It is common to monitor the number of events that occur in a period of time. Unfortunately, this technique isn’t fast, and can fail to detect some anomalies. The alternative is to change the problem to studying the period of time between events.
Category Archives: math
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.
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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