Reputation: 402
I'm trying to to integrate anomaly detection module in the existing java application to allow user to chose from different algorithms and forecasting models
Egads library looks quite optimistic, but I'm not sure whether it fits my purposes, in case new data coming in should I store and update the existing model or to pass the whole data once again. Also what if I would like to forecast only 15 min time window, by passing only 15 min data in the results won't be precise for sure.
Might be there're any other useful techniques and someone could share his experience of similar tasks. Unfortunately can't find any other java libs for that purposes.
Upvotes: 2
Views: 1725
Reputation: 402
What I found out is that we can't store the model trained initially and apply it against any incoming data, as soon as the initial time series is changed the exception is thrown. That's why the only possible option here to to train the model every time new data comes in, fortunately it doesn't have great performance impact on our system yet.
Library itself looks fine and could be used as a base in building anomaly detection systems, but its still not that flexible as it Python competitors, however it's open sourced and can be modified anytime depending on your needs.
Upvotes: 2