Can anyone recommend a good Python library that does anomaly detection for time-series data?
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what are you trying to do? you generally have to do these things from scratch...
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I want to feed in documents where words / terms are tracked over time windows and set up alerts for when there is a spike (like if the mean for that window is over 4 standard deviations). I was wondering if there was such a beast already created for this.
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you have to roll your own :) we do this on twitter data, and there are a lot of details. (from the nlp, to optimizing thresholds, reducing false positives, etc)
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