百度、谷歌搜索了一圈,沒有找到解決方案,自己根據經驗終于搞定了,
大資料挑戰賽用到了時間序列例外檢測,發現了一個很好的方法:S-ESD,
季節性 esd 是一種在 twitter 上實作的例外檢測演算法:
“we developed two novel statistical techniques for automatically detecting anomalies in cloud infrastructure data. Specifically, the techniques employ statistical learning to detect anomalies in both application, and system metrics. Seasonal decomposition is employed to filter the trend and seasonal components of the time series, followed by the use of robust statistical metrics – median and median absolute deviation (MAD) – to accurately detect anomalies, even in the presence of seasonal spikes.”
所有的功勞都歸于 Twitter 公司的Jordan Hochenbaum、Owen S.Vallis和Arun Kejariwa,

換國內源,pip install sesd庫,發現會報編碼錯誤,

把 tar.gz 包下載到本地安裝也還是不行


解決方法如下:

安裝指定版本:pip install sesd
# -*- coding: UTF-8 -*-
"""
@Author :葉庭云
@CSDN :https://yetingyun.blog.csdn.net/
"""
pip install sesd==0.1.6
推薦閱讀:
- 時間序列分解演算法:STL
- pypi sesd
- 論文地址
- 時序例外資料檢測從理論到落地
- 時間序列例外檢測演算法S-H-ESD
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