StreamAD Process#
Post process#
ZScoreCalibrator#
- class streamad.process.ZScoreCalibrator(sigma=3, extreme_sigma=5, is_global=True, window_len=100)[source]#
Bases:
object
- __init__(sigma=3, extreme_sigma=5, is_global=True, window_len=100)[source]#
A calibrator which can filter out outliers using z-score, and normalize the anomaly scores into [0,1].
- Parameters
sigma (int, optional) – Zscore threshold, we regard the scores out of sigma as potential anomalies. Defaults to 2.
extreme_sigma (int, optional) – Zscore threshold for extreme values, we regard the scores out of extreme_sigma as extreme 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.
TDigestCalibrator#
- class streamad.process.TDigestCalibrator(percentile_up=95, percentile_down=5, is_global=True, window_len=100)[source]#
Bases:
object
- __init__(percentile_up=95, percentile_down=5, is_global=True, window_len=100)[source]#
A calibrator which can filter out outliers using t-digest, and normalize the anomaly scores into [0,1] [Dunning, 2021].
- Parameters
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.