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Anomaly Detection with R
GNU General Public License v3.0
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[Question] What's a good way to choose "longterm_period"? #49

Open ghsyeung opened 9 years ago

ghsyeung commented 9 years ago

This is a n00b question. Looking at the article (https://blog.twitter.com/2015/introducing-practical-and-robust-anomaly-detection-in-a-time-series) and code, it seems that AnomalyDetectionTs requires piecewise_median_period_weeks to be greater than or eq to 2 weeks.

If I have higher frequency data in a shorter timeline, I presume that I should use AnomalyDetectionVec and calibrate longterm_period manually?

What would be a good way to determine an optimal longterm_period and what are the drawbacks of choosing a shorter/longer period? Thanks in advance for your insights!