Skip to content

Instantly share code, notes, and snippets.

@RobinUS2
Created April 28, 2013 19:57
Show Gist options
  • Save RobinUS2/5478185 to your computer and use it in GitHub Desktop.
Save RobinUS2/5478185 to your computer and use it in GitHub Desktop.
Anomaly detection system based on forecasting
run:
*** Statistics ***
Count: 100
Max: 107
Min: 102
Avg: 104.0
Variance: 2.52
Standard deviation: 1.5874507866387544
Median: 104.5
Actual: 104 00.00% 106 00.00% 105 00.00% 107 00.00% 107 00.00%
Forecast: 104 00.00% 104 01.90% 104 00.96% 104 02.84% 104 02.84% (MLR15, performance 01.00%)
Forecast: 105 00.96% 105 00.95% 105 00.00% 105 01.89% 105 01.89% (MLR60, performance 00.00%)
Forecast: (MLR120, performance 00.00%)
Forecast: (SESM120, performance 00.00%)
Forecast: (DESM120, performance 00.00%)
Forecast: (TESM120, performance 00.00%)
Forecast: 104 00.00% 104 01.90% 104 00.96% 104 02.84% 104 02.84% (Average, performance 01.00%)
*** Anomalies ***
0
*** Values ***
107 103 104 105 103 105 105 106 102 107 104 105 105 102 107 104 103 107 104 105
107 106 103 106 104 103 104 105 105 106 103 103 103 102 104 105 107 107 103 103
104 105 105 102 107 103 107 104 103 104 105 105 106 102 104 104 106 105 106 103
106 103 102 104 103 106 106 106 103 104 103 105 104 106 105 107 106 103 104 104
104 106 105 103 102 104 103 105 105 104 107 106 103 103 105 104 106 105 107 107
*** Statistics ***
Count: 100
Max: 126
Min: 104
Avg: 113.0
Variance: 34.46
Standard deviation: 5.8702640485756685
Median: 114.0
Actual: 126 00.00% 122 00.00% 123 00.00% 122 00.00% 124 00.00%
Forecast: 121 04.05% 121 00.82% 121 01.64% 121 00.82% 121 02.45% (MLR15, performance 01.00%)
Forecast: 110 13.56% 111 09.44% 111 10.26% 111 09.44% 111 11.06% (MLR60, performance 10.00%)
Forecast: (MLR120, performance 00.00%)
Forecast: (SESM120, performance 00.00%)
Forecast: (DESM120, performance 00.00%)
Forecast: (TESM120, performance 00.00%)
Forecast: 115 09.13% 116 05.04% 116 05.86% 116 05.04% 116 06.67% (Average, performance 06.00%)
*** Anomalies ***
0
*** Values ***
106 105 105 104 106 108 107 104 105 105 109 108 105 105 107 108 108 110 108 108
108 106 110 111 109 108 110 111 111 107 110 111 110 113 112 110 110 109 110 111
110 113 111 112 111 115 114 115 112 116 114 113 114 115 116 113 114 113 115 117
117 115 114 115 116 117 115 119 120 117 118 119 121 119 120 117 118 119 119 122
122 119 123 120 121 121 124 122 123 120 122 121 123 122 120 126 122 123 122 124
*** Statistics ***
Count: 100
Max: 2186
Min: 102
Avg: 187.0
Variance: 138908.05
Standard deviation: 372.70370269156166
Median: 105.0
Actual: 1329 00.00% 2034 00.00% 2030 00.00% 2186 00.00% 1253 00.00%
Forecast: 104 170.97% 104 180.54% 104 180.51% 104 181.83% 104 169.34% (MLR15, performance 176.00%)
Forecast: 104 170.97% 104 180.54% 104 180.51% 104 181.83% 104 169.34% (MLR60, performance 176.00%)
Forecast: (MLR120, performance 00.00%)
Forecast: (SESM120, performance 00.00%)
Forecast: (DESM120, performance 00.00%)
Forecast: (TESM120, performance 00.00%)
Forecast: 104 170.97% 104 180.54% 104 180.51% 104 181.83% 104 169.34% (Average, performance 176.00%)
*** Anomalies ***
5
*** Values ***
104 106 107 107 107 104 103 105 106 105 102 105 102 105 103 103 103 105 105 105
105 103 106 103 104 107 104 103 105 106 105 106 105 106 103 106 103 104 102 104
104 105 107 105 102 103 103 103 103 104 106 103 104 106 106 106 106 106 104 103
105 104 107 105 107 103 106 103 103 103 104 103 103 106 104 106 106 106 103 107
102 104 102 105 105 105 106 106 106 103 103 105 107 102 105 1329 2034 2030 2186 1253
*** Statistics ***
Count: 100
Max: 107
Min: 3
Avg: 99.0
Variance: 471.92
Standard deviation: 21.723719755143225
Median: 105.0
Actual: 5 00.00% 5 00.00% 6 00.00% 3 00.00% 7 00.00%
Forecast: 104 181.65% 104 181.65% 104 178.18% 104 188.79% 104 174.77% (MLR15, performance 180.00%)
Forecast: 105 181.82% 105 181.82% 105 178.38% 105 188.89% 105 175.00% (MLR60, performance 180.00%)
Forecast: (MLR120, performance 00.00%)
Forecast: (SESM120, performance 00.00%)
Forecast: (DESM120, performance 00.00%)
Forecast: (TESM120, performance 00.00%)
Forecast: 104 181.65% 104 181.65% 104 178.18% 104 188.79% 104 174.77% (Average, performance 180.00%)
*** Anomalies ***
5
*** Values ***
106 104 107 107 104 102 104 105 105 105 106 102 102 103 103 103 106 104 104 104
106 107 105 102 103 103 105 103 105 106 106 102 106 103 103 103 104 105 103 105
103 105 106 106 107 106 107 104 102 104 105 106 106 106 107 106 102 105 106 104
103 105 105 104 106 107 106 107 107 102 105 103 105 105 105 102 106 106 104 105
103 103 103 104 104 104 107 105 107 106 103 104 102 104 105 5 5 6 3 7
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment