# Low-count Time Series Anomaly Detection

arXiv: https://arxiv.org/abs/2308.12925 · HTML: https://mlsanity.com/paper/2308.12925/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 4 of its 16 references that are in the map.
- First posted on arXiv 24 Aug 2023.

## Builds on (most cited first, 4 of 4)

- [ECOD: Unsupervised Outlier Detection Using Empirical Cumulative Distribution Functions](https://mlsanity.com/paper/2201.00382/) (2022)
- [Current Time Series Anomaly Detection Benchmarks are Flawed and are Creating the Illusion of Progress](https://mlsanity.com/paper/2009.13807/) (2020)
- [An Evaluation of Change Point Detection Algorithms](https://mlsanity.com/paper/2003.06222/) (2020)
- [Time Series Anomaly Detection; Detection of anomalous drops with limited features and sparse examples in noisy highly periodic data](https://mlsanity.com/paper/1708.03665/) (2017)

## Abstract (arXiv)

Low-count time series describe sparse or intermittent events, which are prevalent in large-scale online platforms that capture and monitor diverse data types. Several distinct challenges surface when modelling low-count time series, particularly low signal-to-noise ratios (when anomaly signatures are provably undetectable), and non-uniform performance (when average metrics are not representative of local behaviour). The time series anomaly detection community currently lacks explicit tooling and processes to model and reliably detect anomalies in these settings. We address this gap by introducing a novel generative procedure for creating benchmark datasets comprising of low-count time series with anomalous segments. Via a mixture of theoretical and empirical analysis, our work explains how widely-used algorithms struggle with the distribution overlap between normal and anomalous segments. In order to mitigate this shortcoming, we then leverage our findings to demonstrate how anomaly score smoothing consistently improves performance. The practical utility of our analysis and recommendation is validated on a real-world dataset containing sales data for retail stores.