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README.md
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pretty_name: mTSBench
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license: cc-by-nc-4.0
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size_categories:
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- 10M<n<100M
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tags:
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path: swan/*_test.csv
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---
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# mTSBench
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##
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```bash
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git lfs install
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git clone https://huggingface.co/datasets/PLAN-Lab/mTSBench
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```
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Select one of the 19 configurations so files with different schemas are not combined.
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```python
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from datasets import load_dataset
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df_test = calit2["test"].to_pandas()
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```
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##
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| GECCO | Water Quality Monitoring | 1 | 10 | >50K | 0 | 37 |
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| GHL | Industrial Process | 14 | 17 | >100K | 0 | 1–4 |
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| Genesis | Industrial Automation | 1 | 19 | >5K | 0 | 2 |
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| GutenTAG | Synthetic Benchmark | 30 | 21 | >10K | 0 | 1–3 |
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| MITDB | Healthcare | 47 | 3 | >500K | 0 | 1–720 |
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| MSL | Spacecraft Telemetry | 26 | 56 | >5K | 0 | 1–3 |
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| OPPORTUNITY | Human Activity Recognition | 13 | 33 | >25K | 0 | 1 |
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| Occupancy | Smart Building | 2 | 6 | >5K | 1–3 | 9–13 |
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| PSM | IT Infrastructure | 1 | 27 | >50K | 0 | 39 |
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| SMAP | Spacecraft Telemetry | 48 | 26 | >5K | 0 | 1–3 |
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| SMD | IT Infrastructure | 18 | 39 | >10K | 0 | 4–24 |
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| SVDB | Healthcare | 78 | 3 | >100K | 0 | 2–678 |
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| CIC-IDS-2017 | Cybersecurity | 5 | 73 | >100K | 0–8656 | 0–2546 |
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| Metro | Transportation | 1 | 6 | >10K | 20 | 5 |
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| SWAN-SF | Industrial Process | 1 | 39 | >50K | 5233 | 1382 |
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## Citation
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```bibtex
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@article{zhou2026mtsbench,
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title={mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale},
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year={2026}
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}
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```
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## Links
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- [Paper](https://arxiv.org/abs/2506.21550)
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- [Code](https://github.com/PLAN-Lab/mTSBench)
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- [Project page](https://plan-lab.github.io/projects/mtsbench/)
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---
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pretty_name: mTSBench
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license: cc-by-nc-4.0
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arxiv: "2506.21550"
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size_categories:
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- 10M<n<100M
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tags:
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path: swan/*_test.csv
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---
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# mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale
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**Xiaona Zhou, Constantin Brif, Ismini Lourentzou**
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### 🎉 Accepted to TMLR 2026
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[📄 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)
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---
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## Overview
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**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.
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> **No single anomaly detector performs consistently well across datasets, and current unsupervised model selection methods remain far from optimal.**
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<p align="center">
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<img src="https://plan-lab.github.io/projects/mtsbench/static/images/mTSBench.png" width="100%">
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</p>
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---
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## Key Idea
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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.
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**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.
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---
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## Highlights
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* **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.
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* **24 anomaly detectors:** Spanning reconstruction-, prediction-, statistics-, and LLM-based approaches, including the only two publicly available LLM-based methods for multivariate time series.
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* **3 unsupervised model selection methods:** MetaOD, FMMS, and Orthus.
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* **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.
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* **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.
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## Dataset Overview
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| Dataset | Config | Domain | #TS | #Dim | Length | #AnomPts | #AnomSeqs | License |
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| CIC-IDS-2017 | `cicids` | Cybersecurity | 5 | 73 | > 100K | 0–8656 | 0–2546 | Citation Required |
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| CalIt2 | `CalIt2` | Smart Building | 1 | 3 | > 5K | 0 | 21 | CC BY 4.0 |
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| CreditCard | `creditcard` | Finance / Fraud Detection | 1 | 30 | > 100K | 219 | 10 | Citation Required |
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| Daphnet | `Daphnet` | Healthcare | 26 | 10 | > 50K | 0 | 1–16 | CC BY 4.0 |
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| Exathlon | `Exathlon` | IT Infrastructure | 30 | 21 | > 50K | 0–4 | 0–6 | Apache 2.0 |
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| GECCO | `GECCO` | Industrial Process | 1 | 10 | > 50K | 0 | 37 | Citation Required |
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| GHL | `GHL` | Industrial Process | 14 | 17 | > 100K | 0 | 1–4 | Contact Authors |
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| Genesis | `Genesis` | Industrial Process | 1 | 19 | > 5K | 0 | 2 | CC BY-NC-SA 4.0 |
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| GutenTAG | `GutenTAG` | Synthetic Benchmark | 30 | 21 | > 10K | 0 | 1–3 | MIT |
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| MITDB | `MITDB` | Healthcare | 47 | 3 | > 500K | 0 | 1–720 | ODC-By v1.0 |
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| MSL | `MSL` | Spacecraft Telemetry | 26 | 56 | > 5K | 0 | 1–3 | BSD 3-Clause |
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| Metro | `metro` | Transportation | 1 | 6 | > 10K | 20 | 5 | CC BY 4.0 |
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| OPPORTUNITY | `OPPORTUNITY` | Human Activity Recognition | 13 | 33 | > 25K | 0 | 1 | CC BY 4.0 |
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| Occupancy | `room-occupancy` | Smart Building | 2 | 6 | > 5K | 1–3 | 9–13 | CC BY 4.0 |
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| PSM | `PSM` | IT Infrastructure | 1 | 27 | > 50K | 0 | 39 | CC BY 4.0 |
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| SMAP | `SMAP` | Spacecraft Telemetry | 48 | 26 | > 5K | 0 | 1–3 | BSD 3-Clause |
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| SMD | `SMD` | IT Infrastructure | 18 | 39 | > 10K | 0 | 4–24 | MIT |
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| SVDB | `SVDB` | Healthcare | 78 | 3 | > 100K | 0 | 2–678 | ODC-By v1.0 |
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| SWAN-SF | `swan` | Astrophysics | 1 | 39 | > 50K | 5233 | 1382 | MIT |
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#AnomPts and #AnomSeqs are the numbers of anomalous points and anomalous sequences per time series. Licenses are those of the original datasets.
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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.
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---
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## Usage
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This repository uses Git LFS for the CSV files:
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```bash
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git lfs install
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git clone https://huggingface.co/datasets/PLAN-Lab/mTSBench
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```
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Or load one of the 19 configurations with 🤗 Datasets (one configuration per dataset, so files with different schemas are not combined):
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```python
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from datasets import load_dataset
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df_test = calit2["test"].to_pandas()
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```
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---
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## Resources
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* **Paper:** [mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale](https://openreview.net/forum?id=8LfB8HD1WU) (TMLR 2026)
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* **arXiv:** [arxiv.org/abs/2506.21550](https://arxiv.org/abs/2506.21550)
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* **Project Page:** [plan-lab.github.io/projects/mtsbench](https://plan-lab.github.io/projects/mtsbench/)
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* **Code:** [github.com/PLAN-Lab/mTSBench](https://github.com/PLAN-Lab/mTSBench)
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## Citation
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If you find mTSBench useful in your research, please consider citing our work:
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```bibtex
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@article{zhou2026mtsbench,
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title={mTSBench: Benchmarking Multivariate Time Series Anomaly Detection and Model Selection at Scale},
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year={2026}
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}
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```
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