/// <summary> /// Perform SSA spike detection over a column of time series data. See <see cref="SsaSpikeEstimator"/>. /// </summary> public static Vector <double> SsaSpikeDetect( this Scalar <float> input, int confidence, int changeHistoryLength, int trainingWindowSize, int seasonalityWindowSize, SsaBase.AnomalySide side = SsaBase.AnomalySide.TwoSided, ErrorFunctionUtils.ErrorFunction errorFunction = ErrorFunctionUtils.ErrorFunction.SignedDifference ) => new OutColumn(input, confidence, changeHistoryLength, trainingWindowSize, seasonalityWindowSize, side, errorFunction);
public OutColumn(Scalar <float> input, int confidence, int pvalueHistoryLength, int trainingWindowSize, int seasonalityWindowSize, SsaBase.AnomalySide side, ErrorFunctionUtils.ErrorFunction errorFunction) : base(new Reconciler(confidence, pvalueHistoryLength, trainingWindowSize, seasonalityWindowSize, side, errorFunction), input) { Input = input; }
public Reconciler( int confidence, int pvalueHistoryLength, int trainingWindowSize, int seasonalityWindowSize, SsaBase.AnomalySide side, ErrorFunctionUtils.ErrorFunction errorFunction) { _confidence = confidence; _pvalueHistoryLength = pvalueHistoryLength; _trainingWindowSize = trainingWindowSize; _seasonalityWindowSize = seasonalityWindowSize; _side = side; _errorFunction = errorFunction; }