DataCanvasIO / HyperTS

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.
https://hyperts.readthedocs.io
Apache License 2.0
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参数解释 #84

Closed wangjianqiao111 closed 1 year ago

wangjianqiao111 commented 1 year ago

contamination : float, should be in the interval (0, 1], optional (default=0.05). This parameter is adopted only in anomaly detection task to generate pseudo ground truth. The amount of contamination of the data set, i.e. the proportion of outliers in the data set. Used when fitting to define the threshold on the scores of the samples.

请问可以解释下contamination这个参数的具体含义吗,以及如何在异常检测中发挥作用,谢谢

zhangxjohn commented 1 year ago

HyperTS在异常检测中会应用含有伪标签的验证数据指导自动化建模过程。其中,contamination是一个生成伪标签的置信阈值。例如contamination=0.05表示为95%的置信度认为某个点为异常值。

wangjianqiao111 commented 1 year ago

好的,谢谢