Struct EwmaDetector 

pub struct EwmaDetector { /* private fields */ }

EWMA-based anomaly detector

Uses exponentially weighted moving average and standard deviation for change point detection and anomaly flagging.

Example

use alice_physics::anomaly::EwmaDetector;

let mut detector = EwmaDetector::new(0.1, 3.0);

// Feed normal values
for v in [10.0, 10.5, 9.5, 10.2, 9.8, 10.1] {
    detector.observe(v);
}

// Check for anomalies
assert!(!detector.is_anomaly(10.0));
assert!(detector.is_anomaly(50.0));

Implementations

impl EwmaDetector

pub fn new(alpha: f64, threshold_k: f64) -> Self

Create a new EWMA detector

Arguments

• alpha - Smoothing factor (0.0-1.0, higher = more reactive)
• threshold_k - Number of standard deviations for anomaly threshold (a negative value is taken as 0)

pub fn observe(&mut self, value: f64)

Observe a new value and update statistics

NaN is rejected: it is not counted and does not touch ewma / ewma_var, since a NaN sample would otherwise poison the running state for the life of the detector (every subsequent comparison against a NaN ewma is false, so the detector would silently stop flagging anything until Self::reset).

pub fn is_anomaly(&self, value: f64) -> bool

Check if a value is an anomaly (without updating)

pub fn anomaly_score(&self, value: f64) -> f64

Get anomaly score (number of standard deviations)

pub const fn ewma(&self) -> f64

Get current EWMA

pub fn std_dev(&self) -> f64

Get current standard deviation estimate

pub const fn alpha(&self) -> f64

Get smoothing factor

pub fn set_alpha(&mut self, alpha: f64)

Set smoothing factor

pub const fn threshold_k(&self) -> f64

Get threshold multiplier

pub fn set_threshold_k(&mut self, k: f64)

Set threshold multiplier

pub const fn count(&self) -> u64

Get count of observations

pub fn reset(&mut self)

Reset the detector

Trait Implementations

impl Clone for EwmaDetector

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for EwmaDetector

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.