Toy analysis - misantamaria/deepvats-foundation GitHub Wiki

The M-Toy dataset is a synthetic multivariate time seris available through the STUMPY library, originally inspired by an example. It consists of three features, denoted T1, T2, and T3, each with 550$ samples. Among these features, T1 and T2 contain two artificially embedded motifs (identical subsequences of length 30) inserted into the timestamps 150 and $350$. These motifs represent recurrent patterns. In contrast, $T3$ is a random walk (a signal where each value is the sum of the previous one and some random noise) intentionally included to simulate an irrelevant or noisy dimension.

In the original research paper, we show how DeepVATS-MTSAE captures the anomalies in two appart points connecting two different clusters:

This detetion was not as clear in the case of MOMENT-MTSAE as shown within the present research.