使用极端值理论(Extreme Value Theory)实现阈值动态自动化设置
我们的工作建立在2017 KDD "Anomaly Detection in Streams with Extreme Value Theory"论文的基础上,做了如下改进:
- 引入矩估计算法,加速计算。该算法比极大似然估计快100多倍
- 提出了更高层,更抽象的基于预测残差的算法框架,而DSPOT算法是我们提出框架的一种具体算法
- 我们强调了数据漂移对系统带来的影响,提出了批量更新的算法,有效应对数据漂移
This project forked from dawnsonli/evt
使用极端值理论(Extreme Value Theory)实现阈值动态自动化设置
使用极端值理论(Extreme Value Theory)实现阈值动态自动化设置
我们的工作建立在2017 KDD "Anomaly Detection in Streams with Extreme Value Theory"论文的基础上,做了如下改进:
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