search

arundo / adtk

A Python toolkit for rule-based/unsupervised anomaly detection in time series
https://adtk.readthedocs.io
Mozilla Public License 2.0
1.06k stars 143 forks source link

Floating Anomaly Score for VolatilityShiftAD #110

Closed alextsakpinis closed 3 years ago

alextsakpinis commented 3 years ago

Hello, I am using VolatilityShiftAD to detect anomalies in one variable. The result of calling the detect method for the VolatilityShiftAD can be nan, 0.0 or 1.0.

Is it possible to retrieve proper anomaly scores from the detector (e.g anomaly score of 0.5624543)? Could not find any solution for that.

Thanks for your help!

tailaiw commented 3 years ago

The severity/confidence level of anomalies is not supported for now. Please see #75