StreamAD Process
Contents
StreamAD Process#
Post process#
ZScoreThresholder#
- class streamad.process.ZScoreThresholder(detector, sigma=3, is_global=True, window_len=100)[source]#
Bases:
object
- __init__(detector, sigma=3, is_global=True, window_len=100)[source]#
A thresholder which can filter out outliers using z-score, and normalize the anomaly scores into [0,1].
- Parameters
detector (BaseDetector) – A detector that must be a child class of BaseDetector.
sigma (int, optional) – Zscore threshold, we regard the scores out of sigma as anomalies. Defaults to 3.
is_global (bool, optional) – Method to record, a global way or a rolling window way. Defaults to True.
window_len (int, optional) – The length of rolling window, ignore this when is_global=True. Defaults to 100.
TDigestThresholder#
- class streamad.process.TDigestThresholder(detector, percentile_up=95, percentile_down=5, is_global=True, window_len=100)[source]#
Bases:
object
- __init__(detector, percentile_up=95, percentile_down=5, is_global=True, window_len=100)[source]#
A thresholder which can filter out outliers using t-digest, and normalize the anomaly scores into [0,1] [Dunning, 2021].
- Parameters
detector (BaseDetector) – A detector that must be a child class of BaseDetector.
percentile_up (float, optional) – We regard the scores above percentile_up as anomalies. Defaults to 95.
percentile_down (float, optional) – We regard the scores below percentile_down as anomalies. Defaults to 5.
is_global (bool, optional) – Method to record, a global way or a rolling window way. Defaults to True.
window_len (int, optional) – The length of rolling window, ignore this when is_global=True. Defaults to 100.