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last value is always anomaly in SpectralResidual

See original GitHub issue

I’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

  • State:closed
  • Created 3 years ago
  • Comments:8 (5 by maintainers)

github_iconTop GitHub Comments

1reaction
arnaudvlcommented, Jan 5, 2021

That’s great, thanks. I will take a closer look and might add it as an alternative padding method.

0reactions
arnaudvlcommented, Mar 10, 2022

Addressed by #396

Read more comments on GitHub >

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