adtk is the anomaly detection module.
This is unsupervised rule-based anomaly detection in time series.
This is what my graph will look like in most cases.
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
% matplotlib online
rand = np.random.RandomState (123)
s = pd.Series (
np.cumsum (rand.normal (size = 300)),
index = pd.date_range (start = “2017-1-1”, periods = 300, freq = “D”),
In order to find and plot outliers, I will only need 4 lines of code.
from the adtk.visualization import plot
import adtk.detector as detector
anomaly = detector.QuantileAD (low = 0.05, high = 0.95) .fit_detect (s, return_list = False)
plot (s, anomaly)
#pip install adtk