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| author | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2020-03-16 00:13:02 +0000 |
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| committer | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2020-03-16 00:13:02 +0000 |
| commit | b202ecbb2e386f2ebcda4469c887e04412834595 (patch) | |
| tree | a41b3df06292f3d834720aae932fed81fe896dcc | |
| parent | Makefile improvements (diff) | |
| download | TCPD-b202ecbb2e386f2ebcda4469c887e04412834595.tar.gz TCPD-b202ecbb2e386f2ebcda4469c887e04412834595.zip | |
Update readme
| -rw-r--r-- | README.md | 44 |
1 files changed, 32 insertions, 12 deletions
@@ -2,36 +2,55 @@ Welcome to the host repository of the Turing Change Point Dataset, a set of time series specifically collected for the evaluation of change point -detection algorithms on real-world data. For the repository containing the +detection algorithms on real-world data. This dataset was introduced in [this +paper](https://arxiv.org/abs/2003.06222). For the repository containing the code and annotations, see [TCPDBench](https://github.com/alan-turing-institute/TCPDBench). **Useful links:** + - [Turing Change Point Dataset](https://github.com/alan-turing-institute/TCPD) on GitHub. -- [Turing Change Point Benchmark](https://github.com/alan-turing-institute/TCPDBench) -- [An Evaluation of Change Point Detection Algorithms](URL_TO_PAPER), a paper - by [Gertjan van den Burg](https://gertjan.dev) and [Chris +- [Turing Change Point Detection + Benchmark](https://github.com/alan-turing-institute/TCPDBench) +- [An Evaluation of Change Point Detection Algorithms](https://arxiv.org/abs/2003.06222) by + [Gertjan van den Burg](https://gertjan.dev) and [Chris Williams](https://homepages.inf.ed.ac.uk/ckiw/). -## Getting Started +## Introduction -Many of the time series in the dataset are included in this repository. -However, due to licensing restrictions, some series can not be redistributed -and need to be downloaded locally. We've added a Python script and a Makefile -to make this process as easy as possible. +Change point detection focuses on accurately detecting moments of abrupt +change in the behavior of a time series. While many methods for change point +detection exists, past research has paid little attention to the evaluation of +existing algorithms on real-world data. This work introduces a benchmark study +and a dataset ([TCPD](https://github.com/alan-turing-institute/TCPD)) that are +explicitly designed for the evaluation of change point detection algorithms. +We hope that our work becomes a proving ground for the evaluation and +development of change point detection algorithms that work well in practice. -Note that work based on the dataset should cite [our paper](URL_TO_PAPER): +This repository contains the code needed to obtain the time series in the +dataset. For the benchmark study, see +[TCPDBench](https://github.com/alan-turing-institute/TCPDBench). Note that +work based on the dataset should cite [our +paper](https://arxiv.org/abs/2003.06222): ```bib @article{vandenburg2020evaluation, title={An Evaluation of Change Point Detection Algorithms}, author={{Van den Burg}, G. J. J. and Williams, C. K. I.}, - journal={arXiv preprint}, + journal={arXiv preprint arXiv:2003.06222}, year={2020} } ``` +## Getting Started + +Many of the time series in the dataset are included in this repository. +However, due to licensing restrictions, some series can not be redistributed +and need to be downloaded locally. We've added a Python script and a Makefile +to make this process as easy as possible. + + To obtain the dataset, please run the following steps: 1. Clone the GitHub repository and change to the new directory: @@ -104,7 +123,8 @@ datasets are available in The code in this repository is licensed under the MIT license. See the [LICENSE file](LICENSE) for more details. Individual data files are often distributed under different terms, see the relevant README files for more -details. Work that uses this dataset should cite [our paper](URL_TO_PAPER). +details. Work that uses this dataset should cite [our +paper](https://arxiv.org/abs/2003.06222). ## Notes |
