PEWMA style IntervalForecaster
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calvin1978 commented
When use PEWMA detector , the stdDev should also return to Detector, or a new IntervalForecaster with the beta parameter
Otherwise, only the mean be prevented from shifting, but the stdDev still shifted.
And another way is use the pt value as threshold to detect anomaly
https://github.com/dzimine/pewma/blob/master/function.py
https://aws.amazon.com/cn/blogs/iot/anomaly-detection-using-aws-iot-and-aws-lambda/