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Anomaly detection refers to the problem of finding patterns in data that do not conform to expected behaviour. This is also known as outlier detection.

1 vote

Cross-validation for anomaly detection on time series data

I don't recommend k-fold for time series data, since you shouldn't be randomizing the inputs and the time series sequence must be preserved. However, you can do your own permutations of the training d …
Ralph Winters's user avatar
1 vote

Anomaly Detection

This is a pretty simple example and I would not rely on ANY automatic detection algorithm until I manually looked at this or historical data and labelled data points as "unusual" according to some bus …
Ralph Winters's user avatar
1 vote

How to compute threshold?

This is just one way of doing it. The example used a training set with a small amount of noise to calculate the maximum of the mean average error between a data point and the prediction as the thresho …
Ralph Winters's user avatar