Replication Data for: "When Foundation Models are One-Liners: Limitations and Future Directions for Time Series Anomaly Detection"

This repository contains the supporting materials for the paper "When Foundation Models are One-Liners: Limitations and Future Directions for Time Series Anomaly Detection". Specifically, the zip files have naming convention '<model-family>_<model-architecture>_<context-window-size>.zip' in which <model-family> is the family of time series foundation models (MOMENT, TimesFM, Time-MoE and Chronos), <model-architecture> is the specific member of the foundation model family, and <context-window-size> is the window size used for the experiments. Each zip file contains two folder: one for the predicted anomaly scores, and one for the intermediate results used by the model (reconstructed subsequences for MOMENT, forecasted values for the other model families). These results are available for all 350 time series in the evaluation set of the TSB-AD-U benchmark set.