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Add Modified Z-Score anomaly detection #210

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clausherther opened this issue Oct 22, 2022 · 0 comments
Open

Add Modified Z-Score anomaly detection #210

clausherther opened this issue Oct 22, 2022 · 0 comments

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@clausherther
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see: https://www.statology.org/modified-z-score/

For timeseries, requires:

  • window version of median/percentile function...does this exist for all platforms?

or, we'd test across fixed window via row_condition, i.e. date >= last 30 days etc
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@clausherther