Instinctively we look at anomalies by examining the number of events during a fixed period of time. However, this method can’t achieve fast detection rates, and fails to detect some anomalies. The Poisson distribution turns the problem upside-down by looking at the period of time for a fixed number of events.
Category Archives: detection
The normal distribution is the holy grail of anomaly detection. Normally distributed metrics follow a set of probabilistic rules. Values that follow those rules are recognized as being “normal” or “usual”, while values that break them are seen as being unusual, indicating anomalies.
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Our weather follows typical patterns over the course of a year: in most places, it is cold in the winter and hot in the summer. Based on historical records we can detect unusual weather. Read More
Wikipedia daily pageviews are available online, so we can use this data to spot anomalies. Let’s see if there are any strange pageview patterns for Marie Curie.
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Twitter has made an open source anomaly detection package in R. Its goal is to detect anomalies in seasonal time series, as well as underlying trends. Read More