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AnomalyDetection and BreakoutDetection in Python 3

This is a fork of Indeed's port of Twitter's AnomalyDetection and BreakoutDetection.

Twitter's original code is in R. Indeed's port is for Python 2. This fork supports Python 3

References:

To Install:

  • pip install py3c
  • python setup.py install
  • Also see Indeed's README

Note that the function definition of detect_anoms is incorrect in Indeed's README. Use this:

   res = detect_anoms(x, 0.02)

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This is a fork of Indeed's Anomaly Detection, to port it to Python 3

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  • Python 52.5%
  • C++ 47.5%