3 ms·
Anomaly detection on timeseries data is surprisingly bad. The data tends to be bad in all the wrong ways -- seasonal, and not normally distributed. And worse,
by jldugger 7y ago
Anomaly detection on timeseries data is surprisingly bad. The data tends to be bad in all the wrong ways -- seasonal, and not normally distributed.
And worse, you have no training data, so ML model you train simply learns whatever badness is allowed to persist in production as normal.
- cranekam 7y agoI worked at a FAANG and every now and then someone proposed or tried to make an anomaly detection system. They never worked well. It’s an extremely difficult thing to get right. Better to just have good monitoring of whether your system is responsive/available/reliable and ways to quickly work out why it’s not.