百度、谷歌搜索了一圈,没有找到解决方案,自己根据经验终于搞定了。
大数据挑战赛用到了时间序列异常检测,发现了一个很好的方法:S-ESD,
季节性 esd 是一种在 twitter 上实现的异常检测算法:
“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.”
所有的功劳都归于 Twitter 公司的Jordan Hochenbaum、Owen S.Vallis和Arun Kejariwa。
换国内源,pip install sesd库,发现会报编码错误。
把 tar.gz 包下载到本地安装也还是不行
解决方法如下:
安装指定版本:pip install sesd
# -*- coding: UTF-8 -*-"""@Author :叶庭云@CSDN :https://yetingyun.blog.csdn.net/"""pipinstallsesd==0.1.6
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