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[ML] Anomaly detection fails to identify linear trend #2740

Open valeriy42 opened 3 hours ago

valeriy42 commented 3 hours ago

In certain cases with low event rate and large bucket span (e.g. bucket_span: 1d with a single event in the bucket), the anomaly detection model fails to recognize the linear trend. As an effect, is also forecasts a decreasing trend smoothly regressing to the mean as the prediction horizon increases. Image Image

valeriy42 commented 3 hours ago

We need to check the parametrization for this edge case. The problem may be related to what we see in #2730 .