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by ramon156 534 days ago
I needed a TS anomaly detection for my internship because we needed to track when a machine/server was doing poorly or had unplanned downtime. I expected Microsoft's C# library to be able to do this, but my god, it's a mess. If someone has the time and will to implement a proper library then that would ve awesome.
2 comments

Anomaly detection in time-series data is not a concern of the standard library of all things. Nor is it a concern of "base abstractions" shipped as extensions (think ILogger).
If only life was as simple as calling .isAnomaly() on anything
Hardcoded to return 'false' of course. Because nothing ever happens!
Just advertise it as guaranteed 0% false positive detections and you're good-to-go!
What you’re probably after is called statistical process control. There are Python libraries like pyspc, but the theory is simple enough that you could write your own pretty easily.