'Anomaly detection using TensorFlow Probability
I was checking for the option for anomaly detection in univariate timseries data and thought of using TensorFlow Probability anomaly_detection module.
I have daily data for 3 months which is spread between 12.5 to 20.0 range.
On every Friday I induced the value between 25.5 to 27.5.
The code worked good and did not show these values as anomalies.
My question is; for one Friday if my value is again 15.5, it should have treated it as anomaly, because on Fridays the values are expected to be between 25.5 to 27.5.
Do I need to change any parameter to consider seasonality?
My code is as below
predictions = tfp_ad.detect_anomalies(data, anomaly_threshold=0.01,
use_gibbs_predictive_dist=False,
num_warmup_steps=50,
num_samples=100,
jit_compile=False,
seed=None)
Also, what is the importance of "anomaly_threshold" parameter?
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