Metis异常检测算法源码概要
算法源码目录
以下算法目录都在此目录下
/Metis-0.3.0/time_series_detector/ 时间序列异常检测学件目录
算法层目录
/time_series_detector/algorithm/
基于指数移动平均算法(EWMA)
ewma.py 基于指数加权移动平均控制图(EWMA)理论,参考
"""
:param alpha: Discount rate of ewma, usually in (0.2, 0.3).
:param coefficient: Coefficient is the width of the control limits, usually in (2.7, 3.0).
:param X: the time series to detect of
:param type X: pandas.Series
:return: 1 denotes normal, 0 denotes abnormal
"""