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Anomaly Detection with R
GNU General Public License v3.0
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Definition of period in AnomalyDetectionVec !!! #111

Open dbsxo2995 opened 4 years ago

dbsxo2995 commented 4 years ago

The date of the data I have is the monthly data from January 2010, February 2010 to December 2019. I want to use AnomalyDetectionVec to find anomaly for the data. I am wondering should I set period = 12 or else??? Can someone explain more in detail on how the period perimeter work in AnomalyDetectionVec.

ToGmhss commented 3 years ago

I have the same problem. Have you figured it out?

crhammon commented 3 years ago

I also have some confusion on this point. I have long term (15 years) of monthly observations. The "period" I would think would be 12, denoting the number of months in a year, and the "longterm_period" would make sense as 12 in my case, but the latter has to be at least 2*period +1, so this is impossible. What am I missing here?