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PEWMA style IntervalForecaster #518

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calvin1978 opened this issue Jun 20, 2019 · 0 comments

calvin1978 commented Jun 20, 2019 •

edited

When use PEWMA detector , the stdDev should also return to Detector, or a new IntervalForecaster with the beta parameter

Otherwise, only the mean be prevented from shifting, but the stdDev still shifted.

And another way is use the pt value as threshold to detect anomaly

https://github.com/dzimine/pewma/blob/master/function.py

https://aws.amazon.com/cn/blogs/iot/anomaly-detection-using-aws-iot-and-aws-lambda/

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