get_anomalies_median

get_anomalies_median(ts: TSDataset, in_column: str = 'target', window_size: int = 10, alpha: float = 3) → Dict[str, List[pandas._libs.tslibs.timestamps.Timestamp]]

Get point outliers in time series using median model (estimation model-based method).

Outliers are all points deviating from the median by more than alpha * std, where std is the sample variance in the window.

Parameters

• ts (TSDataset) – TSDataset with timeseries data

• in_column (str) – name of the column in which the anomaly is searching

• window_size (int) – number of points in the window

• alpha (float) – coefficient for determining the threshold

Returns

dict of outliers in format {segment: [outliers_timestamps]}

Return type

Dict[str, List[pandas._libs.tslibs.timestamps.Timestamp]]