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chore(anomaly_detection) Handle timeseries with very low variance #1186

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@ram-senth ram-senth commented Sep 21, 2024

This PR fixes two issues with anomaly detection logic with regards to time series with zero variance:

  • SuSS logic for window size selection fails
  • the interquartile range based scoring logic results in false positives

These two issues are fixed by

  • defaulting the window size to 3 if SuSS logic fails
  • using mean of a context window instead of IRQ for time series with low variance

It also includes additional changes to increase test coverage of anomaly detection code and additional tags to track frequency of low variance time series.

@ram-senth ram-senth force-pushed the anomaly-detection/low-variance-ts branch 8 times, most recently from e4374b5 to 252d376 Compare September 21, 2024 17:41
@ram-senth ram-senth force-pushed the anomaly-detection/low-variance-ts branch from 252d376 to 447baeb Compare September 23, 2024 04:07
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