HYBRIDTEST function detects outliers in a GTS (or a LIST of GTS) which has a seasonal part.
HYBRIDTEST performs an
ESDTEST onto a GTS that have been relieved of its seasonal and trend part.
But unlike the mentioned test,
ESDTEST are performed piecewise. Plus, the trend is approximated with the piecewise
median instead of the trend part of the
A LIST of ticks (or a LIST of LIST of ticks), corresponding to the outliers, is pushed back onto the stack.
This technique was first developped at Twitter.
This function only applies to
bucketized GTS of type DOUBLE.
- Owen Vallis, Jordan Hochenbaum, Arun Kejariwal. “A Novel Technique for Long-Term Anomaly Detection in the Cloud”, Twitter Inc (2014).
- Cleveland, Robert B., et al. “STL: A seasonal-trend decomposition procedure based on loess.” Journal of Official Statistics 6.1 (1990): 3-73.
- Rosner, Bernard (May 1983), “Percentage Points for a Generalized ESD Many-Outlier Procedure”,Technometrics, 25(2), pp. 165-172.