{ "noise_rank": { "point": { "noise_f1": 0.18629884319662968, "noise_rank": 7, "n_detectors": 8, "real_detectors_beaten": 0, "n_real_detectors": 5, "best_real": "window_pca", "best_real_f1": 0.31077404415860577, "headroom": 0.12447520096197609, "spread": 0.12737293454850926 }, "pa": { "noise_f1": 0.9246043832991432, "noise_rank": 4, "n_detectors": 8, "real_detectors_beaten": 3, "n_real_detectors": 5, "best_real": "ewma", "best_real_f1": 0.9384605994911948, "headroom": 0.013856216192051574, "spread": 0.7558962756709838 }, "pa20": { "noise_f1": 0.49753952257809236, "noise_rank": 6, "n_detectors": 8, "real_detectors_beaten": 0, "n_real_detectors": 5, "best_real": "window_pca", "best_real_f1": 0.6693155263887254, "headroom": 0.17177600381063302, "spread": 0.4859144167786289 }, "pa50": { "noise_f1": 0.302802062489317, "noise_rank": 5, "n_detectors": 8, "real_detectors_beaten": 1, "n_real_detectors": 5, "best_real": "window_pca", "best_real_f1": 0.417929135071724, "headroom": 0.11512707258240701, "spread": 0.23452802546162752 }, "composite": { "noise_f1": 0.26385262146624205, "noise_rank": 7, "n_detectors": 8, "real_detectors_beaten": 0, "n_real_detectors": 5, "best_real": "window_pca", "best_real_f1": 0.7125169793475976, "headroom": 0.44866435788135556, "spread": 0.5291158697375011 } }, "win_rate_vs_noise": { "point": { "ewma": 0.14893617021276595, "rolling_mad": 0.2765957446808511, "seasonal": 0.3829787234042553, "window_pca": 0.10638297872340426, "iforest": 0.19148936170212766 }, "pa": { "ewma": 0.23404255319148937, "rolling_mad": 0.3404255319148936, "seasonal": 0.2765957446808511, "window_pca": 0.5531914893617021, "iforest": 0.7021276595744681 }, "pa20": { "ewma": 0.19148936170212766, "rolling_mad": 0.3617021276595745, "seasonal": 0.46808510638297873, "window_pca": 0.19148936170212766, "iforest": 0.3617021276595745 }, "pa50": { "ewma": 0.2978723404255319, "rolling_mad": 0.574468085106383, "seasonal": 0.48936170212765956, "window_pca": 0.3404255319148936, "iforest": 0.425531914893617 }, "composite": { "ewma": 0.06382978723404255, "rolling_mad": 0.0851063829787234, "seasonal": 0.06382978723404255, "window_pca": 0.1276595744680851, "iforest": 0.19148936170212766 } }, "ranking_agreement_with_composite": { "point": 0.7857142857142857, "pa": 0.21428571428571427, "pa20": 0.6666666666666666, "pa50": 0.6904761904761905, "composite": 1.0 }, "pa_inflation": { "random": 138.5303219727133, "constant": 1.0, "lastvalue": 120.8234167872443, "ewma": 79.51259413689223, "rolling_mad": 110.6269531250534, "seasonal": 72.16495727072648, "window_pca": 68.14590138566369, "iforest": 56.96334661834212 }, "oracle_cost": { "point": { "oracle_mean": 0.2591419755042485, "calibrated_mean": 0.13502704664722287, "retained": 0.5210543231542555 }, "pa": { "oracle_mean": 0.8907523304190674, "calibrated_mean": 0.5613190141132536, "retained": 0.6301628353295162 }, "pa20": { "oracle_mean": 0.5909787003477435, "calibrated_mean": 0.21711963779403853, "retained": 0.36738995443707373 }, "pa50": { "oracle_mean": 0.35877155580561493, "calibrated_mean": 0.14993999080354997, "retained": 0.4179260824255214 }, "composite": { "oracle_mean": 0.6290775850355814, "calibrated_mean": 0.35201329852216534, "retained": 0.5595705631480337 } }, "protocol_descriptions": { "point": "Per-point F1, unadjusted", "pa": "Point-adjusted F1 (the literature standard)", "pa20": "PA applied only when >20% of the window was flagged", "pa50": "PA applied only when >50% of the window was flagged", "composite": "Point-wise precision + event-wise recall (Garg et al.)" }, "detector_order": [ "random", "constant", "lastvalue", "ewma", "rolling_mad", "seasonal", "window_pca", "iforest" ], "n_series": 47 }