Is there any idea to improve the performance?

zrnsm / pyculiarity

A Python port of Twitter's AnomalyDetection R Package

GNU General Public License v3.0

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Is there any idea to improve the performance? #37

Closed c625473164 closed 4 years ago

c625473164 commented 4 years ago

The latency on my machine with data around 1 week takes about 10 seconds, I found the STL function takes too much time. Is there any way to imporve the performance? Such as analyze the data incrementally.

weiyinfu commented 4 years ago

Maybe you can read the detect_anoms.py,it uses rstl package. rstl has one parameter robust, if set it to False,program can run much faster.