Conformal Anomaly Detection in Event Sequences

The implementation of our ICML-2025 paper "Conformal Anomaly Detection in Event Sequences".

Installation

1. Install the dependencies

   conda env create -f environment.yml
   

2. Activate the conda environment

   conda activate anomaly_tpp
   

3. Install the package (this command must be run in the CADES folder)

   pip install -e .
   

4. Unzip the data

   unzip data.zip
   

Reproducing the results from the paper

• experiments/spp.py: GOF tests for SPP under nine alternatives (Section 4.1 in the paper).
• experiments/multivariate.py: Detecting anomalies in synthetic data (Section 4.2).
• experiments/real_world.py: Detecting anomalies in real-world data (Section 4.3).
• experiments/fpr_control.py: FPR control (Section 4.4).

Citation

If you find this code useful, please consider citing our paper. Thanks.

@inproceedings{zhang2025conformal,
  title={Conformal Anomaly Detection in Event Sequences},
  author={Zhang, Shuai and Zhou, Chuan and Liu, Yang and Zhang, Peng and Lin, Xixun and Pan, Shirui},
  booktitle={International Conference on Machine Learning},
  year={2025}
}

Acknowledgements and References

Parts of this code are based on and/or copied from https://github.com/shchur/tpp-anomaly-detection.