AnomalyDetectionCpp

Current methods for anomaly detection

• Three-sigma rule.
• Median absolute deviation.

Build

mkdir build
cd build
cmake ..
make

Usage

• Three-sigma rule (global mean/variance):

  ./AnomalyDetectionCpp example.csv tsg
  

• Three-sigma rule (rolling mean/variance):

  ./AnomalyDetectionCpp example.csv tsr 15
  

• Median absolute deviation:

  ./AnomalyDetectionCpp example.csv mad