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This is a times series anomaly detection algorithm, implemented in Python, for catching multiple anomalies. It uses a moving average with an extreme student deviate (ESD) test to detect anomalous points.

Python 2.68% Jupyter Notebook 97.32%
anomaly-detection convolution detect-anomalies esd timeseries

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anomaly_detection's Issues

Column naming

Line 271 has a reference to the sunspots data and needs correcting to allow any user inputted data to pass.

why the standard deviation is not moving version?

when I calculate the standard deviation, according to the code,

std_resid = np.std(df.residual)

what I get is a single number, which means the standard deviation is not calculate in a moving way. why is that?

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