arundo / adtk

A Python toolkit for rule-based/unsupervised anomaly detection in time series
https://adtk.readthedocs.io
Mozilla Public License 2.0
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Quantile AD and Threshold based AD criteria #141

Open Geese-axb opened 1 year ago

Geese-axb commented 1 year ago

First of all, thanks a lot for providing such an wonderful package.

I was using Quantile AD, and I thought it was marking all values above high quantile and lower quantile as outlier (like the one threshold criteria would do, when appropriate quantile bounds are provided).

However it seems like the method is not working in such a way, as there are several outlier-regarded middle values between very high unmarked values.

I was trying to read the source code, but I could not really get the logic (I think I got the wrong idea, as from my understanding, the above phenomena should not happen).

Can you please provide me some explanation about this? I really would appreciate.

I really would like to attach the plot I have, but due to several security issues of the company, I cannot do so.