mean_anomaly_score#
- mean_anomaly_score(precomputed_params: ndarray, interval_starts: ndarray, interval_ends: ndarray, anomaly_starts: ndarray, anomaly_ends: ndarray) ndarray [source]#
Calculate the CUSUM score for difference in the mean of a subinterval.
Compares the mean of the data in anomaly_start:anomaly_end (both inclusive) to the mean of the complement of interval_start:interval_end (both inclusive) and anomaly_start:anomaly_end.
The overall and anomalous intervals must satisfy interval_start > anomaly_start <= anomaly_end <= interval_end.
- Parameters:
- precomputed_paramsnp.ndarray
Precomputed parameters from init_mean_score.
- interval_startsnp.ndarray
Start indices of the intervals to test for an anomaly in.
- interval_endsnp.ndarray
End indices of the intervals to test for an anomaly in.
- anomaly_startsnp.ndarray
Start indices of the anomalies.
- anomaly_endsnp.ndarray
End indices of the anomalies.
- Returns:
- np.ndarray
Score for a difference in the mean.
Notes
To optimize performance, no checks are performed on the inputs.