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Exclude Weekends from Anomaly Detection

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gitaiba
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gitaiba
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31-10-2013

I work in finance.  Our site activity drops very sharply on weekends as people can't take action since markets are closed.  This means that I get anomalies every weekend for certain events and measurements.  Being able to exclude weekends would help me find true anomalies.

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jon_narong
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jon_narong
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14-11-2013

Or to make this more general, day of week should be considered in the anomaly detection algorithms.