ewma

README

anomaly-detection

Algorithms for anomaly detection in Go

Documentation

Index

• type EWMA
  • func NewEWMA(lambda float64) *EWMA
  • func (e *EWMA) AddDatapoint(value float64)
  • func (e *EWMA) GetEWMA() float64
  • func (e *EWMA) GetNewEWMA(value float64) float64
• type EWMADropDetector
  • func NewEWMADropDetector(ewma *EWMA, sdThresholdFactor float64, trainingPeriod int) *EWMADropDetector
  • func (e *EWMADropDetector) AddDatapoint(value float64) bool

Types

type EWMA

type EWMA struct {
	// contains filtered or unexported fields
}

func NewEWMA

func NewEWMA(lambda float64) *EWMA

func (*EWMA) AddDatapoint

func (e *EWMA) AddDatapoint(value float64)

func (*EWMA) GetEWMA

func (e *EWMA) GetEWMA() float64

func (*EWMA) GetNewEWMA

func (e *EWMA) GetNewEWMA(value float64) float64

type EWMADropDetector

type EWMADropDetector struct {
	// contains filtered or unexported fields
}

func NewEWMADropDetector

func NewEWMADropDetector(ewma *EWMA, sdThresholdFactor float64, trainingPeriod int) *EWMADropDetector

func (*EWMADropDetector) AddDatapoint

func (e *EWMADropDetector) AddDatapoint(value float64) bool