Moving Average#

class oats.models.predictive.ma.MovingAverageModel(window: int = 10)[source]#

Bases: Model

Moving Average Model

Using the average of past window values as a predictor for current. Anomalies scores are deviations from predictions.

Parameters:

window (int, optional) – size of the rolling window used to past moving average. Defaults to 10.

fit(*args, **kwargs)[source]#
get_scores(data, normalize=False)[source]#