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Definition of period in AnomalyDetectionVec !!!

Open dbsxo2995 opened this issue 5 years ago • 2 comments

The date of the data I have is the monthly data from January 2010, February 2010 to December 2019. I want to use AnomalyDetectionVec to find anomaly for the data. I am wondering should I set period = 12 or else??? Can someone explain more in detail on how the period perimeter work in AnomalyDetectionVec.

dbsxo2995 avatar Mar 04 '20 08:03 dbsxo2995

I have the same problem. Have you figured it out?

ToGmhss avatar Jun 29 '21 03:06 ToGmhss

I also have some confusion on this point. I have long term (15 years) of monthly observations. The "period" I would think would be 12, denoting the number of months in a year, and the "longterm_period" would make sense as 12 in my case, but the latter has to be at least 2*period +1, so this is impossible. What am I missing here?

crhammon avatar Jul 07 '21 23:07 crhammon