- Three-sigma rule.
- Median absolute deviation.
mkdir build
cd build
cmake ..
make
-
Three-sigma rule (global mean/variance):
./AnomalyDetectionCpp example.csv tsg -
Three-sigma rule (rolling mean/variance):
./AnomalyDetectionCpp example.csv tsr 15 -
Median absolute deviation:
./AnomalyDetectionCpp example.csv mad