mlsanityData to 7 Oct 2026

Did We Actually Fix It? An Independent Adversarial Stress-Test of Post-Point-Adjustment Evaluation Metrics for Time-Series Anomaly Detection

arXiv 2607.11969 ↗First posted 12 Jul 2026stat.ML cs.LGcited by 0

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Abstract (arXiv)

Point-adjustment (PA), for years the default scoring protocol in time-series anomaly detection (TSAD), was shown by Kim et al. (2022) to award near-perfect F1 to random anomaly scores. The field adopted a suite of replacement metrics (PA%K, range-based precision/recall, affiliation precision/recall, and Volume-Under-the-Surface, VUS, ROC/PR). We ask, independently and adversarially, whether these resist no-skill detectors on real benchmarks, and find the answer turns entirely on one overlooked variable: N, the number of random attempts an adversary reports the best of. Under a single honest run (N=1), not one replacement metric is gameable on any of six benchmarks (UCR, SMD, SMAP, MSL, NAB, PSM): a random detector reaches 90% of the best real detector's score on at most 11% of series for affiliation-F1, 5% for the ROC family, and 2% for the PR-based metrics and PA%K. But under best-of-N reporting, the seed-shopping endemic to ML, the metrics split sharply. affiliation-F1 and every ROC-based metric inflate steeply, affiliation crossing gameable (25% of series) by N=3 and reaching 0.98 at the full pool (N=41), the ROC family crossing by N=9-11; the PR-based metrics and PA%K stay near-flat at every N, floored near the anomaly prevalence (the lone exception is NAB at large N). A paired test finds VUS-ROC inflated on 131 series where its sibling VUS-PR is not, and never the reverse. The ROC-vs-PR split follows from the order-statistic behaviour of AUC under extreme class imbalance (a random PR-AUC is floored at prevalence); affiliation inflates by a second route, its extreme single-run leniency (already fragile at N=1). We release a pip-installable stress-test harness, and recommend reporting single-run scores or disclosing N and preferring PR-based metrics, which resist best-of-N inflation on nearly every benchmark.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 14 of its 25 references that are in the map. First posted on arXiv 12 Jul 2026.

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14 of 25 references.

References · 14

  1. 2018Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applicationscited by 223
  2. 2020Current Time Series Anomaly Detection Benchmarks are Flawed and are Creating the Illusion of Progresscited by 148
  3. 2015Evaluating Real-time Anomaly Detection Algorithms - the Numenta Anomaly Benchmarkcited by 87
  4. 2022Local Evaluation of Time Series Anomaly Detection Algorithmscited by 79
  5. 2021An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Seriescited by 68
  6. 2018Precision and Recall for Time Seriescited by 67
  7. 2023Navigating the Metric Maze: A Taxonomy of Evaluation Metrics for Anomaly Detection in Time Seriescited by 24
  8. 2024Position: Quo Vadis, Unsupervised Time Series Anomaly Detection?cited by 17
  9. 2024PATE: Proximity-Aware Time series anomaly Evaluationcited by 13
  10. 2022Is it worth it? Comparing six deep and classical methods for unsupervised anomaly detection in time seriescited by 9
  11. 2023Multivariate Time Series Anomaly Detection: Fancy Algorithms and Flawed Evaluation Methodologycited by 6
  12. 2024SimAD: A Simple Dissimilarity-based Approach for Time Series Anomaly Detectioncited by 6
2 more
  1. 2025Formally Exploring Time-Series Anomaly Detection Evaluation Metricscited by 1
  2. 2025A Problem-Oriented Taxonomy of Evaluation Metrics for Time Series Anomaly Detectioncited by 1

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