Refining the Optimization Target for Automatic Univariate Time Series
  Anomaly Detection in Monitoring Services
Manqing Dong Zhanxiang Zhao Yitong Geng Wentao Li Wei Wang Huai Jiang
Time series anomaly detection is crucial for industrial monitoring services
that handle a large volume of data, aiming to ensure reliability and optimize
system performance. Existing methods often require extensive labeled resources
and manual parameter selection, highlighting the need for automation. This
paper proposes a comprehensive framework for automatic parameter optimization
in time series anomaly detection models. The framework introduces three
optimization targets: prediction score, shape score, and sensitivity score,
which can be easily adapted to different model backbones without prior
knowledge or manual labeling efforts. The proposed framework has been
successfully applied online for over six months, serving more than 50,000 time
series every minute. It simplifies the user's experience by requiring only an
expected sensitive value, offering a user-friendly interface, and achieving
desired detection results. Extensive evaluations conducted on public datasets
and comparison with other methods further confirm the effectiveness of the
proposed framework.