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The expected value calculation does not have knowledge of the data range of the series #5430

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nnoradie opened this issue Oct 12, 2020 · 1 comment

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@nnoradie
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nnoradie commented Oct 12, 2020

System information

  • OS version/distro: .Net 4.8
  • .NET Version (eg., dotnet --info): ML.Net 1.5.2

Issue

  • What did you do?
    Detected anomalies on dataset with only non-negative values and saw a negative expected value range.

  • What happened?
    image

  • What did you expect?
    The expected value range to be non-negative.

Source code / logs

Please paste or attach the code or logs or traces that would be helpful to diagnose the issue you are reporting.

Csv and email correspondence
covid19_deaths.zip

The options set for anomaly detection:
var options = new SrCnnEntireAnomalyDetectorOptions()
{
Threshold = 0.05,
BatchSize = -1, // not set, so we are using the default, is that -1?
Sensitivity = 75.0,
DetectMode = SrCnnDetectMode.AnomalyAndMargin,
Period = -1,
DeseasonalityMode = SrCnnDeseasonalityMode.Median // the period is -1, so I assume deseasonalize is not applied?
};

@nnoradie
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Fixed by increasing ad threshold to 0.1

@ghost ghost locked as resolved and limited conversation to collaborators Mar 17, 2022
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