Re:Twitter’s new R package for anomaly detection
by bazzargh on Thursday January 08, 2015 @10:26AM
(#8856748)
I was wondering if the algorithm could be added to Etsy' Skyline, which does anomaly detection on streaming data, based on a basket of algorithms (see https://github.com/etsy/skyline/blob/master/src/analyzer/alg...). Our own data is periodically bursty, and because Skyline doesn't apply STL like this code, we have data that looks anomalous all the time.
Would be interesting to see this package hooked up to streaming data and monitor performance