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!
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
requirespiecewise_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 calibratelongterm_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!