chore(anomaly_detection) Handle timeseries with very low variance #1186
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aayush-se
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Sep 23, 2024
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Overall code looks solid with good refactoring for variable names/datatypes as well. Tests also look good and cover a wide variety of cases.
Side note: for my nit on "IQR" vs "IRQ", I'll make a PR after this to adjust that as there are many instances of that throughout the code.
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| variance_threshold: float = Field( | ||
| 0.0001, description="Minimum variance required in order to use IRQ based scoring" |
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nit: isn't interquartile range usually shortened to "IQR"? I think IRQ refers to interrupt requests in hardware.
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Yes indeed, it should be IQR :)
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I have pushed the changes to rename IRQ to IQR.
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This PR fixes two issues with anomaly detection logic with regards to time series with zero variance:
These two issues are fixed by
It also includes additional changes to increase test coverage of anomaly detection code and additional tags to track frequency of low variance time series.