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| author | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2020-03-13 13:11:37 +0000 |
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| committer | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2020-03-13 13:11:37 +0000 |
| commit | f31e08afceba930ce25f27bc535ba6b2f79d674f (patch) | |
| tree | b24f1e873d5e6ce5822e5363dc30e201a5d06e10 /README.md | |
| parent | Readme updates (diff) | |
| download | TCPDBench-f31e08afceba930ce25f27bc535ba6b2f79d674f.tar.gz TCPDBench-f31e08afceba930ce25f27bc535ba6b2f79d674f.zip | |
update readme
Diffstat (limited to 'README.md')
| -rw-r--r-- | README.md | 58 |
1 files changed, 43 insertions, 15 deletions
@@ -6,14 +6,38 @@ Alan Turing Institute](https://turing.ac.uk). This benchmark uses the time series from the [Turing Change Point Dataset](https://github.com/alan-turing-institute/TCPD) (TCPD). +**Useful links:** +- [Turing Change Point Detection + Benchmark](https://github.com/alan-turing-institute/TCPDBench) +- [Turing Change Point Dataset](https://github.com/alan-turing-institute/TCPD) +- [An Evaluation of Change Point Detection Algorithms](URL_TO_PAPER) by + [Gertjan van den Burg](https://gertjan.dev) and [Chris + Williams](https://homepages.inf.ed.ac.uk/ckiw/). + +## Introduction + +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. + This repository contains the code necessary to evaluate and analyze a significant number of change point detection algorithms on the TCPD, and serves to reproduce the work in [Van den Burg and Williams -(2020)](/url/to/paper). - -Note that work based on either TCPD or this repository should cite the paper: +(2020)](URL_TO_PAPER). Note that work based on either the dataset or this +benchmark should cite that paper: ```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}, + year={2020} +} ``` ## Getting Started @@ -21,7 +45,12 @@ Note that work based on either TCPD or this repository should cite the paper: This repository contains all the code to generate the results (tables/figures/constants) from the paper, as well as to reproduce the experiments entirely. You can either install the dependencies directly on your -machine or use the provided Dockerfile (see below). +machine or use the provided Dockerfile (see below). If you don't use Docker, +first clone this repository using: + +``` +$ git clone --recurse-submodules https://github.com/alan-turing-institute/TCPDBench +``` ### Generating Tables/Figures @@ -41,17 +70,15 @@ $ make results ``` The results will be placed in ``./analysis/output``. Note that to generate the -figures a working LaTeX and ``latexmk`` installation is needed (see the -[labella.py](https://github.com/GjjvdBurg/labella.py) repository for more -info). +figures a working LaTeX and ``latexmk`` installation is needed. ### Reproducing the experiments -To fully reproduce the experiments, some more steps are needed. Note that the -Docker procedure outlined below automates this process somewhat. +To fully reproduce the experiments, some additional steps are needed. Note +that the Docker procedure outlined below automates this process substantially. -First, obtain the TCPD from [this -URL](https://github.com/alan-turing-institute/TCPD) and follow the +First, obtain the [Turing Change Point +Dataset](https://github.com/alan-turing-institute/TCPD) and follow the instructions provided there. Copy the dataset files to a ``datasets`` directory in this repository. @@ -79,6 +106,7 @@ instructions are as follows: ``` 3. Tell abed to rediscover all the tasks that need to be done: + ``` $ abed reload_tasks ``` @@ -117,9 +145,9 @@ instructions are as follows: ### Running the experiments with Docker -If you like to use [Docker](https://www.docker.com/) to manage the -dependencies, you can do so easily with the provided Dockerfile. You can build -the Docker image using: +If you like to use [Docker](https://www.docker.com/) to manage the environment +and dependencies, you can do so easily with the provided Dockerfile. You can +build the Docker image using: ``` $ docker build -t alan-turing-institute/tcpdbench github.com/alan-turing-institute/TCPDBench @@ -133,7 +161,7 @@ commands to run them in the container. The code in this repository is licensed under the MIT license, unless otherwise specified. See the [LICENSE file](LICENSE) for further details. Reuse of the code in this repository is allowed, but should cite [our -paper](/url/to/paper). +paper](URL_TO_PAPER). ## Notes |
