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  1. .DS_Store +0 -0
  2. .gitattributes +4 -0
  3. ETT-small/ETTh1.csv +0 -0
  4. ETT-small/ETTh2.csv +0 -0
  5. ETT-small/ETTm1.csv +0 -0
  6. ETT-small/ETTm2.csv +0 -0
  7. EthanolConcentration/EthanolConcentration_TEST.ts +0 -0
  8. EthanolConcentration/EthanolConcentration_TRAIN.ts +0 -0
  9. FaceDetection/FaceDetection_TEST.ts +3 -0
  10. FaceDetection/FaceDetection_TRAIN.ts +3 -0
  11. Handwriting/Handwriting_TEST.ts +0 -0
  12. Handwriting/Handwriting_TRAIN.ts +0 -0
  13. Heartbeat/Heartbeat_TEST.ts +3 -0
  14. Heartbeat/Heartbeat_TRAIN.ts +3 -0
  15. JapaneseVowels/JapaneseVowels_TEST.ts +0 -0
  16. JapaneseVowels/JapaneseVowels_TRAIN.ts +0 -0
  17. MSL/.DS_Store +0 -0
  18. MSL/MSL_test.npy +3 -0
  19. MSL/MSL_test_label.npy +3 -0
  20. MSL/MSL_train.npy +3 -0
  21. PEMS-SF/PEMS-SF_TEST.ts +3 -0
  22. PEMS-SF/PEMS-SF_TRAIN.ts +3 -0
  23. PSM/test.csv +3 -0
  24. PSM/test_label.csv +0 -0
  25. PSM/train.csv +3 -0
  26. README.md +312 -3
  27. SMAP/SMAP_test.npy +3 -0
  28. SMAP/SMAP_test_label.npy +3 -0
  29. SMAP/SMAP_train.npy +3 -0
  30. SMD/SMD_test.npy +3 -0
  31. SMD/SMD_test.pkl +3 -0
  32. SMD/SMD_test_label.npy +3 -0
  33. SMD/SMD_test_label.pkl +3 -0
  34. SMD/SMD_train.npy +3 -0
  35. SMD/SMD_train.pkl +3 -0
  36. SWaT/SWaT_Dataset_Attack_v0.xlsx +3 -0
  37. SWaT/SWaT_Dataset_Normal_v1.xlsx +3 -0
  38. SWaT/data.py +50 -0
  39. SWaT/swat2.csv +3 -0
  40. SWaT/swat_raw.csv +3 -0
  41. SWaT/swat_train.csv +3 -0
  42. SWaT/swat_train2.csv +3 -0
  43. SelfRegulationSCP1/SelfRegulationSCP1_TEST.ts +0 -0
  44. SelfRegulationSCP1/SelfRegulationSCP1_TRAIN.ts +0 -0
  45. SelfRegulationSCP2/SelfRegulationSCP2_TEST.ts +0 -0
  46. SelfRegulationSCP2/SelfRegulationSCP2_TRAIN.ts +0 -0
  47. SpokenArabicDigits/SpokenArabicDigits_TEST.ts +0 -0
  48. SpokenArabicDigits/SpokenArabicDigits_TRAIN.ts +3 -0
  49. UWaveGestureLibrary/UWaveGestureLibrary_TEST.ts +0 -0
  50. UWaveGestureLibrary/UWaveGestureLibrary_TRAIN.ts +0 -0
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  *.mp4 filter=lfs diff=lfs merge=lfs -text
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  *.webm filter=lfs diff=lfs merge=lfs -text
 
 
 
 
 
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  # Video files - compressed
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  *.mp4 filter=lfs diff=lfs merge=lfs -text
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  *.webm filter=lfs diff=lfs merge=lfs -text
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+ # Time-series specific
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+ *.ts filter=lfs diff=lfs merge=lfs -text
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+ *.csv filter=lfs diff=lfs merge=lfs -text
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+ *.xlsx filter=lfs diff=lfs merge=lfs -text
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1
- ---
2
- license: mit
3
- ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ---
2
+ tags:
3
+ - time-series
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+ - forecasting
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+ - anomaly-detection
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+ - classification
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+ - TSLib
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+ license: cc-by-4.0
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+ task_categories:
10
+ - time-series-forecasting
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+ pretty_name: Time-Series-Library (TSLib)
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+ language:
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+ - en
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+ configs:
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+ - config_name: ETTh1
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+ description: ETT long-term forecasting subset ETTh1 (hourly).
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+ data_files:
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+ - ETT-small/ETTh1.csv
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+ - config_name: ETTh2
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+ description: ETT long-term forecasting subset ETTh2 (hourly).
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+ data_files:
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+ - ETT-small/ETTh2.csv
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+ - config_name: ETTm1
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+ description: ETT long-term forecasting subset ETTm1 (15-min).
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+ data_files:
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+ - ETT-small/ETTm1.csv
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+ - config_name: ETTm2
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+ description: ETT long-term forecasting subset ETTm2 (15-min).
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+ data_files:
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+ - ETT-small/ETTm2.csv
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+ - config_name: electricity
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+ description: Electricity load forecasting (UCI Electricity).
33
+ data_files:
34
+ - electricity/electricity.csv
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+ - config_name: traffic
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+ description: Traffic volume forecasting.
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+ data_files:
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+ - traffic/traffic.csv
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+ - config_name: weather
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+ description: Weather time-series forecasting.
41
+ data_files:
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+ - weather/weather.csv
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+ - config_name: exchange_rate
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+ description: Exchange rate forecasting.
45
+ data_files:
46
+ - exchange_rate/exchange_rate.csv
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+ - config_name: national_illness
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+ description: Influenza-like illness (ILI) forecasting.
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+ data_files:
50
+ - illness/national_illness.csv
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+ - config_name: m4-yearly
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+ description: M4 Yearly forecasting subset.
53
+ data_files:
54
+ - split: train
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+ path: m4/Yearly-train.csv
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+ - split: test
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+ path: m4/Yearly-test.csv
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+ - config_name: m4-quarterly
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+ description: M4 Quarterly forecasting subset.
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+ data_files:
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+ - split: train
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+ path: m4/Quarterly-train.csv
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+ - split: test
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+ path: m4/Quarterly-test.csv
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+ - config_name: m4-monthly
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+ description: M4 Monthly forecasting subset.
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+ data_files:
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+ - split: train
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+ path: m4/Monthly-train.csv
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+ - split: test
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+ path: m4/Monthly-test.csv
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+ - config_name: m4-weekly
73
+ description: M4 Weekly forecasting subset.
74
+ data_files:
75
+ - split: train
76
+ path: m4/Weekly-train.csv
77
+ - split: test
78
+ path: m4/Weekly-test.csv
79
+ - config_name: m4-daily
80
+ description: M4 Daily forecasting subset.
81
+ data_files:
82
+ - split: train
83
+ path: m4/Daily-train.csv
84
+ - split: test
85
+ path: m4/Daily-test.csv
86
+ - config_name: m4-hourly
87
+ description: M4 Hourly forecasting subset.
88
+ data_files:
89
+ - split: train
90
+ path: m4/Hourly-train.csv
91
+ - split: test
92
+ path: m4/Hourly-test.csv
93
+ - config_name: EthanolConcentration
94
+ description: 'UEA multivariate classification: EthanolConcentration.'
95
+ data_files:
96
+ - split: train
97
+ path: EthanolConcentration/EthanolConcentration_TRAIN.ts
98
+ - split: test
99
+ path: EthanolConcentration/EthanolConcentration_TEST.ts
100
+ - config_name: FaceDetection
101
+ description: 'UEA multivariate classification: FaceDetection.'
102
+ data_files:
103
+ - split: train
104
+ path: FaceDetection/FaceDetection_TRAIN.ts
105
+ - split: test
106
+ path: FaceDetection/FaceDetection_TEST.ts
107
+ - config_name: Handwriting
108
+ description: 'UEA multivariate classification: Handwriting.'
109
+ data_files:
110
+ - split: train
111
+ path: Handwriting/Handwriting_TRAIN.ts
112
+ - split: test
113
+ path: Handwriting/Handwriting_TEST.ts
114
+ - config_name: Heartbeat
115
+ description: 'UEA multivariate classification: Heartbeat.'
116
+ data_files:
117
+ - split: train
118
+ path: Heartbeat/Heartbeat_TRAIN.ts
119
+ - split: test
120
+ path: Heartbeat/Heartbeat_TEST.ts
121
+ - config_name: JapaneseVowels
122
+ description: 'UEA multivariate classification: JapaneseVowels.'
123
+ data_files:
124
+ - split: train
125
+ path: JapaneseVowels/JapaneseVowels_TRAIN.ts
126
+ - split: test
127
+ path: JapaneseVowels/JapaneseVowels_TEST.ts
128
+ - config_name: PEMS-SF
129
+ description: 'UEA multivariate classification: PEMS-SF.'
130
+ data_files:
131
+ - split: train
132
+ path: PEMS-SF/PEMS-SF_TRAIN.ts
133
+ - split: test
134
+ path: PEMS-SF/PEMS-SF_TEST.ts
135
+ - config_name: SelfRegulationSCP1
136
+ description: 'UEA multivariate classification: SelfRegulationSCP1.'
137
+ data_files:
138
+ - split: train
139
+ path: SelfRegulationSCP1/SelfRegulationSCP1_TRAIN.ts
140
+ - split: test
141
+ path: SelfRegulationSCP1/SelfRegulationSCP1_TEST.ts
142
+ - config_name: SelfRegulationSCP2
143
+ description: 'UEA multivariate classification: SelfRegulationSCP2.'
144
+ data_files:
145
+ - split: train
146
+ path: SelfRegulationSCP2/SelfRegulationSCP2_TRAIN.ts
147
+ - split: test
148
+ path: SelfRegulationSCP2/SelfRegulationSCP2_TEST.ts
149
+ - config_name: SpokenArabicDigits
150
+ description: 'UEA multivariate classification: SpokenArabicDigits.'
151
+ data_files:
152
+ - split: train
153
+ path: SpokenArabicDigits/SpokenArabicDigits_TRAIN.ts
154
+ - split: test
155
+ path: SpokenArabicDigits/SpokenArabicDigits_TEST.ts
156
+ - config_name: UWaveGestureLibrary
157
+ description: 'UEA multivariate classification: UWaveGestureLibrary.'
158
+ data_files:
159
+ - split: train
160
+ path: UWaveGestureLibrary/UWaveGestureLibrary_TRAIN.ts
161
+ - split: test
162
+ path: UWaveGestureLibrary/UWaveGestureLibrary_TEST.ts
163
+ - config_name: SMD-data
164
+ description: Server Machine Dataset (SMD) for anomaly detection — train & test data.
165
+ data_files:
166
+ - split: train
167
+ path: SMD/SMD_train.npy
168
+ - split: test
169
+ path: SMD/SMD_test.npy
170
+ - config_name: SMD-label
171
+ description: Server Machine Dataset (SMD) — test anomaly labels.
172
+ data_files:
173
+ - split: test_label
174
+ path: SMD/SMD_test_label.npy
175
+ - config_name: MSL-data
176
+ description: NASA Mars Science Laboratory (MSL) anomaly detection — train/test arrays.
177
+ data_files:
178
+ - split: train
179
+ path: MSL/MSL_train.npy
180
+ - split: test
181
+ path: MSL/MSL_test.npy
182
+ - config_name: MSL-label
183
+ description: MSL anomaly detection — test labels.
184
+ data_files:
185
+ - split: test_label
186
+ path: MSL/MSL_test_label.npy
187
+ - config_name: SMAP-data
188
+ description: >-
189
+ NASA Soil Moisture Active Passive (SMAP) anomaly detection — train/test
190
+ arrays.
191
+ data_files:
192
+ - split: train
193
+ path: SMAP/SMAP_train.npy
194
+ - split: test
195
+ path: SMAP/SMAP_test.npy
196
+ - config_name: SMAP-label
197
+ description: SMAP anomaly detection — test labels.
198
+ data_files:
199
+ - split: test_label
200
+ path: SMAP/SMAP_test_label.npy
201
+ - config_name: PSM-data
202
+ description: KPI-based Process/System Monitoring data (train/test).
203
+ data_files:
204
+ - split: train
205
+ path: PSM/train.csv
206
+ - split: test
207
+ path: PSM/test.csv
208
+ - config_name: PSM-label
209
+ description: KPI-based Process/System Monitoring labels (test_label).
210
+ data_files:
211
+ - split: test_label
212
+ path: PSM/test_label.csv
213
+ - config_name: SWaT
214
+ description: Secure Water Treatment (SWaT) anomaly detection, processed data.
215
+ data_files:
216
+ - split: train
217
+ path: SWaT/swat_train2.csv
218
+ - split: test
219
+ path: SWaT/swat2.csv
220
+ size_categories:
221
+ - 10M<n<100M
222
+ ---
223
+
224
+
225
+ # Time-Series-Library (TSLib)
226
+
227
+ TSLib is an open-source library for deep learning researchers, especially for deep time series analysis.
228
+
229
+ We provide a neat code base to evaluate advanced deep time series models or develop your model, which covers five mainstream tasks: **long- and short-term forecasting, imputation, anomaly detection, and classification.**
230
+
231
+ This benchmark collection is designed to evaluate and develop advanced deep time-series models. For an in-depth exploration of current time-series models and their performance, please refer to our paper **[Deep Time Series Models: A Comprehensive Survey and Benchmark](https://arxiv.org/abs/2407.13278)**.
232
+
233
+ To get started with the codebase and contribute, please visit the **[GitHub repository](https://github.com/thuml/Time-Series-Library)**.
234
+
235
+ ## Dataset Overview
236
+
237
+ | **Tasks** | **Benchmarks** | **Metrics** | **Series Length** |
238
+ |-------------------|-------------------------------------------------------------------------------|--------------------------------------|-----------------------|
239
+ | **Forecasting** | **Long-term:** ETT (4 subsets), Electricity, Traffic, Weather, Exchange, ILI | MSE, MAE | 96\~720 (ILI: 24\~60) |
240
+ | | **Short-term:** M4 (6 subsets) | SMAPE, MASE, OWA | 6\~48 |
241
+ | **Imputation** | ETT (4 subsets), Electricity, Weather | MSE, MAE | 96 |
242
+ | **Classification** | UEA (10 subsets) | Accuracy | 29\~1751 |
243
+ | **Anomaly Detection** | SMD, MSL, SMAP, SWaT, PSM | Precision, Recall, F1-Score | 100 |
244
+
245
+
246
+ ## File Structure
247
+ ```
248
+ Time-Series-Library/
249
+ ├── ETT-small/
250
+ ├── EthanolConcentration/
251
+ ├── FaceDetection/
252
+ ├── Handwriting/
253
+ ├── Heartbeat/
254
+ ├── JapaneseVowels/
255
+ ├── MSL/
256
+ ├── PEMS-SF/
257
+ ├── PSM/
258
+ ├── SMAP/
259
+ ├── SMD/
260
+ ├── SWaT/
261
+ ├── SelfRegulationSCP1/
262
+ ├── SelfRegulationSCP2/
263
+ ├── SpokenArabicDigits/
264
+ ├── UWaveGestureLibrary/
265
+ ├── electricity/
266
+ ├── exchange_rate/
267
+ ├── illness/
268
+ ├── m4/
269
+ ├── traffic/
270
+ ├── weather/
271
+ ├── .gitattributes
272
+ └── README.md
273
+ ```
274
+
275
+ ## Usage
276
+
277
+ You can load the dataset directly using the `datasets` library:
278
+
279
+ ```
280
+ from datasets import load_dataset
281
+ dataset = load_dataset("thuml/Time-Series-Library", "ETTh1")
282
+ ```
283
+
284
+ Or download specific files with hf_hub_download:
285
+
286
+ ```
287
+ from huggingface_hub import hf_hub_download
288
+ hf_hub_download("thuml/Time-Series-Library", "ETT-small/ETTh1.csv", repo_type="dataset")
289
+ ```
290
+
291
+ ## License
292
+ This dataset is released under the CC BY 4.0 License.
293
+
294
+ ## Citation
295
+
296
+ If you find this repo useful, please cite our paper.
297
+
298
+ ```
299
+ @inproceedings{wu2023timesnet,
300
+ title={TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis},
301
+ author={Haixu Wu and Tengge Hu and Yong Liu and Hang Zhou and Jianmin Wang and Mingsheng Long},
302
+ booktitle={International Conference on Learning Representations},
303
+ year={2023},
304
+ }
305
+
306
+ @article{wang2024tssurvey,
307
+ title={Deep Time Series Models: A Comprehensive Survey and Benchmark},
308
+ author={Yuxuan Wang and Haixu Wu and Jiaxiang Dong and Yong Liu and Mingsheng Long and Jianmin Wang},
309
+ booktitle={arXiv preprint arXiv:2407.13278},
310
+ year={2024},
311
+ }
312
+ ```
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SMD/SMD_test.npy ADDED
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SMD/SMD_test.pkl ADDED
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SMD/SMD_test_label.npy ADDED
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SMD/SMD_test_label.pkl ADDED
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SMD/SMD_train.npy ADDED
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+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:ef3a4a4e9c87c939c23e0cdf1190c18a1d41ef1aadb5d6c5ae909514332ef791
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SMD/SMD_train.pkl ADDED
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SWaT/SWaT_Dataset_Attack_v0.xlsx ADDED
@@ -0,0 +1,3 @@
 
 
 
 
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+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:6cc72c24425453879bac1565cae4c6f35ad585a578510ab2a27b325d1bac2e8d
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+ size 116016616
SWaT/SWaT_Dataset_Normal_v1.xlsx ADDED
@@ -0,0 +1,3 @@
 
 
 
 
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+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:fb7bb0a9c10f86ad29d8f2ae4fd09284e7db70c76350f5b2afcca58d9ace6c49
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SWaT/data.py ADDED
@@ -0,0 +1,50 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import xlrd
2
+ import csv
3
+
4
+ '''def xlsx_to_csv():
5
+ workbook = xlrd.open_workbook('SWaT_Dataset_Normal_v1.xlsx')
6
+ table = workbook.sheet_by_index(0)
7
+ with open('swat_train.csv', 'w', encoding='utf-8') as f:
8
+ write = csv.writer(f)
9
+ for row_num in range(table.nrows):
10
+ row_value = table.row_values(row_num)
11
+ write.writerow(row_value)
12
+
13
+ if __name__ == '__main__':
14
+ xlsx_to_csv()'''
15
+ '''import pandas as pd
16
+ import csv
17
+ f = open('swat_train2.csv','w',encoding='utf-8')
18
+ csv_writer = csv.writer(f)
19
+ csv_writer.writerow(['FIT101' ,'LIT101' ,' MV101', 'P101' ,'P102', ' AIT201', 'AIT202',
20
+ 'AIT203' ,'FIT201' ,' MV201' ,' P201', ' P202', 'P203' ,' P204', 'P205', 'P206',
21
+ 'DPIT301' ,'FIT301', 'LIT301' ,'MV301' ,'MV302', ' MV303', 'MV304' ,'P301'
22
+ , 'P302', 'AIT401', 'AIT402', 'FIT401', 'LIT401', 'P401', 'P402', 'P403', 'P404',
23
+ 'UV401' ,'AIT501', 'AIT502', 'AIT503', 'AIT504', 'FIT501', 'FIT502' ,'FIT503',
24
+ 'FIT504', 'P501', 'P502', 'PIT501', 'PIT502', 'PIT503', 'FIT601', 'P601', 'P602',
25
+ 'P603', 'Normal/Attack'])
26
+
27
+ df = pd.read_csv('swat_train.csv')
28
+ df = df.values
29
+ for u in range(1,len(df)):
30
+ tem = df[u][1:]
31
+ tem2 = []
32
+ for i in range(len(tem)-1):
33
+ tem2.append(float(tem[i]))
34
+ if(tem[-1]=='Normal'):
35
+ tem2.append(0)
36
+ else:
37
+ tem2.append(1)
38
+ csv_writer.writerow(tem2)'''
39
+ import pandas as pd
40
+ df = pd.read_csv('swat_train2.csv')
41
+ df = df.values
42
+ print(df.shape)
43
+ ano = 0
44
+ for u in range(len(df)):
45
+ if(df[u][-1]==1):
46
+ ano = ano+1
47
+ print(ano)
48
+ print(ano/len(df))
49
+
50
+
SWaT/swat2.csv ADDED
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+ version https://git-lfs.github.com/spec/v1
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SWaT/swat_raw.csv ADDED
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SWaT/swat_train.csv ADDED
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SWaT/swat_train2.csv ADDED
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SelfRegulationSCP1/SelfRegulationSCP1_TEST.ts ADDED
The diff for this file is too large to render. See raw diff
 
SelfRegulationSCP1/SelfRegulationSCP1_TRAIN.ts ADDED
The diff for this file is too large to render. See raw diff
 
SelfRegulationSCP2/SelfRegulationSCP2_TEST.ts ADDED
The diff for this file is too large to render. See raw diff
 
SelfRegulationSCP2/SelfRegulationSCP2_TRAIN.ts ADDED
The diff for this file is too large to render. See raw diff
 
SpokenArabicDigits/SpokenArabicDigits_TEST.ts ADDED
The diff for this file is too large to render. See raw diff
 
SpokenArabicDigits/SpokenArabicDigits_TRAIN.ts ADDED
@@ -0,0 +1,3 @@
 
 
 
 
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+ version https://git-lfs.github.com/spec/v1
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+ size 28266699
UWaveGestureLibrary/UWaveGestureLibrary_TEST.ts ADDED
The diff for this file is too large to render. See raw diff
 
UWaveGestureLibrary/UWaveGestureLibrary_TRAIN.ts ADDED
The diff for this file is too large to render. See raw diff