 | 56 | >5K | 0 | 1–3 |
210
- | OPPORTUNITY | Human Activity Recognition | 13 | 33 | >25K | 0 | 1 |
211
- | Occupancy | Smart Building | 2 | 6 | >5K | 1–3 | 9–13 |
212
- | PSM | IT Infrastructure | 1 | 27 | >50K | 0 | 39 |
213
- | SMAP | Spacecraft Telemetry | 48 | 26 | >5K | 0 | 1–3 |
214
- | SMD | IT Infrastructure | 18 | 39 | >10K | 0 | 4–24 |
215
- | SVDB | Healthcare | 78 | 3 | >100K | 0 | 2–678 |
216
- | CIC-IDS-2017 | Cybersecurity | 5 | 73 | >100K | 0–8656 | 0–2546 |
217
- | Metro | Transportation | 1 | 6 | >10K | 20 | 5 |
218
- | SWAN-SF | Industrial Process | 1 | 39 | >50K | 5233 | 1382 |
219
 
220
  ## Citation
221
 
 
 
222
  ```bibtex
223
  @article{zhou2026mtsbench,
224
  title={mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale},
@@ -227,10 +283,3 @@ Each CSV contains a `timestamp` column, dataset-specific feature columns, and a
227
  year={2026}
228
  }
229
  ```
230
-
231
- ## Links
232
-
233
- - [Paper](https://arxiv.org/abs/2506.21550)
234
- - [Code](https://github.com/PLAN-Lab/mTSBench)
235
- - [Project page](https://plan-lab.github.io/projects/mtsbench/)
236
-
 
1
  ---
2
  pretty_name: mTSBench
3
  license: cc-by-nc-4.0
4
+ arxiv: "2506.21550"
5
  size_categories:
6
  - 10M<n<100M
7
  tags:
 
166
  path: swan/*_test.csv
167
  ---
168
 
169
+ # mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale
170
 
171
+ **Xiaona Zhou, Constantin Brif, Ismini Lourentzou**
172
 
173
+ ### 🎉 Accepted to TMLR 2026
174
 
175
+ [📄 Paper](https://openreview.net/forum?id=8LfB8HD1WU) · [📝 arXiv](https://arxiv.org/abs/2506.21550) · [🌐 Project Page](https://plan-lab.github.io/projects/mtsbench/) · [💻 Code](https://github.com/PLAN-Lab/mTSBench)
176
+
177
+ ---
178
+
179
+ ## Overview
180
+
181
+ **mTSBench** is the largest and most diverse benchmark for multivariate time series anomaly detection (MTS-AD) and model selection. It contains **344 labeled multivariate time series from 19 datasets across 12 application domains**, and evaluates **24 anomaly detectors** and **3 unsupervised model selection methods** under a unified evaluation suite.
182
+
183
+ > **No single anomaly detector performs consistently well across datasets, and current unsupervised model selection methods remain far from optimal.**
184
+
185
+ <p align="center">
186
+ <img src="https://plan-lab.github.io/projects/mtsbench/static/images/mTSBench.png" width="100%">
187
+ </p>
188
+
189
+ ---
190
+
191
+ ## Key Idea
192
+
193
+ Multivariate time series anomaly detection is challenging because of high-dimensional dependencies, cross-correlations between time-dependent variables, and the scarcity of labeled anomalies. Because no single detector dominates across datasets, choosing the right detector for a new time series is a problem in its own right.
194
+
195
+ **mTSBench** is the first benchmark to integrate unsupervised model selection methods and evaluate them alongside anomaly detectors under consistent settings, with a unified evaluation suite of point-based and ranking-based metrics.
196
+
197
+ ---
198
+
199
+ ## Highlights
200
+
201
+ * **Largest MTS-AD benchmark:** 344 labeled multivariate time series from 19 datasets across 12 application domains, including healthcare, cybersecurity, industrial monitoring, spacecraft telemetry, and IT infrastructure.
202
+
203
+ * **24 anomaly detectors:** Spanning reconstruction-, prediction-, statistics-, and LLM-based approaches, including the only two publicly available LLM-based methods for multivariate time series.
204
+
205
+ * **3 unsupervised model selection methods:** MetaOD, FMMS, and Orthus.
206
+
207
+ * **Unified evaluation suite:** Point-based and ranking-based metrics for anomaly detection and model selection, including VUS-PR, VUS-ROC, AUC-PR, AUC-ROC, AUC-PTRT, and Precision@k, Recall@k, and NDCG@k.
208
+
209
+ * **Key finding:** Even the strongest selectors remain far below the near-optimal baseline, and a single detector, PCA, surpasses all three selectors on 9 of 13 metrics.
210
+
211
+ ---
212
+
213
+ ## Dataset Overview
214
+
215
+ | Dataset | Config | Domain | #TS | #Dim | Length | #AnomPts | #AnomSeqs | License |
216
+ |---|---|---|---:|---:|---:|---:|---:|---|
217
+ | CIC-IDS-2017 | `cicids` | Cybersecurity | 5 | 73 | > 100K | 0–8656 | 0–2546 | Citation Required |
218
+ | CalIt2 | `CalIt2` | Smart Building | 1 | 3 | > 5K | 0 | 21 | CC BY 4.0 |
219
+ | CreditCard | `creditcard` | Finance / Fraud Detection | 1 | 30 | > 100K | 219 | 10 | Citation Required |
220
+ | Daphnet | `Daphnet` | Healthcare | 26 | 10 | > 50K | 0 | 1–16 | CC BY 4.0 |
221
+ | Exathlon | `Exathlon` | IT Infrastructure | 30 | 21 | > 50K | 0–4 | 0–6 | Apache 2.0 |
222
+ | GECCO | `GECCO` | Industrial Process | 1 | 10 | > 50K | 0 | 37 | Citation Required |
223
+ | GHL | `GHL` | Industrial Process | 14 | 17 | > 100K | 0 | 1–4 | Contact Authors |
224
+ | Genesis | `Genesis` | Industrial Process | 1 | 19 | > 5K | 0 | 2 | CC BY-NC-SA 4.0 |
225
+ | GutenTAG | `GutenTAG` | Synthetic Benchmark | 30 | 21 | > 10K | 0 | 1–3 | MIT |
226
+ | MITDB | `MITDB` | Healthcare | 47 | 3 | > 500K | 0 | 1–720 | ODC-By v1.0 |
227
+ | MSL | `MSL` | Spacecraft Telemetry | 26 | 56 | > 5K | 0 | 1–3 | BSD 3-Clause |
228
+ | Metro | `metro` | Transportation | 1 | 6 | > 10K | 20 | 5 | CC BY 4.0 |
229
+ | OPPORTUNITY | `OPPORTUNITY` | Human Activity Recognition | 13 | 33 | > 25K | 0 | 1 | CC BY 4.0 |
230
+ | Occupancy | `room-occupancy` | Smart Building | 2 | 6 | > 5K | 1–3 | 9–13 | CC BY 4.0 |
231
+ | PSM | `PSM` | IT Infrastructure | 1 | 27 | > 50K | 0 | 39 | CC BY 4.0 |
232
+ | SMAP | `SMAP` | Spacecraft Telemetry | 48 | 26 | > 5K | 0 | 1–3 | BSD 3-Clause |
233
+ | SMD | `SMD` | IT Infrastructure | 18 | 39 | > 10K | 0 | 4–24 | MIT |
234
+ | SVDB | `SVDB` | Healthcare | 78 | 3 | > 100K | 0 | 2–678 | ODC-By v1.0 |
235
+ | SWAN-SF | `swan` | Astrophysics | 1 | 39 | > 50K | 5233 | 1382 | MIT |
236
+
237
+ #AnomPts and #AnomSeqs are the numbers of anomalous points and anomalous sequences per time series. Licenses are those of the original datasets.
238
+
239
+ Each folder corresponds to one dataset and contains `*_train.csv`, `*_val.csv`, and `*_test.csv` files. Each CSV contains a `timestamp` column, dataset-specific feature columns, and a binary `is_anomaly` label. The `*_val.csv` files are held-out validation time series used to train the model selection methods. See [`data_summary.csv`](https://github.com/PLAN-Lab/mTSBench/blob/main/Datasets/data_summary.csv) for per-file statistics.
240
+
241
+ ---
242
+
243
+ ## Usage
244
+
245
+ This repository uses Git LFS for the CSV files:
246
 
247
  ```bash
248
  git lfs install
249
  git clone https://huggingface.co/datasets/PLAN-Lab/mTSBench
250
  ```
251
 
252
+ Or load one of the 19 configurations with 🤗 Datasets (one configuration per dataset, so files with different schemas are not combined):
 
 
253
 
254
  ```python
255
  from datasets import load_dataset
 
260
  df_test = calit2["test"].to_pandas()
261
  ```
262
 
263
+ ---
264
+
265
+ ## Resources
266
+
267
+ * **Paper:** [mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale](https://openreview.net/forum?id=8LfB8HD1WU) (TMLR 2026)
268
+ * **arXiv:** [arxiv.org/abs/2506.21550](https://arxiv.org/abs/2506.21550)
269
+ * **Project Page:** [plan-lab.github.io/projects/mtsbench](https://plan-lab.github.io/projects/mtsbench/)
270
+ * **Code:** [github.com/PLAN-Lab/mTSBench](https://github.com/PLAN-Lab/mTSBench)
271
+
272
+ ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
273
 
274
  ## Citation
275
 
276
+ If you find mTSBench useful in your research, please consider citing our work:
277
+
278
  ```bibtex
279
  @article{zhou2026mtsbench,
280
  title={mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale},
 
283
  year={2026}
284
  }
285
  ```