[CubsFan1060]

To be clear "some big flaws" was probably overstating it. I'm going to edit that. Also, thanks for the work on this. I would absolutely love to contribute, but my maths are not good enough for this :)

The biggest thing I've run into in my testing is that an anomaly of reasonably short timeframe seems to throw the upper and lower bands off for quite some time.

That being said, perhaps changing some of the variables would help with that, and I just don't have enough skill to be able to understand the exact way to adjust that.

[jcreixell]

Thank you for the feedback! There is an issue (https://github.com/grafana/promql-anomaly-detection/issues/7) discussing approaches to improve this by introducing a decay function. This is specially relevant for stable series with occasional short large spikes. Nothing conclusive yet, but hopefully something good will come out of it!