Skip to content

edwardrf/anomaly

Folders and files

NameName
Last commit message
Last commit date

Latest commit

818806c · May 15, 2017

History

1 Commit
May 15, 2017
May 15, 2017
May 15, 2017
May 15, 2017
May 15, 2017

Repository files navigation

Simple Periodic data anomaly detection implemented in golang

This implementation of anomaly detection use FFT to try to determine if the data has a repeating pattern, if there is, try to determine its period with the FFT result. If a repeating period cannot be determined, the algorithm will use a simple 3 sigma rule, reporting datapoints 3 standard deviation away from its mean. If there is a pattern, all data points are chopped into segments of length of one period, and all data points at the exact same location within one period is checked with the 3 sigma rule.

Test data

Test data is copied from the NAB project (https://github.com/numenta/NAB), which is AGPL licensed.

About

Simple golang anomaly detection library

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages