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Definition of period in AnomalyDetectionVec !!! #111

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dbsxo2995 opened this issue Mar 4, 2020 · 2 comments
Open

Definition of period in AnomalyDetectionVec !!! #111

dbsxo2995 opened this issue Mar 4, 2020 · 2 comments

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@dbsxo2995
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The date of the data I have is the monthly data from January 2010, February 2010 to December 2019.
I want to use AnomalyDetectionVec to find anomaly for the data.
I am wondering should I set period = 12 or else??? Can someone explain more in detail on how the period perimeter work in AnomalyDetectionVec.

@ToGmhss
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ToGmhss commented Jun 29, 2021

I have the same problem. Have you figured it out?

@crhammon
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crhammon commented Jul 7, 2021

I also have some confusion on this point. I have long term (15 years) of monthly observations. The "period" I would think would be 12, denoting the number of months in a year, and the "longterm_period" would make sense as 12 in my case, but the latter has to be at least 2*period +1, so this is impossible. What am I missing here?

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