Regressing / smoothing input time-series based on anomalies
- Dominant language
- Python
- Stars
- 1.2k
- Forks
- 217
- PR merge metrics
- No merged PRs in 30d
Description
Is there a way to objectively regress / normalize discrete points in the original time-series (ts) based on the anomalies time series (spikes), which are essentially "weights". I basically want to use the anomaly detector as a smoothing mask. Does this exist currently?
`detector = anomaly_detector.AnomalyDetector(ts)`
`spikes = detector.get_all_scores().values`
Contributor guide
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Research direction
Start at anomaly_detector.AnomalyDetector and inspect the get_all_scores().values output to understand what anomaly weights are currently exposed. Determine whether the project already supports using those scores to regress or normalize the original time series; done would require a clearly specified smoothing behavior and corresponding implementation or documentation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100