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Add new timeseries anomaly detection primitives #80

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itinawi opened this issue Jan 30, 2019 · 0 comments
Open

Add new timeseries anomaly detection primitives #80

itinawi opened this issue Jan 30, 2019 · 0 comments
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new primitives A new primitive is being requested Pending Review The bug is not confirmed or the feature request is being considered

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@itinawi
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itinawi commented Jan 30, 2019

X-Sigma primitive:
This primitive computes the absolute error of a prediction and checks to see if its magnitude is larger than a factor of x-sigma where x is a positive integer.

Edit the timeseries_errors.py file so that it has methods from only the NASA paper. It should be given a different name like dynamic_error_thresholding.py

For the new primitive, I will call it sigma_error_thresholding.py

Methods needed for this primitive:

  • To compute the error for this method, we could use the get_forecast_errors() method similarly implemented in the current timeseries_errors.py

  • detect_sigma_outliers(errors, num_sigmas) returns a list of contiguous sequences of anomalies, where each an anomaly has errors[i] > x*sigma_error and sigma_error = np.std(errors).

@itinawi itinawi added the new primitives A new primitive is being requested label Jan 30, 2019
@csala csala unassigned kveerama and csala Feb 1, 2019
@itinawi itinawi removed their assignment Feb 6, 2019
@csala csala added approved The issue is approved and someone can start working on it Pending Review The bug is not confirmed or the feature request is being considered and removed approved The issue is approved and someone can start working on it labels Feb 25, 2019
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Labels
new primitives A new primitive is being requested Pending Review The bug is not confirmed or the feature request is being considered
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