Struct MahalanobisDetector

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pub struct MahalanobisDetector { /* private fields */ }

Expand description

Multivariate anomaly detection via Mahalanobis distance.

Points with distance > threshold are flagged.

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impl MahalanobisDetector

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pub fn new(threshold: Option<f64>, epsilon: Option<f64>) -> Self

Creates a new detector with the given threshold and regularisation epsilon.

Trait Implementations§

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impl MultivariateAnomalyDetector for MahalanobisDetector

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fn fit(&mut self, ctx: &MultiSeriesContext) -> Result<(), MultivariateError>

Fit the detector to the multi-series context.

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fn detect( &self, ctx: &MultiSeriesContext, ) -> Result<Vec<MultivariateAnomalyScore>, MultivariateError>

Detect anomalies and return per-timestamp scores.

Auto Trait Implementations§

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impl UnwindSafe for MahalanobisDetector

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