SPOT algorithm
SPOT stands for Streaming Peaks Over Threshold. It is an adaptation of the POT method (you got it) for streaming data. In a word, this method computes high quantiles that are used as anomaly threshold.
SPOT stands for Streaming Peaks Over Threshold. It is an adaptation of the POT method (you got it) for streaming data. In a word, this method computes high quantiles that are used as anomaly threshold.