Struct CusumDetector 

pub struct CusumDetector { /* private fields */ }

Two-sided tabular CUSUM detector.

Detects shifts in the mean of a time series by accumulating deviations from a reference mean. Suitable for streaming (O(1) per point after fitting).

Implementations

impl CusumDetector

pub fn new(h: Option<f64>, k: Option<f64>) -> Self

Creates a new CUSUM detector.

• h: Decision threshold (default: 4.0 × σ). Higher = fewer false alarms.
• k: Slack parameter (default: 0.5 × σ). The minimum shift to detect.

pub fn with_reset_after_alarm(self, reset: bool) -> Self

Set whether cumulative sums are reset after each alarm.

true = Western Electric variant (default); false = Page (1954).

Trait Implementations

impl AnomalyDetector for CusumDetector

fn fit( &mut self, _timestamps: &[i64], values: &[f64], ) -> Result<(), AnomalyError>

Fit the detector on historical data.

fn detect( &mut self, timestamps: &[i64], values: &[f64], ) -> Result<Vec<AnomalyScore>, AnomalyError>

Score every point in the provided data.

fn detect_point( &mut self, timestamp: i64, value: f64, ) -> Result<AnomalyScore, AnomalyError>

Score a single streaming point (O(1) after fitting).

fn detector_type(&self) -> DetectorType

What kind of detector this is.

impl<'de> Deserialize<'de> for CusumDetector

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for CusumDetector

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.