In a world of deep learning statistical techniques are out of fashion but can still be very effective tools. Twitter’s open source anomaly detection project uses a statistical technique call Seasonal Hybrid ESD. This talk works through the various steps in the algorithm from data preparation and time series decomposition through to finding potentially multiple anomalies. The technique could be used to spot deviations from behavioural patterns with the benefit that it is easy to see why an anomaly is unusual.
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