tsf_detect_anomalies
Flag historical data points that fall outside a cross-validated prediction interval. Choose a detector model that fits your series, then set n_windows to bound runtime.
Instructions
Flag historical points that fall outside a cross-validated prediction interval.
The detector model defines what "expected" means, so pick one that fits the series: a weak detector flags its own errors rather than real anomalies. Run tsf_describe_series or tsf_cross_validate first.
Returns flagged counts per series, a capped list of flagged rows, and the parquet path with the full result.
LONG-RUNNING, and the default is the expensive one: leaving n_windows unset refits the model once per observation across the whole history, which takes minutes even for a statistical model. Pass n_windows (e.g. 12) unless you genuinely need every point tested.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |