Outlier detection
Outlier detection estimates distribution of each variable and then identifies points in the data that have a low likelihood of belonging to the fitted distribution. Outlier detection is performed for each column individually, i.e. it is a univariate method.
For more details check:
- Configuration: all the parameters that are available to be adjusted to the user's specific needs.
- Outputs: understand TIM's outputs.
Engine schema
The build-model method consits of following steps:
- fit distribution with gassian mixture model (GMM)
- calculate anomaly indicator for given points and sensitivity
- detect outliers
The detect method consists of following steps:
- get distribution fit from corresponding model
- calculate anomaly indicator for given points
- detect outliers
Jobs of types rebuild-model, what-if, rca are currently not supported for jobs with outlier approach.