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
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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