Time Series Segmentation Benchmark
The time series segmentation benchmark (TSSB) currently contains 75 annotated time series (TS) with 1-9 segments. Each TS is constructed from one of the UEA & UCR time series classification datasets. We group TS by label and concatenate them to create segments with distinctive temporal patterns and statistical properties. We annotate the offsets at which we concatenated the segments as change points (CPs). Addtionally, we apply resampling to control the dataset resolution and add approximate, hand-selected window sizes that are able to capture temporal patterns.
Variants: TSSB
This dataset is used in 1 benchmark:
| Task | Model | Paper | Date |
|---|---|---|---|
| Change Point Detection | Parameter-free ClaSP | ClaSP -- Parameter-free Time Series … | 2022-07-28 |
| Change Point Detection | ESPRESSO | ESPRESSO: Entropy and ShaPe awaRe … | 2020-07-24 |
| Change Point Detection | BOCD | Bayesian Online Changepoint Detection | 2007-10-19 |
Recent papers with results on this dataset: