kLabUM / rrcf

🌲 Implementation of the Robust Random Cut Forest algorithm for anomaly detection on streams
https://klabum.github.io/rrcf/
MIT License
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Is it always encouraged to scale the data? #93

Open mtomic123 opened 1 year ago

mtomic123 commented 1 year ago

I use RRCF to detect anomalies in a streaming 6-dimensional dataset where prices for 6 related products come in all the time. Since their distribution is not stationary but have a trend (due to inflation, the prices for products are going up) - would it be a good idea to scale the data to [0, 1] before applying the algorithm?