Fitting on residuals
Another method of detecting outliers from time series is fitting a classifier to the residuals from decomposition. This is also a univariate approach with the advantage of being much faster than other multivariate methods.
The apple
dataset has been loaded, along with MAD
estimator and the seasonal_decompose
function.
Diese Übung ist Teil des Kurses
Anomaly Detection in Python
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results = seasonal_decompose(apple['Volume'], period=365)
# Extract and reshape the residuals
residuals = ____
residuals = ____