SoftServeSAG / aws_anomaly_detection

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Dynamic Theshold Model #5

Closed FireFlyTy closed 6 years ago

FireFlyTy commented 6 years ago
FireFlyTy commented 6 years ago

Some changes

  1. Parallelisation of some operations
  2. Time series preparation functions for model training and applying
  3. Model Applying function
  4. Adjusted function for thresholds aggregation
  5. Correction and Scale coefficients were integrated to the model applying procedure, so that it's possible to adjust thresholds without model re-training
  6. Parameters for "Simple mode" were proposed:

    High sensitivity

    agg_th = 0.5, local_trend = 0.1, k = 0.1, similar = 0.01

    Medium sensitivity

    agg_th = 0.6, local_trend = 0.3, k = 0.1, similar = 0.1

    Low sensitivity

    agg_th = 0.8, local_trend = 0.5, k = 0.1, similar = 0.3

FireFlyTy commented 6 years ago
  1. Two-sides anomalies detection has been added
  2. Model Training with Simple and Expert Modes support
  3. Model Training and Applying (save + load)
  4. Visualization based on time series as xts object