twitter / AnomalyDetection

Anomaly Detection with R
GNU General Public License v3.0
3.57k stars 779 forks source link

Can AnomalyDetection detect Linear growth? #109

Closed Chernfalin closed 5 years ago

Chernfalin commented 5 years ago

I saw a contradiction describe here: https://anomaly.io/anomaly-detection-twitter-r/

What anomalies can be detected?: [Anomaly not detected] Linear growth

rafaelschlatter commented 5 years ago

I saw a contradiction describe here: https://anomaly.io/anomaly-detection-twitter-r/

Contradictory to what? I didn't study the code in detail, but it looks like they are decomposing the time series into seasonal, trend and residual component. The anomaly detection algorithm is then applied on the residual component. A linear growth is most likely captured in the trend, and hence will not be flagged as an anomaly.