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ENH: Basic anomaly detector #393

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ENH: Basic anomaly detector #393

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07342c7
ENH: Basic anomaly detector
tibkiss Nov 18, 2020
694bf63
Use exact values for z-score calculation
tibkiss Nov 19, 2020
02c3f67
Remove unused
tibkiss Nov 19, 2020
b3c8c4b
Return immediately when there is no deviation
tibkiss Nov 19, 2020
bd8912c
run anomaly detection on ingest of trades
tibkiss Nov 20, 2020
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Return immediately when there is no deviation
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@tibkiss
tibkiss committed Nov 19, 2020
commit b3c8c4b7b0ca3ec59422e57cb9c19d49f6c3ac04
3 changes: 2 additions & 1 deletion uda/anomaly/anomaly.go
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Original file line number Diff line number Diff line change
Expand Up @@ -156,7 +156,8 @@ func (a *Anomaly) detectByZSCore(epochs []int64, series []float64, columnNr int)
m := stat.Mean(series, nil)
s := stat.StdDev(series, nil)
if s == 0 {
s = 1
// no deviation
return
}

for i, x := range series {
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