Anomaly detectors#

Base#

CollectiveAnomalyDetector()

Base class for collective anomaly detectors.

SubsetCollectiveAnomalyDetector()

Base class for subset collective anomaly detectors.

PointAnomalyDetector()

Base class for point anomaly detectors.

Collective anomaly detectors#

Capa([saving, collective_penalty_scale, ...])

Collective and point anomaly detection.

CircularBinarySegmentation([score, ...])

Circular binary segmentation algorithm for multiple collective anomaly detection.

MoscoreAnomaly([score, min_anomaly_length, ...])

Moving score algorithm for multiple collective anomaly detection.

StatThresholdAnomaliser(change_detector, ...)

Anomaly detection based on thresholding the values of segment statistics.

Subset collective anomaly detectors#

Mvcapa([saving, collective_penalty, ...])

Subset multivariate collective and point anomaly detection.