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Confidence-Consistency Evaluation for Time Series Anomaly Detection

Project description

CCE & RankEval: Confidence-Consistency Evaluation for Time Series Anomaly Detection

Python License PyPI arXiv

A comprehensive evaluation framework for time series anomaly detection metrics, focusing on confidence-consistency evaluation, robustness assessment, and discriminative power analysis. This implementation provides novel evaluation metrics and benchmarking tools to improve the reliability and comparability of anomaly detection models.

๐Ÿ“„ Paper: arXiv:2509.01098
๐ŸŒ Website: CCE & RankEval

๐Ÿš€ Features

  • Multi-metric Evaluation: Support for various anomaly detection metrics (F1, AUC-ROC, VUS-PR, etc.)
  • Performance Benchmarking: Latency analysis and theoretical ranking validation
  • Robustness Assessment: Noise-resistant evaluation with variance consideration
  • Discriminative Power Analysis: Both ranking-based and value-change-ratio-based approaches
  • Automated Testing: Streamlined evaluation pipeline for new metrics
  • Real-world Dataset Support: Comprehensive testing on multiple datasets

๐Ÿ“ฆ Installation

Option 1: Install from PyPI (Recommended)

pip install cce

Option 2: Install from Source

# Clone the repository
git clone https://github.com/EmorZz1G/CCE.git
cd CCE

# Install dependencies
pip install -r requirements.txt

# Install in development mode
pip install -e .

Note: Build-related files are located in the docs directory. For detailed build instructions, please refer to docs/*.md.

๐Ÿ”ง Requirements

  • Python 3.8+
  • PyTorch
  • NumPy
  • Other dependencies (see requirements.txt)

โš™๏ธ Configuration

After installation, you may need to configure the datasets path:

# Create a configuration file
cce config create

# Set your datasets directory
cce config set-datasets-path /path/to/your/datasets

# View current configuration
cce config show

For detailed configuration options, see Configuration Guide.

๐Ÿ“š Quick Start

Confidence-Consistency Evaluation (CCE)

from cce import metrics
metricor = metrics.basic_metricor()
CCE_score = metricor.metric_CCE(labels, scores)

RankEval

Basic Usage

# Run baseline evaluation
. scripts/run_baseline.sh

# Run real-world dataset evaluation
. scripts/run_real_world.sh

Adding New Metrics

  1. Implement the metric function in src/metrics/basic_metrics.py:

    def metric_NewMetric(labels, scores, **kwargs):
        # Your metric implementation
        return metric_value
    
  2. Add evaluation logic in src/evaluation/eval_metrics/eval_latency_baselines.py:

    elif baseline == 'NewMetric':
        with timer(case_name, model_name, case_seed_new, score_seed_new, model, metric_name='NewMetric') as data_item:
            result = metricor.metric_NewMetric(labels, scores)
            data_item['val'] = result
    
  3. Run the evaluation:

    python src/evaluation/eval_metrics/eval_latency_baselines.py --baseline NewMetric
    
  4. View results in logs/NewMetric/

๐Ÿ—๏ธ Project Structure

CCE/
โ”œโ”€โ”€ src/                    # Source code
โ”‚   โ”œโ”€โ”€ metrics/           # Metric implementations
โ”‚   โ”œโ”€โ”€ evaluation/        # Evaluation framework
โ”‚   โ”œโ”€โ”€ models/            # Model implementations
โ”‚   โ”œโ”€โ”€ data_utils/        # Data processing utilities
โ”‚   โ”œโ”€โ”€ utils/             # Helper functions
โ”‚   โ””โ”€โ”€ scripts/           # Execution scripts
โ”œโ”€โ”€                   # Build and installation files
โ”‚   โ”œโ”€โ”€ setup.py           # Package setup configuration
โ”‚   โ”œโ”€โ”€ pyproject.toml     # Modern Python package config
โ”‚   โ”œโ”€โ”€ MANIFEST.in        # Package file inclusion
โ”‚   โ”œโ”€โ”€ BUILD.md           # Detailed build instructions
โ”‚   โ””โ”€โ”€ INSTALL.md         # Quick install guide
โ”œโ”€โ”€ datasets/              # Dataset storage
โ”œโ”€โ”€ logs/                  # Evaluation results
โ”œโ”€โ”€ tests/                 # Test files
โ”œโ”€โ”€ docs/                  # Documentation
โ”œโ”€โ”€ requirements.txt       # Dependencies
โ”œโ”€โ”€ setup.py               # Simple setup entry point
โ””โ”€โ”€ pyproject.toml         # Basic build configuration

๐Ÿ“Š Supported Evaluations

  • Latency Analysis: Metric computation time measurement
  • Theoretical Ranking: Validation against theoretical expectations
  • Robustness Assessment: Noise resistance evaluation
  • Discriminative Power: Ranking-based and value-change-ratio analysis

๐Ÿ”„ Updates

  • 2025-08-26: Core evaluation framework implementation
  • 2025-08-26: Multi-metric support and benchmarking

๐Ÿ“‹ TODO List

  • Automated standard evaluation pipeline
  • Enhanced robustness assessment
  • Advanced discriminative power analysis
  • CI/CD integration for metric testing

๐Ÿค Contributing

We welcome contributions! Please feel free to submit issues and pull requests.

๐Ÿ“„ License

This project is licensed under the MIT License - see the LICENSE file for details.

๐Ÿ™ Acknowledgments

  • FTSAD: For providing the time series anomaly detection evaluation framework
  • SimAD: For dataset load.
  • TSB-AD: For model implementation code
  • Community: For feedback and contributions

๐Ÿ“ž Contact

For questions and support, please open an issue on GitHub or contact the maintainers.

๐Ÿ“– Citation

If you find our work useful, please cite our paper and consider giving us a star โญ.

@article{zhong2025cce,
  title={CCE: Confidence-Consistency Evaluation for Time Series Anomaly Detection},
  author={Zhong, Zhijie and Yu, Zhiwen and Cheung, Yiu-ming and Yang, Kaixiang},
  journal={arXiv preprint arXiv:2509.01098},
  year={2025}
}

CCE - Making time series anomaly detection evaluation more reliable and comprehensive.

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