Did We Actually Fix It? An Independent Adversarial Stress-Test of Post-Point-Adjustment Evaluation Metrics for Time-Series Anomaly Detection
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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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References · 14
- 2018Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applicationscited by 223
- 2020Current Time Series Anomaly Detection Benchmarks are Flawed and are Creating the Illusion of Progresscited by 148
- 2015Evaluating Real-time Anomaly Detection Algorithms - the Numenta Anomaly Benchmarkcited by 87
- 2022Local Evaluation of Time Series Anomaly Detection Algorithmscited by 79
- 2021An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Seriescited by 68
- 2018Precision and Recall for Time Seriescited by 67
- 2023Navigating the Metric Maze: A Taxonomy of Evaluation Metrics for Anomaly Detection in Time Seriescited by 24
- 2024Position: Quo Vadis, Unsupervised Time Series Anomaly Detection?cited by 17
- 2024PATE: Proximity-Aware Time series anomaly Evaluationcited by 13
- 2022Is it worth it? Comparing six deep and classical methods for unsupervised anomaly detection in time seriescited by 9
- 2023Multivariate Time Series Anomaly Detection: Fancy Algorithms and Flawed Evaluation Methodologycited by 6
- 2024SimAD: A Simple Dissimilarity-based Approach for Time Series Anomaly Detectioncited by 6
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