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medic / chic-ts-outlierdetect

Time series anomaly detection module
Apache License 2.0
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More time series model exploration #2

Open amrdixon opened 2 years ago

amrdixon commented 2 years ago

It would be nice to test more models (e.g. ARIMA), especially those easily implemented in the statsmodels library using the StatsModelTSAModel class and document performance

amrdixon commented 2 years ago

@adedekris - I had the opportunity to run your ARIMA optimization work. It would make a nice addition to our contribution to CHIC. The codebases have diverged so much. Therefore, I think the best way forward is to either:

  1. Bifurcate this repo. Before the "Methodology" section of the readme in this repo, we can add a paragraph about the two different methods (existing and ARIMA optimization) and create a directory for each subset of work.
  2. Release two independent repos.

Do you have a preference?