MarkusThill/MGAB: The Mackey-Glass Anomaly Benchmark

Zenodo (CERN European Organization for Nuclear Research)

Abstract

This repository contains the Mackey-Glass anomaly benchmark (MGAB), which is composed of synthetic Mackey-Glass time series with non-trivial anomalies. Mackey-Glass time series are known to exhibit chaotic behavior under certain conditions. MGAB contains 10 MG time series of length 100000. Into each time series 10 anomalies are inserted with a procedure as described below. In contrast to other synthetic benchmarks, it is very hard for the human eye to distinguish the introduced anomalies from the normal (chaotic) behavior. Furthermore, a Python3 module is included, which allows the user to generate customized Mackey-Glass anomaly benchmarks with different levels of difficulty and different sizes.

Authors 3

1. Markus Thill

   TH Köln - University of Applied Sciences

   Affiliation as printed

   TH Köln - University of Applied Sciences

2. Wolfgang Konen

   TH Köln - University of Applied Sciences

   Affiliation as printed

   TH Köln - University of Applied Sciences

3. Thomas Bäck Aachen

   Leiden University

   Affiliation as printed

   Leiden University