Correlation mv detector #41
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ecomodeller
requested changes
Mar 2, 2022
I have added a notebook with an example. |
ecomodeller
approved these changes
Mar 4, 2022
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Add detector that looks at correlation between time series. Confidence intervals are calculated from data that detector is fitted on. If confidence intervals from the data that detection is run on does not overlap with the learned ones, an anomaly is defined.