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I'm looking for a time series database with which I can be able to test some anomaly detection algorithms.

It would be best if the ouliers can be listed on another file in order to evaluate the effectiveness of the algorithm.

Is there such a database somewhere ?

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You should check out Rob Hyndman's Time Series Data Library.

  • Thanks. Not exactly what I was looking for, but this is helpful. – user2682877 Jun 5 '15 at 8:15
  • @user2682877 No problem. I don't know of any datasets with pre-labeled anomalies, but if you find any, please post here as an answer! – Zach Jun 5 '15 at 17:00
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Neither of these sources may contain exactly what you're looking for.

Fraud data in weka format. It has account duration in months but no specific time stamp:

weka [dot] 8497 [dot] n7 [dot] nabble [dot] com/file/n23121/credit_fruad [dot] arff

Here's an Australian credit approval dataset from UCI...not fraud-specific, but related.

archive [dot] ics [dot] uci [dot] edu/ml/datasets/Statlog+%28Australian+Credit+Approval%29

Sorry...this is the best I could do. I've been tracking data for several years with an eye towards identifying sources containing the specific information you're asking for.

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