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The method of setting the baseline for computing anomalies has the potential to be heavily skewed in favor of trailing eigenvalue components. See this line:
If eigenvalue components obey a classic power-law distribution (associated with most real-world data), then disproportionate weight will be assigned to the trailing components given how averages work. We may want to consider a weighted mean, whereby weight is assigned to each eigenvalue according to the variance it explains in the original data. Alternatively, we could compute a median or interquartile range (e.g., top quartile).
The text was updated successfully, but these errors were encountered:
The method of setting the baseline for computing anomalies has the potential to be heavily skewed in favor of trailing eigenvalue components. See this line:
ornet/src/analysis/temporal_anomaly_detection.py
Line 94 in 6dd29a3
If eigenvalue components obey a classic power-law distribution (associated with most real-world data), then disproportionate weight will be assigned to the trailing components given how averages work. We may want to consider a weighted mean, whereby weight is assigned to each eigenvalue according to the variance it explains in the original data. Alternatively, we could compute a median or interquartile range (e.g., top quartile).
The text was updated successfully, but these errors were encountered: