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A good Timeseries Anomaly Generator.

CI codecov Code style: black PyPI package License: MIT python version 3.9|3.10|3.11|3.12|3.13 Downloads

GutenTAG is an extensible tool to generate time series datasets with and without anomalies. A GutenTAG time series consists of a single (univariate) or multiple (multivariate) channels containing a base oscillation with different anomalies at different positions and of different kinds.

base-oscillations base-oscillations base-oscillations

base-oscillations

tl;dr

  1. Install GutenTAG from PyPI:

    pip install timeeval-gutenTAG
    

    GutenTAG supports Python 3.9, 3.10, 3.11, 3.12, and 3.13; all other requirements are installed with the pip-call above.

  2. Create a generation configuration file example-config.yaml with the instructions to generate a single time series with two anomalies: A pattern anomaly in the middle and an amplitude anomaly at the end of the series. You can use the following content:

    timeseries:
    - name: demo
      length: 1000
      base-oscillations:
      - kind: sine
        frequency: 4.0
        amplitude: 1.0
        variance: 0.05
      anomalies:
      - position: middle
        length: 50
        kinds:
        - kind: pattern
          sinusoid_k: 10.0
      - position: end
        length: 10
        kinds:
        - kind: amplitude
          amplitude_factor: 1.5
    
  3. Execute GutenTAG with a seed and let it plot the time series:

    gutenTAG --config-yaml example-config.yaml --seed 11 --no-save --plot
    

    You should see the following time series:

    Example unsupervised time series with two anomalies

Documentation

GutenTAG's documentation can be found here.

Citation

If you use GutenTAG in your project or research, please cite our demonstration paper:

Phillip Wenig, Sebastian Schmidl, and Thorsten Papenbrock. TimeEval: A Benchmarking Toolkit for Time Series Anomaly Detection Algorithms. PVLDB, 15(12): 3678 - 3681, 2022. doi:10.14778/3554821.3554873

@article{WenigEtAl2022TimeEval,
  title = {TimeEval: {{A}} Benchmarking Toolkit for Time Series Anomaly Detection Algorithms},
  author = {Wenig, Phillip and Schmidl, Sebastian and Papenbrock, Thorsten},
  date = {2022},
  journaltitle = {Proceedings of the {{VLDB Endowment}} ({{PVLDB}})},
  volume = {15},
  number = {12},
  pages = {3678 -- 3681},
  doi = {10.14778/3554821.3554873}
}

Contributing

We welcome contributions to GutenTAG. If you have spotted an issue with GutenTAG or if you want to enhance it, please open an issue first. See Contributing for details.

Metadata

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