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Floating Anomaly Score for VolatilityShiftAD #110

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alextsakpinis opened this issue Jul 30, 2020 · 1 comment
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Floating Anomaly Score for VolatilityShiftAD #110

alextsakpinis opened this issue Jul 30, 2020 · 1 comment

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@alextsakpinis
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alextsakpinis commented Jul 30, 2020 •
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Hello,
I am using VolatilityShiftAD to detect anomalies in one variable. The result of calling the detect method for the VolatilityShiftAD can be nan, 0.0 or 1.0.

Is it possible to retrieve proper anomaly scores from the detector (e.g anomaly score of 0.5624543)? Could not find any solution for that.

Thanks for your help!
@alextsakpinis alextsakpinis changed the title Floating Anomaly Score for VolatilityShiftAD and QuantileAD Floating Anomaly Score for VolatilityShiftAD Jul 30, 2020
@tailaiw
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tailaiw commented Jul 30, 2020

The severity/confidence level of anomalies is not supported for now. Please see #75

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@alextsakpinis @tailaiw