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Tuesday, April 17, 2018

TrendieR is a #ChangePointsDetection system based on Exception Value (EV) data analysis

The right term for SETDS methodology is Anomaly and Change (points) detection.

The second part of SETDS - trend detection recently implemented on R and got the "TrendieR" name - is actually a Change Points Detection tool.

See more details how it works in the previous post:

AnomalyDetection vs. NoveltyDetection. SETDS Method Detects and Separates both

But in short the change points are the the following equation roots (solutions)


Where t is time and EV is Exception Value (magnitude of exception calculated as the difference between actual data and baseline statistical limits UCL and LCL). 

CMG.org paper there was the attempt to describe that calculation more formally by the following formulas: