/// <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;
}
