last value is always anomaly in SpectralResidual
See original GitHub issueI’m testing the library with different timeseries length and getting that last value is always an anomaly. I was playing with n_est_points
and n_grad_points
but no effect. In the paper https://arxiv.org/pdf/1906.03821.pdf there is something called “adjusted anomaly”, but I don’t see it in the lib. Is it problem on my side or it’s the feature?
Issue Analytics
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- Created 3 years ago
- Comments:8 (5 by maintainers)
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That’s great, thanks. I will take a closer look and might add it as an alternative padding method.
Addressed by #396